# EDGAR Filing Document

**Accession Number:** 0001567101
**File Stem:** 0001752724-23-047333
**Filing Date:** 2023-2
**Character Count:** 2018467
**Document Hash:** 342a73f1247987416803961a4866d7c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047333.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047333

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bridge Builder Trust
- **CENTRAL INDEX KEY:** 0001567101
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22811
- **FILM NUMBER:** 23684395

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201

## Series and Classes Contracts Data

### Bridge Builder Core Plus Bond Fund (Series ID: S000049701)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000157147 | Bridge Builder Core Plus Bond Fund | BBCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bridge Builder Trust

- **b. Investment Company Act file number:** 811-22811

- **c. CIK number of Registrant:** 0001567101

- **d. LEI of Registrant:** 549300MZGMJ1KD5SOK80

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

  - **Street Address 1:** 12555 Manchester Road

  - **City:** St. Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63131

  - **Telephone number:** 314-515-2000

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

- **a. Name of Series:** Bridge Builder Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000049701

- **c. LEI of Series:** 5493008FDGLC90EUMI09

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $34274649813.69

**Total Liabilities:** $6763531805.86

**Net Assets:** $27511118007.83

**Delayed Delivery Securities:** $951770.04

**Cash Not Reported:** $213653337.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14493.17846800 | **1-Year:** 461464.90545800 | **5-Year:** 2622194.49474000 | **10-Year:** 3983185.92410100 | **30-Year:** 2533812.14087200

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

- **3-Month:** 5996.44723000 | **1-Year:** 97127.91887900 | **5-Year:** 373776.35836800 | **10-Year:** 253123.70779200 | **30-Year:** 40239.93948700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157147 | -1.20%               | 3.84%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-275116594.11           | $-106546542.19                             |
| Month 2  | $-251328891.76           | $1134533926.87                             |
| Month 3  | $-136085334.95           | $-164589683.08                             |

**Designated Index Information**

- **Index Name:** Core Plus Bond Guideline Benchmark (75%US Agg, 25%US HY 2% Issuer Cap)

- **Index Identifier:** 37214

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA II P#MA7313 3% 04/20/51                  | GINNIE MAE II POOL P#MA7313 3.00000000                                                                                            | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11844372 | NS      | $10596147.67   | 0.04%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 6% 05/20/53                      | QUALCOMM INC REGD 6.00000000                                                                                                      | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     2005000 | NS      | $2129452.15    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 3.487% 06/01/36                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.48700000                                                                                | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1600000 | NS      | $1275484.64    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SEMT 2003-2 A1 V/R 06/20/33                   | SEQUOIA MORTGAGE TRUST 2003-2 SER 2003-2 CL A1 V/R REGD 5.01286000                                                                | CUSIP: 81743PAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222821 | NS      | $212961.25     | 0.00%             | 2033-06-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFC1 01.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-489669.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    13200000 | NS      | $11553750.25   | 0.04%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| EART 2020-2A D 4.73% 04/15/24                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2 SER 2020-2A CL D REGD 144A P/P 4.73000000                                              | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3090000 | NS      | $3058879.68    | 0.01%             | 2026-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.25% 12/01/27                        | MPLX LP REGD SER WI 4.25000000                                                                                                    | CUSIP: 55336VBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5655000 | NS      | $5343531.31    | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/19/29                | HSBC HOLDINGS PLC REGD V/R 4.58300000                                                                                             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3200000 | NS      | $2946004.70    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTER 4.625% 06/15/30                | MARRIOTT INTERNATIONAL REGD SER FF 4.62500000                                                                                     | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    11174000 | NS      | $10426614.83   | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 04/01/60                    | ORACLE CORP REGD 3.85000000                                                                                                       | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     7163000 | NS      | $4759344.54    | 0.02%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RCMT 2022-FL9 A V/R 01/25/27                  | READY CAPITAL MORTGAGE FINANCING 20 SER 2022-FL9 CL A V/R REGD 144A P/P 6.79036000                                                | CUSIP: 75574EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      731218 | NS      | $726396.62     | 0.00%             | 2037-06-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2638 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS2638 2.50000000                                                                                          | CUSIP: 3140XH4Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21289151 | NS      | $18072389.76   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A5 7.97% 03/01/25                  | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A5 REGD 7.97000000                                                             | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733953 | NS      | $152113.62     | 0.00%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| INDX 2006-AR19 5 V/R 08/25/36                 | INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR19 SER 2006-AR19 CL 5A2 V/R REGD 3.45787500                                               | CUSIP: 45660GBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14228968 | NS      | $10867737.48   | 0.04%             | 2036-08-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                     | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                                                          | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24650346 | NS      | $20091598.95   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-2 A1 V/R 02/25/26                   | ANGEL OAK MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.35300000                                                     | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    37757308 | NS      | $34086825.24   | 0.12%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP01.25 12/16/50 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $19769543.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORPORA 4.25% 02/01/29                | MOODY'S CORPORATION REGD 4.25000000                                                                                               | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     2068000 | NS      | $1978304.74    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILPT 2022-LPF2 A V/R 10/15/24                 | ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 SER 2022-LPF2 CL A V/R REGD 144A P/P 6.58061000                                          | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3330000 | NS      | $3328960.37    | 0.01%             | 2039-10-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 4.35% 05/01/33                | BLACK HILLS CORP REGD 4.35000000                                                                                                  | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     6250000 | NS      | $5498522.25    | 0.02%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30                | AMERICAN TOWER CORP REGD 2.10000000                                                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3962000 | NS      | $3136106.84    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 2.25% 11/15/30                | MARSH & MCLENNAN COS INC REGD 2.25000000                                                                                          | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     3115000 | NS      | $2550163.56    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE  V/R /PERP/                | BANCO MERCANTIL DE NORTE REGD V/R /PERP/ REG S 6.75000000                                                                         | CUSIP: P1400MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      200000 | NS      | $195118.42     | 0.00%             | 2171-09-27      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20230112 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5744.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20230112 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9017.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 09/15/53                        | AT&T INC REGD 3.50000000                                                                                                          | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1882000 | NS      | $1270229.89    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-4 A1 V/R 08/25/27                   | PRPM 2022-4 LLC SER 2022-4 CL A1 V/R REGD 144A P/P 5.00000000                                                                     | CUSIP: 693588AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11075607 | NS      | $10546250.31   | 0.04%             | 2027-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD5046 3.5% 02/01/47                   | FANNIE MAE POOL UMBS P#BD5046 3.50000000                                                                                          | CUSIP: 3140FCTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      414968 | NS      | $385005.16     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6% 08/15/40                          | AT&T INC REGD SER WI 6.00000000                                                                                                   | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      574000 | NS      | $575740.36     | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RASC 2005-KS10 M V/R 11/25/35                 | RASC SERIES 2005-KS10 TRUST SER 2005-KS10 CL M2 V/R REGD 5.04871000                                                               | CUSIP: 75405WAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1368580 | NS      | $1361156.81    | 0.00%             | 2035-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| WFRBS 2014-C22 A V/R 09/15/24                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 SER 2014-C22 CL AS V/R REGD 4.06900000                                                   | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4250000 | NS      | $3975963.40    | 0.01%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SARM 2005-1 1A1 V/R 02/25/35                  | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER 2005-1 CL 1A1 V/R REGD 3.69627200                                              | CUSIP: 863579KY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3493582 | NS      | $3195983.47    | 0.01%             | 2035-02-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| FNR 2019-52 PA 3% 09/25/49                    | FANNIE MAE REMICS SER 2019-52 CL PA 3.00000000                                                                                    | CUSIP: 3136B53X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      374670 | NS      | $325061.80     | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230221 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9831.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/20/28                | BANK OF AMERICA CORP REGD V/R MTN 3.82400000                                                                                      | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13526000 | NS      | $12621327.56   | 0.05%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP01.80 07/24/53 CITIBANK NA FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $2788322.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2018-A A 3.19% 11/17/25                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-A SER 2018-A CL A2 REGD 144A P/P 3.19000000                                        | CUSIP: 63940PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      229337 | NS      | $227638.55     | 0.00%             | 2042-02-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31                | CROWN CASTLE INC REGD 2.10000000                                                                                                  | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2592000 | NS      | $2042867.77    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-7 B2A V/R 02/25/50                 | JP MORGAN MORTGAGE TRUST 2019-7 SER 2019-7 CL B2A V/R REGD 144A P/P 3.02562400                                                    | CUSIP: 46651GBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5083745 | NS      | $3994335.51    | 0.01%             | 2050-02-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 3.35% 04/01/51                | CENTERPOINT ENER HOUSTON REGD SER AF 3.35000000                                                                                   | CUSIP: 15189XAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1572000 | NS      | $1156820.97    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37                     | ORACLE CORP REGD 3.80000000                                                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1676000 | NS      | $1327041.74    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-1440  V/R 03/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2021-1440 CL A V/R REGD 144A P/P 5.61800000                                            | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | NS      | $4784316.50    | 0.02%             | 2036-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CWHL 2008-3R 1A1 6% 08/25/37                  | CHL MORTGAGE PASS-THROUGH TRUST RESECURIT SER 2008-3R CL 1A1 REGD 144A P/P 6.00000000                                             | CUSIP: 12545BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4462029 | NS      | $2417293.58    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                     | BOEING CO REGD 5.80500000                                                                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5553000 | NS      | $5148607.50    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2745 4% 03/01/42                     | FANNIE MAE POOL UMBS P#AL2745 4.00000000                                                                                          | CUSIP: 3138EKBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1417339 | NS      | $1365720.81    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROU 6% 07/16/25                | CIFI HOLDINGS GROUP REGD REG S 6.00000000                                                                                         | CUSIP: G2140AAV9<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |     1755000 | NS      | $452420.73     | 0.00%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH1 A1 V/R 07/25/33                 | SEQUOIA MORTGAGE TRUST 2017-CH1 SER 2017-CH1 CL A1 V/R REGD 144A P/P 4.00000000                                                   | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      544674 | NS      | $508258.31     | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#784088 5% 07/15/44                     | GINNIE MAE I POOL P#784088 5.00000000                                                                                             | CUSIP: 3622A2RH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75310 | NS      | $75913.14      | 0.00%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RASC 2007-KS3 AI V/R 04/25/37                 | RASC SERIES 2007-KS3 TRUST SER 2007-KS3 CL AI4 V/R REGD 4.72871000                                                                | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26371608 | NS      | $24586793.58   | 0.09%             | 2037-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| T/L SS&C TECH 0% 4/16/25                      | T/L SS&C TECHNOLOGIES INC REGD ZCP 0.00000000                                                                                     | CUSIP: 78466DBD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      273501 | NS      | $268449.49     | 0.00%             | 2025-04-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4722 5% 09/20/47                  | GINNIE MAE II POOL P#MA4722 5.00000000                                                                                            | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      828317 | NS      | $833994.62     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2021-STAR A V/R 12/15/23                 | GS MORTGAGE SECURITIES CORP TRUST 2021-STAR SER 2021-STAR CL A V/R REGD 144A P/P 5.26786000                                       | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5100000 | NS      | $4894345.56    | 0.02%             | 2036-12-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARM 0.599% 08/01/24                | BIOMARIN PHARMACEUTICAL REGD CONVERTIBLE 0.59900000                                                                               | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    10090000 | NS      | $10708517.00   | 0.04%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.163% 08/11/36                | CVS PASS-THROUGH TR 2014 REGD P/P 4.16300000                                                                                      | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9260204 | NS      | $8012779.54    | 0.03%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.95% 08/05/31/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD REG S/OFAC FAIL/ 0.00000000                                                                            | CUSIP: P17625AD9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     3200000 | NS      | $280000.00     | 0.00%             | 2031-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A V/R 04/18/31                   | CIFC FUNDING 2018-I LTD SER 2018-1A CL A V/R REGD 144A P/P 5.19371000                                                             | CUSIP: 12551RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | NS      | $3349649.40    | 0.01%             | 2031-04-18      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                | BANK OF AMERICA CORP REGD V/R 2.57200000                                                                                          | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11087000 | NS      | $8683364.45    | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| PPSI 2005-WHQ4 M V/R 09/25/35                 | PARK PLACE SECURITIES INC ASSET-BACKED PASS- SER 2005-WHQ4 CL M3 V/R REGD 5.16871000                                              | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | NS      | $6634326.40    | 0.02%             | 2035-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH  4.875% 06/01/28                | BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000                                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     3165000 | NS      | $2013072.39    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP5 A V/R 02/15/27                 | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5 SER 2017-JP5 CL AS V/R REGD 3.87560000                                        | CUSIP: 46647TAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4990000 | NS      | $4533667.00    | 0.02%             | 2050-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FHMS K-151 A2 V/R 10/25/32                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-151 CL A2 V/R 3.80000000                                            | CUSIP: 3137H9JG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2072000 | NS      | $1955706.10    | 0.01%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLE V/R 12/15/30                | MITCHELLS & BUTLERS FINA REGD V/R REG S SER A3N 5.21900000                                                                        | CUSIP: G6160KAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     6753467 | NS      | $6208481.53    | 0.02%             | 2030-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 03/31/27                  | UNITED STATES TREASURY NOTE 0.62500000                                                                                            | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    48605000 | NS      | $42176229.54   | 0.15%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD 6.25% 11/29/28                | IHS HOLDING LTD REGD 144A P/P 6.25000000                                                                                          | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | GB        |      382000 | NS      | $308105.92     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DE 7.875% 12/03/24                | ASG FINANCE DESIGNATED REGD 144A P/P 7.87500000                                                                                   | CUSIP: 00217AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      493000 | NS      | $470815.00     | 0.00%             | 2024-12-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.75PSOFR 06/15/32 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-1476485.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARABIAN CENTRE 5.375% 11/26/24                | ARABIAN CENTRES SUKUK REGD REG S 5.37500000                                                                                       | CUSIP: G05121AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      228000 | NS      | $217193.71     | 0.00%             | 2024-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BHG 2022-A B 2.7% 02/20/35                    | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL B REGD 144A P/P 2.70000000                                                          | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12175000 | NS      | $10582165.45   | 0.04%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGN 2018-3A AR V/R 10/20/31                 | 522 FUNDING CLO 2018-3A LTD SER 2018-3A CL AR V/R REGD 144A P/P 5.28257000                                                        | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2870000 | NS      | $2807187.18    | 0.01%             | 2031-10-20      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 01/16/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1113 0.00000000                                                                       | CUSIP: J2S39LWX8<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        |  2750000000 | PA      | $20955060.77   | 0.08%             | 2023-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9830 4% 06/01/47                     | FANNIE MAE POOL UMBS P#AS9830 4.00000000                                                                                          | CUSIP: 3138WK4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      685894 | NS      | $654743.72     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8252 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE8252 4.50000000                                                                                         | CUSIP: 3133BJEZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1436574 | NS      | $1382670.49    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BGCLO 2021-2A A1 V/R 10/19/34                 | BIRCH GROVE CLO 2 LTD SER 2021-2A CL A1 V/R REGD 144A P/P 5.48657000                                                              | CUSIP: 09077LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | NS      | $3872868.00    | 0.01%             | 2034-10-19      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 4.875% 04/16/43                | REPUBLIC OF TURKEY REGD 4.87500000                                                                                                | CUSIP: 900123CB4<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      945000 | NS      | $612885.42     | 0.00%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JAN 23                     | FNCI 15YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 01F032419<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -80000 | NS      | $-76526.89     | -0.00%            | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4501 2% 12/01/41                     | FANNIE MAE POOL UMBS P#MA4501 2.00000000                                                                                          | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3066787 | NS      | $2585122.41    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5955 4% 09/01/51                     | FREDDIE MAC POOL UMBS P#RA5955 4.00000000                                                                                         | CUSIP: 3133KMTL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56559 | NS      | $53218.37      | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-JP 3.055% 07/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL AS REGD 3.05560000                                        | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1993000 | NS      | $1777894.71    | 0.01%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60344 4% 12/01/45                    | FREDDIE MAC GOLD POOL P#G60344 4.00000000                                                                                         | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1734424 | NS      | $1666106.60    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-3 A1 V/R 08/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.50000000                                                | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1014960 | NS      | $969005.38     | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 5.94% 02/12/29/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 5.94000000                                                                                   | CUSIP: 715638BX9<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    11100000 | NS      | $2677575.72    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 3.05% 05/15/50                | NORFOLK SOUTHERN CORP REGD 3.05000000                                                                                             | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2380000 | NS      | $1594082.33    | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 5.6% 11/15/25                | GE HEALTHCARE TECH INC REGD 144A P/P 5.60000000                                                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     4855000 | NS      | $4884912.48    | 0.02%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACAR 2022-1 D 2.46% 09/13/25                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-1 SER 2022-1 CL D REGD 144A P/P 2.46000000                                      | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3475000 | NS      | $3126611.44    | 0.01%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-PARK  V/R 08/10/28                 | BAMLL COMMERCIAL MORTGAGE SECURITIES  SER 2018-PARK CL A V/R REGD 144A P/P 4.09075000                                             | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6575000 | NS      | $5911558.83    | 0.02%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-5A A1R V/R 07/15/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-5 LTD SER 2014-5A CL A1RR V/R REGD 5.21914000                                           | CUSIP: 14311AAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9518442 | NS      | $9373837.94    | 0.03%             | 2031-07-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 05/11/27                | LLOYDS BANKING GROUP PLC REGD V/R 1.62700000                                                                                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    14105000 | NS      | $12208520.41   | 0.04%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01547 8% 04/01/32                    | FREDDIE MAC GOLD POOL P#G01547 8.00000000                                                                                         | CUSIP: 31283HWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116532 | NS      | $123617.23     | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PLMRS 2021-2A A V/R 07/15/34                  | PALMER SQUARE CLO 2021-2 LTD SER 2021-2A CL A V/R REGD 144A P/P 5.22914000                                                        | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9020000 | NS      | $8767106.26    | 0.03%             | 2034-07-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5050 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5050 3.00000000                                                                                          | CUSIP: 3140MJTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368665 | NS      | $323697.64     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX I 3.875% 11/15/29/EUR/                | NETFLIX INC /EUR/ REGD REG S 3.87500000                                                                                           | CUSIP: U74079AP6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4988682.26    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 03/15/43                | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                                                          | CUSIP: 144141DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | NS      | $753746.49     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA 6.625% 1/15/40                 | GRUPO TELEVISA SAB REGD 6.62500000                                                                                                | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      200000 | NS      | $205490.35     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4117 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#CB4117 3.50000000                                                                                          | CUSIP: 3140QPSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      523405 | NS      | $475992.24     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3197 3% 08/01/50                     | FREDDIE MAC POOL UMBS P#RA3197 3.00000000                                                                                         | CUSIP: 3133KJRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4714238 | NS      | $4184482.97    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MP10 2017-1A AR V/R 10/15/30                  | MARBLE POINT CLO X LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.11914000                                                             | CUSIP: 566061AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | NS      | $785495.20     | 0.00%             | 2030-10-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS3941 5% 12/01/41                     | FREDDIE MAC POOL UMBS P#ZS3941 5.00000000                                                                                         | CUSIP: 3132A4LW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      601119 | NS      | $601530.07     | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHI 1.95% 01/06/32                | REPUBLIC OF PHILIPPINES REGD 1.95000000                                                                                           | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     1000000 | NS      | $811309.01     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  4.3% 01/31/43                | PLAINS ALL AMER PIPELINE REGD 4.30000000                                                                                          | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | NS      | $2417882.34    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-14 A3 V/R 12/25/44                 | J.P. MORGAN MORTGAGE TRUST 2021-14 SER 2021-14 CL A3 V/R REGD 144A P/P 2.50000000                                                 | CUSIP: 46653QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18028597 | NS      | $14471464.58   | 0.05%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CHNGE 2022-4 A1 V/R 10/25/57                  | CHNGE MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 6.00000000                                                         | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      301103 | NS      | $297366.97     | 0.00%             | 2057-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/32                | BANK OF AMERICA CORP REGD V/R SER N 2.65100000                                                                                    | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5290000 | NS      | $4234256.08    | 0.02%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 1.5% JAN 23                     | UMBS TBA 30YR 1.5% JAN 23 TO BE ANNOUNCED 1.50000000                                                                              | CUSIP: 01F012619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3299800 | NS      | $2539889.92    | 0.01%             | 2053-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 C V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL C V/R REGD 144A P/P 4.06372500                                         | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6150000 | NS      | $5810919.14    | 0.02%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  3.125% 05/15/27/EUR/                | REPUBLIC OF SERBIA /EUR/ REGD 144A P/P 3.12500000                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RS        |     1998000 | NS      | $1836667.89    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08756 3% 04/01/47                    | FREDDIE MAC GOLD POOL P#G08756 3.00000000                                                                                         | CUSIP: 3128MJZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1345039 | NS      | $1202320.95    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08716 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G08716 3.50000000                                                                                         | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3042449 | NS      | $2847087.98    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/10/33                | CVS PASS-THROUGH TRUST REGD 5.77300000                                                                                            | CUSIP: U15149AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2023590 | NS      | $1977684.40    | 0.01%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.409% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR4 SER 2021-SFR4 CL E1 REGD 144A P/P 2.40900000                                                       | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      955000 | NS      | $797404.37     | 0.00%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787 3.545% 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL A REGD 144A P/P 3.54500000                                                         | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | NS      | $1827918.80    | 0.01%             | 2036-02-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75% 04/01/40                   | COMCAST CORP REGD 3.75000000                                                                                                      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2243000 | NS      | $1849857.70    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/28                | GOLDMAN SACHS GROUP INC REGD V/R 2.64000000                                                                                       | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8817000 | NS      | $7850527.72    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5708 4.5% 05/01/47                   | FANNIE MAE POOL UMBS P#FM5708 4.50000000                                                                                          | CUSIP: 3140X9KW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2004906 | NS      | $1987528.37    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP 4.1% 03/15/29                        | KLA CORP REGD 4.10000000                                                                                                          | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      865000 | NS      | $834593.69     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                | SPRINT CAPITAL CORP REGD 6.87500000                                                                                               | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | NS      | $1309880.28    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.8% 04/01/44                | GILEAD SCIENCES INC REGD 4.80000000                                                                                               | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     2225000 | NS      | $2040318.68    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 8% 11/15/32                    | VAR ENERGI ASA REGD 144A P/P 8.00000000                                                                                           | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    11505000 | NS      | $11881418.63   | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC 5% 03/15/27                | COMMSCOPE TECH LLC REGD 144A P/P 5.00000000                                                                                       | CUSIP: 20338HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1985000 | NS      | $1348215.14    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 5.75% 02/01/27                | VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000                                                                                   | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5545000 | NS      | $5405049.19    | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANC 4.625% 09/15/27                | LEVEL 3 FINANCING INC REGD 144A P/P 4.62500000                                                                                    | CUSIP: 527298BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | NS      | $424575.00     | 0.00%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL C 2.875% 06/15/28                | ARES CAPITAL CORP REGD 2.87500000                                                                                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     8315000 | NS      | $6667208.47    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL 3.5% 04/21/30                | PETRONAS CAPITAL LTD REGD 144A P/P MTN 3.50000000                                                                                 | CUSIP: 716743AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | MY        |     3900000 | NS      | $3555158.18    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN EN 4.75% 02/01/32                | SOUTHWESTERN ENERGY CO REGD 4.75000000                                                                                            | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     1850000 | NS      | $1580991.50    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FFML 2005-FF12 M V/R 11/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12 SER 2005-FF12 CL M2 V/R REGD 5.09371000                                       | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1846468 | NS      | $1752397.45    | 0.01%             | 2036-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.9% 04/15/32                     | EQUINIX INC REGD 3.90000000                                                                                                       | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     8510000 | NS      | $7560651.72    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6106 4% 06/01/50                     | FANNIE MAE POOL UMBS P#CA6106 4.00000000                                                                                          | CUSIP: 3140QDYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2555581 | NS      | $2416703.15    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTAOT 2022-1A D 3.4% 11/17/25                 | DT AUTO OWNER TRUST 2022-1 SER 2022-1A CL D REGD 144A P/P 3.40000000                                                              | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11305000 | NS      | $10288893.03   | 0.04%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANC 3.875% 11/15/29                | LEVEL 3 FINANCING INC REGD 144A P/P 3.87500000                                                                                    | CUSIP: 527298BQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1245000 | NS      | $982473.56     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK C V/R 03/15/23                  | ONE 2021-PARK MORTGAGE TRUST SER 2021-PARK CL C V/R REGD 144A P/P 5.55048000                                                      | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2175000 | NS      | $1998785.85    | 0.01%             | 2036-03-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.9% 11/15/63                | LOCKHEED MARTIN CORP REGD 5.90000000                                                                                              | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      727000 | NS      | $780495.87     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A6 V/R 05/01/32                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A6 V/R REGD 8.31000000                                                         | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8504715 | NS      | $1837816.98    | 0.01%             | 2032-05-01      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R2 A1 V/R 12/25/61                   | CIM TRUST 2022-R2 SER 2022-R2 CL A1 V/R REGD 144A P/P 3.75000000                                                                  | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34481717 | NS      | $32426054.62   | 0.12%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| T/L STERIGENICS-NO 0% 12/11/26                | T/L STERIGENICS-NORDION        HOLDINGS LLC REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    12000000 | NS      | $11040000.00   | 0.04%             | 2026-12-11      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 03/22/25                | NATWEST GROUP PLC REGD V/R 4.26900000                                                                                             | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    28415000 | NS      | $27786426.67   | 0.10%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0% 01/24/29                   | NAKED JUICE LLC INITIAL TERM LOAN (FIRST LIEN) 0.00000000                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2362951 | NS      | $2107610.86    | 0.01%             | 2029-01-24      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CWHEL 2004-T 2A V/R 02/15/30                  | CWABS REVOLVING HOME EQUITY LOAN TRUST SERIES 2004-T SER 2004-T CL 2A V/R REGD 4.55786000                                         | CUSIP: 126673TP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3030774 | NS      | $2959054.44    | 0.01%             | 2030-02-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-S1 D 5.2% 11/14/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL D REGD 144A P/P 5.20000000                                                | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8785000 | NS      | $7942599.32    | 0.03%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 2.95% 06/01/41                | WASTE MANAGEMENT INC REGD 2.95000000                                                                                              | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1074000 | NS      | $797083.66     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4718 3% 09/20/47                  | GINNIE MAE II POOL P#MA4718 3.00000000                                                                                            | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5084876 | NS      | $4579405.57    | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APID 2015-23A AR V/R 04/15/33                 | APIDOS CLO XXIII SER 2015-23A CL AR V/R REGD 144A P/P 5.29914000                                                                  | CUSIP: 03765YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | NS      | $4918380.00    | 0.02%             | 2033-04-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FNR 2012-20 ZT 3.5% 03/25/42                  | FANNIE MAE REMICS SER 2012-20 CL ZT 3.50000000                                                                                    | CUSIP: 3136A4GN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2304026 | NS      | $2128323.94    | 0.01%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 V/R 05/25/34                 | SEQUOIA MORTGAGE TRUST 2018-CH1 SER 2018-CH1 CL A2 V/R REGD 144A P/P 3.50000000                                                   | CUSIP: 81747DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       57783 | NS      | $52351.15      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L PENN NATI 0% 04/21/2029                   | T/L PENN NATIONAL GAMING INC   REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      672555 | NS      | $664800.55     | 0.00%             | 2029-05-03      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.1% 08/08/62                       | APPLE INC REGD 4.10000000                                                                                                         | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      950000 | NS      | $789651.80     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AA6054 3% 02/20/43                  | GINNIE MAE II POOL P#AA6054 3.00000000                                                                                            | CUSIP: 36178DWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1212772 | NS      | $1088209.80    | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AABST 2003-2 M1 V/R 11/25/33                  | AEGIS ASSET BACKED SECURITIES CORP MORTGAGE PASS-THROUGH  SER 2003-2 CL M1 V/R REGD 5.51371000                                    | CUSIP: 00764MAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      597765 | NS      | $553686.44     | 0.00%             | 2033-11-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 2.75% 05/24/31                | MOTOROLA SOLUTIONS INC REGD 2.75000000                                                                                            | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     8904000 | NS      | $7119120.90    | 0.03%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91981 3% 02/01/38                    | FREDDIE MAC GOLD POOL P#C91981 3.00000000                                                                                         | CUSIP: 3128P8FW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1228786 | NS      | $1141143.45    | 0.00%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCMLT 2021-NMR1  V/R 11/25/60                 | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL M2 V/R REGD 144A P/P 2.50000000                                          | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $824183.50     | 0.00%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 3.6% 03/01/52                | CENTERPOINT ENER HOUSTON REGD SER AH 3.60000000                                                                                   | CUSIP: 15189XAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | NS      | $925171.25     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230221 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9688052.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP V/R /PERP/                | CREDIT SUISSE GROUP AG REGD V/R /PERP/ 7.50000000                                                                                 | CUSIP: H9200RAA9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1400000 | NS      | $1218000.00    | 0.00%             | 2171-06-11      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6167 3.5% 01/01/44                   | FANNIE MAE POOL UMBS P#AL6167 3.50000000                                                                                          | CUSIP: 3138ENZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2298941 | NS      | $2147222.79    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27                | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                                                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      563219 | NS      | $469563.47     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL  3.5% 04/15/51                | NATIONAL RETAIL PROP INC REGD 3.50000000                                                                                          | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      802000 | NS      | $536321.42     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2139 2% 11/01/51                     | FANNIE MAE POOL UMBS P#CB2139 2.00000000                                                                                          | CUSIP: 3140QMLV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1663085 | NS      | $1372137.53    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TPMF 2019-G V/R 10/20/51 /GBP/                | TOWD POINT MORTGAGE FUNDING 2019 - GR SER 2019-GR4A CL A1 V/R REGD 144A P/P /GBP/ 3.90614000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    15040273 | NS      | $18126278.88   | 0.07%             | 2051-10-20      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 4.5% 01/15/30                | DEVON ENERGY CORPORATION REGD 4.50000000                                                                                          | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     1884000 | NS      | $1753991.72    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8106 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT8106 3.00000000                                                                                          | CUSIP: 3140LXAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2528267 | NS      | $2220210.87    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8273 3.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8273 3.50000000                                                                                         | CUSIP: 3132DWFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16999994 | NS      | $15449322.47   | 0.06%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OC5 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OC5 SER 2006-OC5 CL 2A3 V/R REGD 4.90871000                                                           | CUSIP: 02147HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6406337 | NS      | $5275499.57    | 0.02%             | 2046-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CSMCM 2021-RP 3.777% 10/27/61                 | CSMCM 2021-RPL11 TRUST SER 2021-RP11 CL CERT REGD 144A P/P 3.77782000                                                             | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1170211 | NS      | $891970.96     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1463 3.5% 06/01/43                   | FANNIE MAE POOL UMBS P#MA1463 3.50000000                                                                                          | CUSIP: 31418ATV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      958201 | NS      | $894960.68     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/25/24                   | MORGAN STANLEY REGD V/R MTN 0.52900000                                                                                            | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23837000 | NS      | $23677111.18   | 0.09%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-6 A4 V/R 07/25/23                   | SLMA 2008-6 A4 V/R 07/25/23 5.45843000                                                                                            | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9406679 | NS      | $9102901.97    | 0.03%             | 2023-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                   | UNITED STATES TREASURY BOND 1.75000000                                                                                            | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    25840000 | NS      | $17683240.69   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T/L CLARIOS GLOB 0% 04/30/26                  | T/L CLARIOS GLOBAL LP    REGD 0.00000000                                                                                          | CUSIP: C8000CAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      760687 | NS      | $743891.12     | 0.00%             | 2026-04-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CGMS 2017-4A A1 V/R 01/15/30                  | CARLYLE US CLO 2017-4 LTD SER 2017-4A CL A1 V/R REGD 144A P/P 5.25914000                                                          | CUSIP: 14315BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13000000 | NS      | $12787632.00   | 0.05%             | 2030-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 3.85% 02/01/25                | BRIXMOR OPERATING PART REGD 3.85000000                                                                                            | CUSIP: 11120VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | NS      | $993103.72     | 0.00%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0211 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FS0211 2.00000000                                                                                          | CUSIP: 3140XFGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3923092 | NS      | $3214764.91    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CEDF 2018-9A A1 V/R 04/20/31                  | CEDAR FUNDING IX CLO LTD SER 2018-9A CL A1 V/R REGD 144A P/P 5.22257000                                                           | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8110000 | NS      | $7993905.35    | 0.03%             | 2031-04-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING L 3.5% 01/15/31                | ATHENE HOLDING LTD REGD 3.50000000                                                                                                | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     1835000 | NS      | $1506708.90    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-1A A1 V/R 07/20/34                 | ROCKFORD TOWER CLO 2021-1 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 5.41257000                                                      | CUSIP: 77341KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25790000 | NS      | $24944629.59   | 0.09%             | 2034-07-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SABR 2005-HE1 M1 V/R 10/25/35                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2005-HE1 CL M1 V/R REGD 5.03371000                                              | CUSIP: 81375WGF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2714668 | NS      | $2325395.78    | 0.01%             | 2035-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2909 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#RA2909 4.00000000                                                                                         | CUSIP: 3133KJGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      573817 | NS      | $541455.85     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.00% JAN 23                    | G2SF 30YR TBA 3.00% JAN 23     TO BE ANNOUNCED 3.00000000                                                                         | CUSIP: 21H030617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -6553000 | NS      | $-5833361.07   | -0.02%            | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $175.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD 144A P/P 5.25000000                                                                                       | CUSIP: X5424XBP2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      200000 | NS      | $80000.00      | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.7% 12/01/32                  | AMAZON.COM INC REGD 4.70000000                                                                                                    | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    10444000 | NS      | $10337744.10   | 0.04%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 1.65% 03/03/33/EUR/                | REPUBLIC OF SERBIA /EUR/ REGD 144A P/P 1.65000000                                                                                 | CUSIP: X77765CC1<br>LEI: N/A                  | Long             | DBT              | USGA              | RS        |     3200000 | NS      | $2070281.09    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 3.65% 06/15/24                | BRIXMOR OPERATING PART REGD 3.65000000                                                                                            | CUSIP: 11120VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2825000 | NS      | $2738007.52    | 0.01%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/46                | REPUBLIC OF ARGENTINA REGD S/UP 1.50000000                                                                                        | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      114993 | NS      | $29327.44      | 0.00%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-1 A1 V/R 01/25/26                   | PRPM 2021-1 LLC SER 2021-1 CL A1 V/R REGD 144A P/P 2.11500000                                                                     | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5405518 | NS      | $5054201.11    | 0.02%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BCC 2021-4A A1 V/R 10/20/34                   | BAIN CAPITAL CREDIT CLO 2021-4 LTD SER 2021-4A CL A1 V/R REGD 144A P/P 5.41257000                                                 | CUSIP: 05685AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2840000 | NS      | $2747700.00    | 0.01%             | 2034-10-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 04/15/30                   | WEYERHAEUSER CO REGD 4.00000000                                                                                                   | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     9630000 | NS      | $8768314.92    | 0.03%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK C 3.375% 08/15/26                | DISH NETWORK CORP REGD CONVERTIBLE 3.37500000                                                                                     | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    25080000 | NS      | $15712620.00   | 0.06%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0316 1.5% 11/01/41                   | FANNIE MAE POOL UMBS P#FS0316 1.50000000                                                                                          | CUSIP: 3140XFK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38782114 | NS      | $31726477.17   | 0.12%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNIC 4.35% 05/01/49                | ROGERS COMMUNICATIONS IN REGD 4.35000000                                                                                          | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     1650000 | NS      | $1261501.51    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP V/R /PERP/                | CREDIT SUISSE GROUP AG REGD V/R /PERP/ 7.50000000                                                                                 | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1800000 | NS      | $1566000.00    | 0.01%             | 2171-06-11      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A3 V/R REGD 4.50871000                                            | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19443713 | NS      | $10424750.69   | 0.04%             | 2036-12-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2327 4% 09/01/48                     | FANNIE MAE POOL UMBS P#CA2327 4.00000000                                                                                          | CUSIP: 3140Q9SR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10818047 | NS      | $10396125.23   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60                 | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000                                              | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8110105 | NS      | $7249556.74    | 0.03%             | 2060-11-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ7353 3.5% 11/01/45                   | FANNIE MAE POOL UMBS P#AZ7353 3.50000000                                                                                          | CUSIP: 3140E0E35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1974491 | NS      | $1835613.79    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR F V/R 03/15/23                  | LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL F V/R REGD 6.66800000                                                                | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9829701 | NS      | $9274709.66    | 0.03%             | 2038-03-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLO 6.75% 11/01/29                | MICRON TECHNOLOGY INC REGD 6.75000000                                                                                             | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     3435000 | NS      | $3489193.55    | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBSBB 2012-C2 E V/R 07/10/22                  | UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 20 SER 2012-C2 CL E V/R REGD 144A P/P 4.70209900                                           | CUSIP: 90269CAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3235000 | NS      | $56612.50      | 0.00%             | 2063-05-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NSLT 2014-2A A3 V/R 09/25/28                  | NELNET STUDENT LOAN TRUST 2014-2 SER 2014-2A CL A3 V/R 5.23871000                                                                 | CUSIP: 64033LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4250000 | NS      | $4066947.40    | 0.01%             | 2037-07-27      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20230110 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23805.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 10/15/24                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                                         | CUSIP: 912828YL8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    46868542 | NS      | $45134362.84   | 0.16%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAM 2.95% 08/15/29                | SHERWIN-WILLIAMS CO REGD 2.95000000                                                                                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      891000 | NS      | $779968.41     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.75% 09/21/47                | PETROLEOS MEXICANOS REGD MTN 6.75000000                                                                                           | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    17427000 | NS      | $11118403.34   | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-4A A2R V/R 04/20/34                 | CIFC FUNDING 2015-IV LTD SER 2015-4A CL A2R2 V/R REGD 144A P/P 5.69257000                                                         | CUSIP: 12550TBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2145000 | NS      | $2064925.01    | 0.01%             | 2034-04-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLD 4.387% 11/30/46                | EIG PEARL HOLDINGS SARL REGD 144A P/P 4.38700000                                                                                  | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     1119000 | NS      | $858892.93     | 0.00%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/27                | HSBC HOLDINGS PLC REGD V/R 1.58900000                                                                                             | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10490000 | NS      | $9044598.22    | 0.03%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOG 3% 10/30/29                | KEYSIGHT TECHNOLOGIES REGD 3.00000000                                                                                             | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     5800000 | NS      | $5026546.39    | 0.02%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWL 2007-10 1A1 V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-10 SER 2007-10 CL 1A1 V/R REGD 4.56871000                                              | CUSIP: 23246BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25788747 | NS      | $23824828.12   | 0.09%             | 2047-06-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 A V/R 02/19/37                   | MF1 2022-FL8 LTD SER 2022-FL8 CL A V/R REGD 144A P/P 5.17571000                                                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6050000 | NS      | $5801060.65    | 0.02%             | 2037-02-19      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R4 A1 V/R 10/25/59                   | CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000                                                                  | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14202084 | NS      | $12890244.65   | 0.05%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K148 A2 V/R 07/25/32                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K148 CL A2 V/R 3.50000000                                             | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1340000 | NS      | $1234898.17    | 0.00%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM  BRANDS INC 4.75% 01/15/30                | YUM  BRANDS INC REGD 144A P/P 4.75000000                                                                                          | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      750000 | NS      | $688125.00     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS 3.75% 04/01/31                | PRESTIGE BRANDS INC REGD 144A P/P 3.75000000                                                                                      | CUSIP: 74112BAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3352000 | NS      | $2764294.07    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25% 08/15/29                | CVS HEALTH CORP REGD 3.25000000                                                                                                   | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6270000 | NS      | $5609185.07    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 05/15/46                | NORTHERN STATES PWR-MINN REGD 3.60000000                                                                                          | CUSIP: 665772CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      737000 | NS      | $567096.68     | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2024 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-7256.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BN3899 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN3899 4.00000000                                                                                          | CUSIP: 3140JLKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151198 | NS      | $144167.93     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230221 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-296.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RES 5.75% 01/15/31                | CONTINENTAL RESOURCES REGD 144A P/P 5.75000000                                                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    26930000 | NS      | $25068068.42   | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2621 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2621 2.50000000                                                                                          | CUSIP: 3140QM4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5684784 | NS      | $4867725.51    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STHWK 2019-4A A1 V/R 07/20/32                 | SOUTHWICK PARK CLO LLC SER 2019-4A CL A1R V/R REGD 144A P/P 5.30257000                                                            | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11400000 | NS      | $11196396.00   | 0.04%             | 2032-07-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1546 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#MA1546 3.50000000                                                                                          | CUSIP: 31418AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48925 | NS      | $45698.28      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L OSMOSIS BUYER 0% 07/31/28                 | T/L OSMOSIS BUYER LIMITED REGD 0.00000000                                                                                         | CUSIP: 00132UAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      182498 | NS      | $171547.76     | 0.00%             | 2028-07-31      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| RMIT 2022-1 A 3.07% 05/15/26                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 3.07000000                                                | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1326000 | NS      | $1209611.81    | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CIM 2018-R6 A1 V/R 09/25/58                   | CIM TRUST 2018-R6 SER 2018-R6 CL A1 V/R REGD 144A P/P 5.19614000                                                                  | CUSIP: 12554EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6245855 | NS      | $6079564.12    | 0.02%             | 2058-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| T/L KFC HOLDING 0% 03/15/2028                 | T/L KFC HOLDING CO AKA YUM BRANDS REGD 0.00000000                                                                                 | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1148556 | NS      | $1132763.78    | 0.00%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| LMAT 2020-SL1 A S/UP 01/25/60                 | LEGACY MORTGAGE ASSET TRUST 2020-SL1 SER 2020-SL1 CL A S/UP REGD 144A P/P 2.73400000                                              | CUSIP: 52475KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1589696 | NS      | $1551994.80    | 0.01%             | 2060-01-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| AQFIT 2021-A B 2.4% 02/17/27                  | AQUA FINANCE TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.40000000                                                                | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1550000 | NS      | $1304747.69    | 0.00%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI  8.084% 02/15/50                | AMERICAN MUNI PWR-OHIO INC OH REGD N/C B/E 8.08400000                                                                             | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     1070000 | NS      | $1376461.48    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| BCAP 2014-RR2 6A V/R 02/26/21                 | BCAP LLC 2014-RR2 SER 2014-RR2 CL 6A8 V/R REGD 144A P/P 2.73055300                                                                | CUSIP: 05543DBD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10312552 | NS      | $9782135.75    | 0.04%             | 2036-10-26      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08844 5% 10/01/48                    | FREDDIE MAC GOLD POOL P#G08844 5.00000000                                                                                         | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      722060 | NS      | $723629.54     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2111 4% 02/01/50                     | FREDDIE MAC POOL UMBS P#RA2111 4.00000000                                                                                         | CUSIP: 3133KHKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1391118 | NS      | $1322803.00    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES F 4.95% 07/15/46                | RAYMOND JAMES FINANCIAL REGD 4.95000000                                                                                           | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     4420000 | NS      | $3929483.56    | 0.01%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CWL 2007-2 2A4 V/R 08/25/37                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-2 SER 2007-2 CL 2A4 V/R REGD 4.60871000                                                | CUSIP: 12668NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25730000 | NS      | $21653472.60   | 0.08%             | 2037-08-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS I 2% 12/10/30                | JUNIPER NETWORKS INC REGD 2.00000000                                                                                              | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |      864000 | NS      | $657715.32     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20230110 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $241202.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER08.03 01/31/28 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-1911.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA  2.12% 09/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000                                       | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3034885 | NS      | $2755043.01    | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RWI3MP06.15 04/11/24 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |           1 | NC      | $22391.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50                | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                                                          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12340000 | NS      | $8958211.40    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CWL 2006-2 M2 V/R 05/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-2 CL M2 V/R REGD 5.01871000                                                 | CUSIP: 126670UX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23500000 | NS      | $21848544.55   | 0.08%             | 2036-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| HIT 2022-HI32 A V/R 07/15/24                  | HIT TRUST 2022-HI32 SER 2022-HI32 CL A V/R REGD 144A P/P 6.72681000                                                               | CUSIP: 40442AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390000 | NS      | $383840.69     | 0.00%             | 2024-07-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4382 3.5% 04/20/47                | GINNIE MAE II POOL P#MA4382 3.50000000                                                                                            | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2638367 | NS      | $2453465.63    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.4% 10/15/29                | GENERAL MOTORS CO REGD 5.40000000                                                                                                 | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2331000 | NS      | $2224467.99    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.625% 04/15/26                | T-MOBILE USA INC REGD 2.62500000                                                                                                  | CUSIP: 87264ABU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5398000 | NS      | $4946787.12    | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAVU 2019-1A A2 V/R 07/20/32                  | TRIMARAN CAVU 2019-1 LTD SER 2019-1A CL A2 V/R REGD 144A P/P 6.14257000                                                           | CUSIP: 89624CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1820000 | NS      | $1770998.32    | 0.01%             | 2032-07-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 6.95% 03/15/33                | CENTERPOINT ENER HOUSTON REGD SER K2 6.95000000                                                                                   | CUSIP: 15189XAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      896000 | NS      | $1003046.20    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/14/30                | JPMORGAN CHASE & CO REGD V/R 4.56500000                                                                                           | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2087000 | NS      | $1963583.69    | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 4.125% 02/22/42                | REPUBLIC OF COLOMBIA REGD 4.12500000                                                                                              | CUSIP: 195325EA9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      214000 | NS      | $133765.91     | 0.00%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK 5.625% 08/23/27                | SYNCHRONY BANK REGD 5.62500000                                                                                                    | CUSIP: 87166FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6350000 | NS      | $6187644.72    | 0.02%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  2.374% 11/01/35                | CALIFORNIA ST UNIV REVENUE REGD B/E 2.37400000                                                                                    | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5520000 | NS      | $4083225.14    | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 8.875% 07/15/30                | OCCIDENTAL PETROLEUM COR REGD 8.87500000                                                                                          | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2618000 | NS      | $2955733.78    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EX 8.625% 05/01/24                | FARMERS INS EXCH REGD P/P 8.62500000                                                                                              | CUSIP: 309601AA0<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     4480000 | NS      | $4620894.88    | 0.02%             | 2024-05-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP L 6.536% 07/27/32                | LENOVO GROUP LTD REGD 144A P/P 6.53600000                                                                                         | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | CN        |     4705000 | NS      | $4556453.03    | 0.02%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 02/15/50                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                                                         | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3964293 | NS      | $2670252.62    | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITM 2007-1 1M1 V/R 02/25/23                  | CIT MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1M1 V/R REGD 5.88871000                                                              | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | NS      | $1895457.40    | 0.01%             | 2037-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 1.875% 02/01/33                | ALEXANDRIA REAL ESTATE E REGD 1.87500000                                                                                          | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1536000 | NS      | $1142092.94    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4965 5% 01/20/48                  | GINNIE MAE II POOL P#MA4965 5.00000000                                                                                            | CUSIP: 36179TQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      727639 | NS      | $730961.02     | 0.00%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.8% 08/15/29                | AMERICAN TOWER CORP REGD 3.80000000                                                                                               | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3903000 | NS      | $3540697.12    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 11/18/38/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 30 8.50000000                                                                            | CUSIP: P6625CAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    41100000 | NS      | $1995532.45    | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.05% 08/18/29                      | AMGEN INC REGD 4.05000000                                                                                                         | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4672619.90    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.8% 03/15/32                | ROGERS COMMUNICATIONS IN REGD P/P 3.80000000                                                                                      | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     7337000 | NS      | $6331489.98    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINIO 0.25% 01/06/23                | TORONTO-DOMINION BANK REGD MTN 0.25000000                                                                                         | CUSIP: 89114QCM8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    19175000 | NS      | $19166284.20   | 0.07%             | 2023-01-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  7.414% 01/01/40                | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.41400000                                                                            | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      941000 | NS      | $1166495.12    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG 6.5% 08/08/23                | CREDIT SUISSE AG REGD P/P 6.50000000                                                                                              | CUSIP: 22546DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     1400000 | NS      | $1353800.00    | 0.00%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  2.4% 03/15/30                | HEALTHCARE RLTY HLDGS LP REGD 2.40000000                                                                                          | CUSIP: 42225UAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2955000 | NS      | $2305937.77    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.55% 09/15/40                | KINDER MORGAN ENER PART REGD 6.55000000                                                                                           | CUSIP: 494550BF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      872000 | NS      | $873956.45     | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A2 V/R 07/25/61                 | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A2 V/R REGD 144A P/P 1.26000000                                                              | CUSIP: 67114JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2448190 | NS      | $1825805.82    | 0.01%             | 2061-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| AXTEL SAB DE C 6.375% 11/14/24                | AXTEL SAB DE CV REGD 144A P/P 6.37500000                                                                                          | CUSIP: 05462GAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      425000 | NS      | $347621.47     | 0.00%             | 2024-11-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 3.8% 09/20/31                | BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000                                                                                  | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1726547 | NS      | $1555889.88    | 0.01%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230221 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26560.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVWOT 2021-2A  2.23% 03/20/30                 | MVW 2021-2 LLC SER 2021-2A CL C REGD 144A P/P 2.23000000                                                                          | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10550879 | NS      | $9333158.57    | 0.03%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0892 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD0892 2.00000000                                                                                         | CUSIP: 3132DM7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6397911 | NS      | $5266748.09    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.608% 07/14/31                | NOMURA HOLDINGS INC REGD 2.60800000                                                                                               | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1825000 | NS      | $1411462.76    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 12/20/2025 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $48863.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAFL 2018-2 A 4.026% 06/15/28                 | COREVEST AMERICAN FINANCE 2018-2 TRUST SER 2018-2 CL A REGD 144A P/P 4.02600000                                                   | CUSIP: 21872MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9549688 | NS      | $9404140.31    | 0.03%             | 2052-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC01 M V/R 03/25/23                 | FREDDIE MAC WHOLE LOAN SECURITIES  SER 2017-SC01 CL M1 V/R REGD 144A P/P 3.64777900                                               | CUSIP: 3137G1BM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1059652 | NS      | $1013455.72    | 0.00%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| APRES 2019-1A BR V/R 10/15/28                 | APRES STATIC CLO LTD SER 2019-1A CL BR V/R REGD 144A P/P 6.47914000                                                               | CUSIP: 03835JBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10045000 | NS      | $9988215.62    | 0.04%             | 2028-10-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                | CVS HEALTH CORP REGD 5.05000000                                                                                                   | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    33508000 | NS      | $30074934.18   | 0.11%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-JWDR A V/R 09/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2019-JWDR CL A V/R REGD 144A P/P 2.50051900                                             | CUSIP: 95002NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6560000 | NS      | $5677194.56    | 0.02%             | 2031-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJ 2.95% 04/15/25/EUR/                | GAZPROM PJSC (GAZ FN) /EUR/ REGD REG S 2.95000000                                                                                 | CUSIP: G3768BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    15000000 | NS      | $11400292.28   | 0.04%             | 2025-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1 V/R 04/20/32                 | MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.23257000                                                    | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | NS      | $2445357.50    | 0.01%             | 2032-04-20      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 4.625% 01/13/28                | FED REPUBLIC OF BRAZIL REGD 4.62500000                                                                                            | CUSIP: 105756BZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      600000 | NS      | $574498.36     | 0.00%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                | DCP MIDSTREAM OPERATING REGD 3.25000000                                                                                           | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15045000 | NS      | $12444170.85   | 0.05%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.7% 05/15/50                | ONCOR ELECTRIC DELIVERY REGD 3.70000000                                                                                           | CUSIP: 68233JBV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      775000 | NS      | $611013.04     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8235 3% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD8235 3.00000000                                                                                         | CUSIP: 3132DWEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6588507 | NS      | $5782699.06    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD 1% 09/28/27                   | TSMC GLOBAL LTD REGD 144A P/P 1.00000000                                                                                          | CUSIP: 872882AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      661000 | NS      | $548515.27     | 0.00%             | 2027-09-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDON 4.763% 04/14/27                | FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000                                                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      425000 | NS      | $408000.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| NETFLIX I 3.625% 06/15/30/EUR/                | NETFLIX INC /EUR/ REGD REG S 3.62500000                                                                                           | CUSIP: U74079AR2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    12461000 | NS      | $12231750.38   | 0.04%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7805 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT7805 3.00000000                                                                                          | CUSIP: 3140LWU70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7185975 | NS      | $6320022.04    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPEFS 2022-1A D 2.4% 06/20/25                 | HPEFS EQUIPMENT TRUST SER 2022-1A CL D REGD 144A P/P 2.40000000                                                                   | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3390000 | NS      | $3071028.12    | 0.01%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2318 3.5% 09/01/49                   | FANNIE MAE POOL UMBS P#FM2318 3.50000000                                                                                          | CUSIP: 3140X5SG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2187172 | NS      | $2023406.33    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS 2.805% 03/11/31                | AMFAM HOLDINGS INC REGD 144A P/P 2.80500000                                                                                       | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5500000 | NS      | $4273338.74    | 0.02%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.875% 06/25/48                | BAYER US FINANCE II LLC REGD 144A P/P 4.87500000                                                                                  | CUSIP: 07274NAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11025000 | NS      | $9506294.56    | 0.03%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTER 5.625% 01/17/28                | OMAN GOV INTERNTL BOND REGD REG S 5.62500000                                                                                      | CUSIP: M75242BJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |     3300000 | NS      | $3253998.00    | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3 A V/R 08/25/67                 | CSMC 2022-ATH3 SER 2022-ATH3 CL A1 V/R REGD 144A P/P 4.99100000                                                                   | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11509438 | NS      | $11184169.69   | 0.04%             | 2067-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| WELF 2021-3A B V/R 01/15/35                   | WELLFLEET CLO 2021-3 LTD SER 2021-3A CL B V/R REGD 144A P/P 5.87914000                                                            | CUSIP: 94951JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6165000 | NS      | $5877205.47    | 0.02%             | 2035-01-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-2 A V/R 01/25/29                    | SLM STUDENT LOAN TRUST 2012-2 SER 2012-2 CL A V/R 5.08871000                                                                      | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10831672 | NS      | $10347688.86   | 0.04%             | 2029-01-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-RPL1 A V/R 08/25/61                 | MFA 2022-RPL1 TRUST SER 2022-RPL1 CL A1 V/R REGD 144A P/P 3.30000000                                                              | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31410059 | NS      | $28223863.67   | 0.10%             | 2061-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYC 5.75% 10/15/27/GBP/                | ROLLS-ROYCE PLC /GBP/ REGD REG S 5.75000000                                                                                       | CUSIP: G76311AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2925000 | NS      | $3223127.78    | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DBCG 2017-BBG A V/R 06/15/20                  | DBCG 2017-BBG MORTGAGE TRUST SER 2017-BBG CL A V/R REGD 144A P/P 5.01800000                                                       | CUSIP: 233062AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2645000 | NS      | $2598599.82    | 0.01%             | 2034-06-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| HILT 2018-ORL C V/R 12/15/19                  | HILTON ORLANDO TRUST 2018-ORL SER 2018-ORL CL C V/R REGD 144A P/P 5.86786000                                                      | CUSIP: 432885AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14000000 | NS      | $13471572.80   | 0.05%             | 2034-12-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR8596 3.5% 06/01/43                   | FANNIE MAE POOL UMBS P#AR8596 3.50000000                                                                                          | CUSIP: 3138W6RS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      679929 | NS      | $636181.22     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-HSDB B V/R 12/13/20                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2017-HSDB CL B V/R REGD 144A P/P 5.62000000                                             | CUSIP: 95001EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6700000 | NS      | $6586886.58    | 0.02%             | 2031-12-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN EN 4.375% 09/08/24                | ADANI GREEN ENERGY LTD REGD REG S 4.37500000                                                                                      | CUSIP: Y0R196AB5<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |      221000 | NS      | $200005.00     | 0.00%             | 2024-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS P00.75RUS3M 06/16/31 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-25149468.39  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 04/01/31                | STANDARD CHARTERED PLC REGD V/R 144A P/P 4.64400000                                                                               | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    22853000 | NS      | $20536550.68   | 0.07%             | 2031-04-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BPCRE 2022-FL2 A V/R 06/16/26                 | BPCRE 2022-FL2 LTD SER 2022-FL2 CL A V/R REGD 144A P/P 6.72456000                                                                 | CUSIP: 05602FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1493000 | NS      | $1464795.74    | 0.01%             | 2037-01-16      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20230110 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $289908.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#783995 5% 12/20/44                  | GINNIE MAE II POOL P#783995 5.00000000                                                                                            | CUSIP: 3622A2NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147894 | NS      | $149977.68     | 0.00%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLD 6.5% 06/20/27                | MILEAGE PLUS HLDINGS LLC REGD 144A P/P 6.50000000                                                                                 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8136524 | NS      | $8089347.54    | 0.03%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1205.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLM 2021-10A A V/R 07/20/34                   | GOLDENTREE LOAN MANAGEMENT US CLO 10 LTD SER 2021-10A CL A V/R REGD 144A P/P 5.34257000                                           | CUSIP: 38138TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | NS      | $973193.00     | 0.00%             | 2034-07-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 1/20/29                    | T/L ASURION LLC REGD 0.00000000                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      460104 | NS      | $355595.69     | 0.00%             | 2029-01-20      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7238 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7238 3.00000000                                                                                          | CUSIP: 3140MMBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      980987 | NS      | $861008.96     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.5% 08/01/26                | HEALTHCARE RLTY HLDGS LP REGD 3.50000000                                                                                          | CUSIP: 42225UAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1861515.28    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INF SWAP GB NI 4.055 09/15/21 -10Y LCH /FLOAT/                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-935392.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2021-2A 2.798% 12/15/28                 | AASET 2021-2 TRUST SER 2021-2A CL A REGD 144A P/P 2.79800000                                                                      | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8100071 | NS      | $6519542.19    | 0.02%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO  2.825% 11/01/41                | SAN FRANCISCO CA CITY & CNTY P REGD B/E 2.82500000                                                                                | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6365000 | NS      | $4746528.80    | 0.02%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.25% 04/15/29                | ENERGY TRANSFER LP REGD 5.25000000                                                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      728000 | NS      | $703943.93     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTI 4.1% 10/01/46                | TEVA PHARMACEUTICALS NE REGD 4.10000000                                                                                           | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     7075000 | NS      | $4325833.71    | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 5.4% 05/20/33                    | QUALCOMM INC REGD 5.40000000                                                                                                      | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     2749000 | NS      | $2862037.84    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN 2.724% 04/15/31                | BROOKFIELD FINANCE INC REGD 2.72400000                                                                                            | CUSIP: 11271LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2900000 | NS      | $2326009.50    | 0.01%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A V/R 07/25/55                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A3 V/R REGD 144A P/P 1.19799000                                        | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1364603 | NS      | $1094656.65    | 0.00%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0730 2% 09/01/51                     | FREDDIE MAC POOL UMBS P#SD0730 2.00000000                                                                                         | CUSIP: 3132DMY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      503894 | NS      | $413711.56     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  4.674% 12/01/51                | PG&E WILDFIRE RECOVERY REGD SER A-5 4.67400000                                                                                    | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3300000 | NS      | $2921828.68    | 0.01%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HO 3.45% 01/11/31                | SHIMAO GROUP HOLDINGS LT REGD REG S 3.45000000                                                                                    | CUSIP: G81269AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     5645000 | NS      | $999232.63     | 0.00%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0894 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD0894 2.00000000                                                                                         | CUSIP: 3132DM7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4733450 | NS      | $3915627.40    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 2.7% 05/01/25                | NXP BV/NXP FDG/NXP USA REGD 2.70000000                                                                                            | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      169000 | NS      | $159068.14     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LFT 2022-1A A 5.12% 04/20/26                  | LENDMARK FUNDING TRUST 2022-1 SER 2022-1A CL A REGD 144A P/P 5.12000000                                                           | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2819000 | NS      | $2723919.36    | 0.01%             | 2032-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC 4.25% 10/02/50                  | FRESNILLO PLC REGD REG S 4.25000000                                                                                               | CUSIP: G371E72B2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      400000 | NS      | $314907.78     | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2018-B1 AM V/R 12/15/27                 | BENCHMARK 2018-B1 MORTGAGE TRUST SER 2018-B1 CL AM V/R REGD 3.87800000                                                            | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | NS      | $1866173.02    | 0.01%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CHF/USD FWD 20230112 000011553 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4882.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.85% 07/01/42                | PARAMOUNT GLOBAL REGD 4.85000000                                                                                                  | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1127000 | NS      | $833723.40     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6175 4% 04/01/48                     | FREDDIE MAC POOL UMBS P#ZM6175 4.00000000                                                                                         | CUSIP: 3131Y02G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      196907 | NS      | $188357.86     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA C 6.6% 08/01/42                | LOS ANGELES CA CMNTY CLG DIST REGD N/C B/E 6.60000000                                                                             | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      955000 | NS      | $1145778.82    | 0.00%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AHT1 2018-ASHF D V/R 04/15/20                 | ASHFORD HOSPITALITY TRUST 2018-ASHF SER 2018-ASHF CL D V/R REGD 144A P/P 6.41800000                                               | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | NS      | $244601.31     | 0.00%             | 2035-04-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3102 2% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3102 2.00000000                                                                                          | CUSIP: 3140QNNU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6051060 | NS      | $4959232.86    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON 6.5% 03/15/30                | INTELSAT JACKSON HLDG REGD 144A P/P 6.50000000                                                                                    | CUSIP: 45824TBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    30220000 | NS      | $27016377.80   | 0.10%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.95% 06/15/28                | ENERGY TRANSFER LP REGD SER 10Y 4.95000000                                                                                        | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3824000 | NS      | $3697751.71    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8496 3.5% 01/01/47                   | FANNIE MAE POOL UMBS P#AS8496 3.50000000                                                                                          | CUSIP: 3138WJNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2053427 | NS      | $1905806.05    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  3.25% 04/15/33                | OMEGA HLTHCARE INVESTORS REGD 3.25000000                                                                                          | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     8700000 | NS      | $6289868.84    | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6030 3.5% 07/20/49                | GINNIE MAE II POOL P#MA6030 3.50000000                                                                                            | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1350066 | NS      | $1228271.97    | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L MARKET B 0% 11/04/27 /EUR/                | T/L MARKET BIDCO LTD REGD      /EUR/ 0.00000000                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     7613102 | NS      | $7069643.25    | 0.03%             | 2027-11-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 4.875% 06/15/30                   | NETFLIX INC REGD 144A P/P 4.87500000                                                                                              | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    27736000 | NS      | $25866566.42   | 0.09%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARMX 2020-1 D 2.64% 07/15/26                 | CARMAX AUTO OWNER TRUST 2020-1 SER 2020-1 CL D REGD 2.64000000                                                                    | CUSIP: 14315XAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2622000 | NS      | $2523177.87    | 0.01%             | 2026-07-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AMCAR 2020-2 D 2.13% 03/18/24                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2 SER 2020-2 CL D REGD 2.13000000                                                   | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5720000 | NS      | $5354181.98    | 0.02%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AIGIM 2019-2A BR V/R 10/25/33                 | AIG CLO 2019-2 LTD SER 2019-2A CL BR V/R REGD 144A P/P 5.95843000                                                                 | CUSIP: 00142MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | NS      | $4361233.50    | 0.02%             | 2033-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3873 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#BW3873 3.50000000                                                                                          | CUSIP: 3140MVJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35589158 | NS      | $32357726.46   | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 02/01/35                      | BOEING CO REGD 3.25000000                                                                                                         | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      800000 | NS      | $608398.23     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.45% 10/01/32                | CENTERPOINT ENER HOUSTON REGD SER AI. 4.45000000                                                                                  | CUSIP: 15189XAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3479000 | NS      | $3353865.00    | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                        | INTELSAT SA/LUXEMBOURG 0.00000000                                                                                                 | CUSIP: L5217E120<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      445991 | NS      | $10213193.90   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HESS CORP 5.6% 02/15/41                       | HESS CORP REGD 5.60000000                                                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     4660000 | NS      | $4404954.01    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 1 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 1A1 V/R REGD 2.88826000                                                           | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16419394 | NS      | $13569379.32   | 0.05%             | 2047-03-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/03/27                    | UNICREDIT SPA REGD V/R 144A P/P 1.98200000                                                                                        | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     6036000 | NS      | $5145798.23    | 0.02%             | 2027-06-03      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.375% 04/17/25                | BANCO SANTANDER MEXICO REGD 144A P/P 5.37500000                                                                                   | CUSIP: 05969BAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5395000 | NS      | $5338352.50    | 0.02%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18691 3% 06/01/33                    | FREDDIE MAC GOLD POOL P#G18691 3.00000000                                                                                         | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      378612 | NS      | $356013.90     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L HOSTESS BRANDS 0% 08/03/25                | T/L HOSTESS BRANDS LLC REGD 0.00000000                                                                                            | CUSIP: 44108HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1500520 | NS      | $1494262.96    | 0.01%             | 2025-08-03      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99097 3.5% 07/01/43                  | FREDDIE MAC GOLD POOL P#U99097 3.50000000                                                                                         | CUSIP: 3132H7DB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170870 | NS      | $159783.24     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.03% 10/15/47                | NORTHROP GRUMMAN CORP REGD 4.03000000                                                                                             | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1906000 | NS      | $1579468.62    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH4 A2 V/R 10/25/48                 | SEQUOIA MORTGAGE TRUST 2018-CH4 SER 2018-CH4 CL A2 V/R REGD 144A P/P 4.00000000                                                   | CUSIP: 81747LAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       25879 | NS      | $25612.93      | 0.00%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORAT 3.1% 11/29/61                | MOODY'S CORPORATION REGD 3.10000000                                                                                               | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     1474000 | NS      | $927683.14     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP 7% 02/01/30                          | EQT CORP REGD 7.50000000                                                                                                          | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1175000 | NS      | $1218616.00    | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANCHC 2020-16A A V/R 01/19/35                 | ANCHORAGE CAPITAL CLO 16 LTD SER 2020-16A CL A1R V/R REGD 144A P/P 5.42657000                                                     | CUSIP: 03330WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2870000 | NS      | $2748073.79    | 0.01%             | 2035-01-19      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 09/15/47                | NORTHERN STATES PWR-MINN REGD 3.60000000                                                                                          | CUSIP: 665772CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | NS      | $1386347.53    | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CBL & ASSOCIATES PROPERTIES                   | CBL & ASSOCIATES PROPERTIES 0.00000000                                                                                            | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | RE               | CORP              | US        |        1697 | NS      | $39166.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 23                       | FNMA TBA 30YR 3% JAN 23        TO BE ANNOUNCED 3.00000000                                                                         | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   157098000 | NS      | $137832956.00  | 0.50%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.25% 07/31/51/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000                                                                                   | CUSIP: G4527HUU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      180000 | NS      | $117531.70     | 0.00%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HPEFS 2021-1A  1.03% 03/20/24                 | HPEFS EQUIPMENT TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 1.03000000                                                            | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1775000 | NS      | $1674245.50    | 0.01%             | 2031-03-20      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| BCC 2020-4A A1 V/R 10/20/33                   | BAIN CAPITAL CREDIT CLO 2020-4 LTD SER 2020-4A CL A1 V/R REGD 144A P/P 5.65257000                                                 | CUSIP: 05684KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $245115.00     | 0.00%             | 2033-10-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNR 2021-21 AH 1.4% 06/16/63                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-21 CL AH 1.40000000                                                             | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9067728 | NS      | $7083525.95    | 0.03%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERN 6.75% 10/28/27                | OMAN GOV INTERNTL BOND REGD REG S 6.75000000                                                                                      | CUSIP: M75242BN2<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |      590000 | NS      | $610614.60     | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ABFC 2007-NC1 A2 V/R 05/25/37                 | ABFC 2007-NC1 TRUST SER 2007-NC1 CL A2 V/R REGD 144A P/P 4.68871000                                                               | CUSIP: 00076BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9223613 | NS      | $8383504.20    | 0.03%             | 2037-05-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5530 5% 10/20/48                  | GINNIE MAE II POOL P#MA5530 5.00000000                                                                                            | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1066729 | NS      | $1070403.11    | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.5% 11/15/52                        | CSX CORP REGD 4.50000000                                                                                                          | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1352000 | NS      | $1173684.88    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IPT 2018-INDP 3.763% 07/10/25                 | INDEPENDENCE PLAZA TRUST 2018-INDP SER 2018-INDP CL A REGD 144A P/P 3.76300000                                                    | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3265000 | NS      | $3058475.04    | 0.01%             | 2035-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JPMDB 2016-C4 3.384% 10/15/26                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 SER 2016-C4 CL AS REGD 3.38450000                                              | CUSIP: 46646RAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4040000 | NS      | $3591224.68    | 0.01%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC 4.25% 07/18/29                | EMPRESAS PUBLIC MEDELLIN REGD 144A P/P 4.25000000                                                                                 | CUSIP: 29246BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      200000 | NS      | $158750.00     | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROG 2020-SFR 2.296% 10/17/27                 | PROGRESS RESIDENTIAL 2020-SFR3 TRUST SER 2020-SFR3 CL E REGD 144A P/P 2.29600000                                                  | CUSIP: 74333AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      545000 | NS      | $475486.18     | 0.00%             | 2027-10-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET C V/R 08/15/25                  | CSMC 2020-NET SER 2020-NET CL C V/R REGD 144A P/P 3.52600000                                                                      | CUSIP: 126438AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4405000 | NS      | $3950459.94    | 0.01%             | 2037-08-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| VERUS 2019-4 A3 V/R 11/25/59                  | VERUS SECURITIZATION TRUST 2019-4 SER 2019-4 CL A3 V/R REGD 144A P/P 3.00000000                                                   | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1447795 | NS      | $1372509.65    | 0.00%             | 2059-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ELFI 2019-A A 2.54% 05/23/30                  | ELFI GRADUATE LOAN PROGRAM 2019-A LLC SER 2019-A CL A REGD 144A P/P 2.54000000                                                    | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1608203 | NS      | $1466701.20    | 0.01%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 3.65% 04/15/29                | MIDAMERICAN ENERGY CO REGD 3.65000000                                                                                             | CUSIP: 595620AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4772000 | NS      | $4461647.11    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 M1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL M1 V/R REGD 144A P/P 3.25000000                                                    | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | NS      | $1764580.05    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% JAN 23                   | GNMA II 30 YR TBA 2% JAN 23    TO BE ANNOUNCED 2.00000000                                                                         | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37744800 | NS      | $31623924.32   | 0.11%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.45% 04/15/46                    | EXELON CORP REGD 4.45000000                                                                                                       | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      155000 | NS      | $130928.95     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/26/33                | JPMORGAN CHASE & CO REGD V/R 4.58600000                                                                                           | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5375000 | NS      | $4975976.82    | 0.02%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 A V/R 01/25/26                 | CSMC 2022-NQM1 SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.26500000                                                                   | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15661696 | NS      | $13436920.92   | 0.05%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-7A A5A V/R 12/15/33                 | SLM STUDENT LOAN TRUST 2003-7 SER 2003-7A CL A5A V/R 5.96900000                                                                   | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6054138 | NS      | $5933974.17    | 0.02%             | 2033-12-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC 0.0% 04/28/28                  | T/L AMSURG LLC /REGD/ 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3172678 | NS      | $2516980.98    | 0.01%             | 2028-04-28      | Variable      | 15.74%                | No            |                  2 | On Loan: No      |
| NAROT 2020-B A 0.55% 05/15/23                 | NISSAN AUTO RECEIVABLES 2020-B OWNER TRUST SER 2020-B CL A3 REGD 0.55000000                                                       | CUSIP: 65479CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1208153 | NS      | $1198071.84    | 0.00%             | 2024-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 1.7% 09/15/28                  | LOWE'S COS INC REGD 1.70000000                                                                                                    | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      652000 | NS      | $547620.12     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3521 4% 11/01/48                     | FANNIE MAE POOL UMBS P#MA3521 4.00000000                                                                                          | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198114 | NS      | $188708.75     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL5 A V/R 08/25/24                 | VCAT 2021-NPL5 LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 1.86770000                                                               | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8038384 | NS      | $7082212.70    | 0.03%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| T/L CARNIVAL CO 0% 06/30/25                   | T/L CARNIVAL CORPORATION REGD 0.00000000                                                                                          | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | PA        |    10530000 | NS      | $10067417.10   | 0.04%             | 2025-06-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.39% 08/15/37                | BAT CAPITAL CORP REGD SER WI 4.39000000                                                                                           | CUSIP: 05526DBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1020000 | NS      | $793051.54     | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO IN 4% 07/15/28                | SIRIUS XM RADIO INC REGD 144A P/P 4.00000000                                                                                      | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      674000 | NS      | $586582.20     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 3.15% 08/15/24                | COX COMMUNICATIONS INC REGD 144A P/P 3.15000000                                                                                   | CUSIP: 224044CH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | NS      | $126069.82     | 0.00%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE T 3.663% 05/15/25                | CROWN CASTLE TOWERS LLC REGD P/P 3.66300000                                                                                       | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | NS      | $1259335.22    | 0.00%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FMC CORP 3.45% 10/01/29                       | FMC CORP REGD 3.45000000                                                                                                          | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1850000 | NS      | $1630618.08    | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.3% 08/15/29                | GLOBAL PAYMENTS INC REGD 5.30000000                                                                                               | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3700000 | NS      | $3577050.74    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.02PUS3M 07/24/25 CITIBANK FIXED                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-13604212.89  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA4836 3% 11/20/47                  | GINNIE MAE II POOL P#MA4836 3.00000000                                                                                            | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1768140 | NS      | $1599397.19    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIMCO 2020-12A A V/R 01/17/32                 | AIMCO CLO 12 LTD SER 2020-12A CL AR V/R REGD 144A P/P 5.03361000                                                                  | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2189457 | NS      | $2151069.25    | 0.01%             | 2032-01-17      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CAALT 2021-3A  1.63% 11/15/24                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 SER 2021-3A CL C REGD 144A P/P 1.63000000                                                | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2360000 | NS      | $2127718.65    | 0.01%             | 2030-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MVWOT 2017-1A  2.75% 12/20/34                 | MVW OWNER TRUST 2017-1 SER 2017-1A CL B REGD 144A P/P 2.75000000                                                                  | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       30613 | NS      | $29570.10      | 0.00%             | 2034-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T/L SYNIVERSE HOL 0% 05/10/29                 | T/L SYNIVERSE HOLDINGS INC     REGD 0.00000000                                                                                    | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      290230 | NS      | $252137.55     | 0.00%             | 2029-05-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW B V/R 10/10/24                 | COMM 2017-PANW MORTGAGE TRUST SER 2017-PANW CL B V/R REGD 144A P/P 3.41290000                                                     | CUSIP: 12595HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1285000 | NS      | $1192278.64    | 0.00%             | 2029-10-10      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 7.35% 07/01/35                    | ILLINOIS ST REGD N/C B/E 7.35000000                                                                                               | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       51071 | NS      | $53728.40      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| T/L BERRY GLOBAL INC 0% 7/1/26                | T/L BERRY GLOBAL INC REGD 0.00000000                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1351747 | NS      | $1339459.54    | 0.00%             | 2026-07-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| MRLN 2016-1 A V/R 04/15/24                    | MERLIN AVIATION HOLDINGS DAC SER 2016-1 CL A V/R REGD 144A P/P 4.50000000                                                         | CUSIP: 59010RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1102043 | NS      | $843096.58     | 0.00%             | 2032-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GPIF 2022-2A A V/R 08/01/23                   | GRACIE POINT INTERNATIONAL FUNDING 2022-2 SER 2022-2A CL A V/R REGD 144A P/P 6.47536000                                           | CUSIP: 38411JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3156000 | NS      | $3156463.62    | 0.01%             | 2024-07-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.93% 05/01/60                      | BOEING CO REGD 5.93000000                                                                                                         | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8416000 | NS      | $7666506.56    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 4.875% 01/16/24                | AERCAP IRELAND CAP/GLOBA REGD 4.87500000                                                                                          | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1828000 | NS      | $1810560.50    | 0.01%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN  2.34% 01/30/32                | BROOKFIELD FIN I UK PLC REGD 2.34000000                                                                                           | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    14500000 | NS      | $11038689.20   | 0.04%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230110 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8499037.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                | GINNIE MAE II POOL P#MA5467 4.50000000                                                                                            | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369541 | NS      | $358607.88     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7381 4.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AL7381 4.50000000                                                                                          | CUSIP: 3138EQFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157910 | NS      | $154965.84     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 1.5% 09/18/30                | VERIZON COMMUNICATIONS REGD 1.50000000                                                                                            | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4942000 | NS      | $3842079.37    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WPT 2017-WWP C V/R 11/10/27                   | WORLDWIDE PLAZA TRUST 2017-WWP SER 2017-WWP CL C V/R REGD 144A P/P 3.59554300                                                     | CUSIP: 98162JAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | NS      | $242638.18     | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL 4.625% 03/30/25                | ALLY FINANCIAL INC REGD 4.62500000                                                                                                | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    15470000 | NS      | $15123484.07   | 0.05%             | 2025-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERIC 5.85% 08/15/45                | REYNOLDS AMERICAN INC REGD 5.85000000                                                                                             | CUSIP: 761713BB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11527000 | NS      | $9818662.64    | 0.04%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BREX 2021-1 A 2.09% 03/15/23                  | BREX COMMERCIAL CHARGE CARD MASTER TRUST SER 2021-1 CL A REGD 144A P/P 2.09000000                                                 | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3335000 | NS      | $3298817.25    | 0.01%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8189 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD8189 2.50000000                                                                                         | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38160073 | NS      | $32305321.91   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZDK5 01.000 SP 12/20/2023 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $230239.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 08/21/26                | SANTANDER UK GROUP HLDGS REGD V/R 1.53200000                                                                                      | CUSIP: 80281LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     6242000 | NS      | $5498481.42    | 0.02%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.84PJI3M 01/11/26 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $-278776.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2022-VAMF A V/R 01/15/27                   | BX TRUST 2022-VAMF SER 2022-VAMF CL A V/R REGD 144A P/P 5.18561000                                                                | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | NS      | $495589.00     | 0.00%             | 2039-01-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R1 A1 V/R 10/27/59                   | CIM TRUST 2020-R1 SER 2020-R1 CL A1 V/R REGD 144A P/P 2.85000000                                                                  | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19802091 | NS      | $17108327.35   | 0.06%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRI 4.375% 02/01/29                | ICAHN ENTERPRISES/FIN REGD SER WI 4.37500000                                                                                      | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1265000 | NS      | $1069747.25    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2670 3% 07/01/46                     | FANNIE MAE POOL UMBS P#MA2670 3.00000000                                                                                          | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      841419 | NS      | $753562.42     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.375% 02/08/41                     | APPLE INC REGD 2.37500000                                                                                                         | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1088000 | NS      | $768889.87     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.7% 03/15/32                | T-MOBILE USA INC REGD SER WI 2.70000000                                                                                           | CUSIP: 87264ACQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2720000 | NS      | $2197610.78    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VENTR 2013-14A A V/R 08/28/29                 | VENTURE XIV CLO LTD SER 2013-14A CL ARR V/R REGD 144A P/P 5.76629000                                                              | CUSIP: 92328GBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    49552461 | NS      | $48874038.33   | 0.18%             | 2029-08-28      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                                                            | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    25840000 | NS      | $16047043.62   | 0.06%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0204 3% 08/01/43                     | FANNIE MAE POOL UMBS P#AS0204 3.00000000                                                                                          | CUSIP: 3138W9GN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4382170 | NS      | $3987205.18    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99096 4.5% 05/01/44                  | FREDDIE MAC GOLD POOL P#U99096 4.50000000                                                                                         | CUSIP: 3132H7DA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152709 | NS      | $150036.73     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                | NMG PARENT LLC 0.00000000                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       62326 | NS      | $10972747.84   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HCA INC 7.5% 11/06/33                         | HCA INC REGD 7.50000000                                                                                                           | CUSIP: 404119AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | NS      | $776795.03     | 0.00%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                | TIME WARNER CABLE LLC REGD 5.50000000                                                                                             | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11204000 | NS      | $9297915.91    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 05/15/35                        | AT&T INC REGD 4.50000000                                                                                                          | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5137000 | NS      | $4669783.99    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR9 3.01% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E2 REGD 144A P/P 3.01000000                                                 | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      615000 | NS      | $479610.46     | 0.00%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 07/26/30                | CAPITAL ONE FINANCIAL CO REGD V/R 5.24700000                                                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      568000 | NS      | $540932.93     | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 2.625% 05/05/31                    | NBN CO LTD REGD 144A P/P MTN 2.62500000                                                                                           | CUSIP: 62878U2B7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      475000 | NS      | $376829.03     | 0.00%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44                | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                                                      | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1505000 | NS      | $1375721.13    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRK 2022-INV1 A1 V/R 07/25/26                 | TRK 2022-INV1 TRUST SER 2022-INV1 CL A1 V/R REGD 144A P/P 2.57700000                                                              | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10879056 | NS      | $9534852.87    | 0.03%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-HTL5  V/R 11/15/26                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST SER 2021-HTL5 CL C V/R REGD 6.28300000                                     | CUSIP: 46654PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8700000 | NS      | $8135106.39    | 0.03%             | 2038-11-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE 4.5% 12/01/29                | TRAVEL + LEISURE CO REGD 144A P/P 4.50000000                                                                                      | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     2270000 | NS      | $1849664.40    | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7507 3% 11/01/49                     | FREDDIE MAC POOL UMBS P#SD7507 3.00000000                                                                                         | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8853938 | NS      | $7924028.15    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7159 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#FM7159 2.50000000                                                                                          | CUSIP: 3140XA5V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83021596 | NS      | $70498579.74   | 0.26%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 2.625% 09/23/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.62500000                                                                                     | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4910000 | NS      | $3911343.76    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB1854 4.5% 11/01/40                   | FANNIE MAE POOL UMBS P#AB1854 4.50000000                                                                                          | CUSIP: 31416XBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      927875 | NS      | $919830.11     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L  UBER TECH 0% 04/04/2025                  | T/L  UBER TECHNOLOGIES INC.    REGD 0.00000000                                                                                    | CUSIP: 90351JAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    14355179 | NS      | $14337235.17   | 0.05%             | 2025-04-04      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 4.7% 11/01/42                | KINDER MORGAN ENER PART REGD 4.70000000                                                                                           | CUSIP: 28370TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      794000 | NS      | $655927.99     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LT 4.875% 06/18/30                | SANDS CHINA LTD REGD 4.87500000                                                                                                   | CUSIP: 80007RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |      700000 | NS      | $615146.00     | 0.00%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                | WARNERMEDIA HOLDINGS INC REGD 144A P/P 5.05000000                                                                                 | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21535000 | NS      | $16476045.18   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL3 A V/R 03/25/60                 | CSMC 2020-RPL3 TRUST SER 2020-RPL3 CL A1 V/R REGD 144A P/P 2.69100000                                                             | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8146652 | NS      | $7766006.38    | 0.03%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RWI6MP06.99 09/30/27 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |           1 | NC      | $-18558.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2019-2 M1 V/R 12/25/58                   | TOWD POINT MORTGAGE TRUST 2019-2 SER 2019-2 CL M1 V/R REGD 144A P/P 3.75000000                                                    | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9810000 | NS      | $7813185.29    | 0.03%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20230112 000011553 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2351.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/30                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12085000 | NS      | $10584213.15   | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                    | CITIGROUP INC REGD V/R 3.78500000                                                                                                 | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2193000 | NS      | $1875654.37    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3212 3.5% 11/01/32                   | FANNIE MAE POOL UMBS P#BM3212 3.50000000                                                                                          | CUSIP: 3140J7SA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      714334 | NS      | $701099.33     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | THB/USD FWD 20230112 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2813.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#QE2333 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2333 3.00000000                                                                                         | CUSIP: 3133BBSW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      968902 | NS      | $850341.18     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230112 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9853.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI 2017-D A2FX V/R 09/25/40                 | SOFI PROFESSIONAL LOAN PROGRAM 2017-D LLC SER 2017-D CL A2FX V/R REGD 144A P/P 2.65000000                                         | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      818572 | NS      | $782344.44     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PLMRS 2021-4A A V/R 10/15/34                  | PALMER SQUARE CLO 2021-4 LTD SER 2021-4A CL A V/R REGD 144A P/P 5.24914000                                                        | CUSIP: 69702EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22275000 | NS      | $21625639.20   | 0.08%             | 2034-10-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2520 4% 08/01/38                     | FREDDIE MAC POOL UMBS P#ZA2520 4.00000000                                                                                         | CUSIP: 31329KYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      341102 | NS      | $323170.31     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A1 V/R 07/25/61                 | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4309552 | NS      | $3239166.72    | 0.01%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNAT 3.875% 11/13/28                | SHELL INTERNATIONAL FIN REGD 3.87500000                                                                                           | CUSIP: 822582CB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4520000 | NS      | $4352754.71    | 0.02%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 4.45% 03/03/26                | BANK OF AMERICA CORP REGD MTN 4.45000000                                                                                          | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      855000 | NS      | $837785.58     | 0.00%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-34A AR V/R 04/25/32                 | MADISON PARK FUNDING XXXIV LTD SER 2019-34A CL AR V/R REGD 144A P/P 5.47843000                                                    | CUSIP: 55819GAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $245827.75     | 0.00%             | 2032-04-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-8 A1 V/R 09/25/26                   | PRPM 2021-8 LLC SER 2021-8 CL A1 V/R REGD 144A P/P 1.74300000                                                                     | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4683275 | NS      | $4195936.65    | 0.02%             | 2026-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| CWHEL 2006-RES 5 V/R 05/15/35                 | CWHEQ REVOLVING HOME EQUITY LOAN RESURITIZ SER 2006-RES CL 5B1B V/R REGD 144A P/P 4.50786000                                      | CUSIP: 23242YBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200016 | NS      | $198814.64     | 0.00%             | 2035-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.8% 04/01/27                     | ORACLE CORP REGD 2.80000000                                                                                                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2410000 | NS      | $2193087.97    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 10/15/54                | FARMERS EXCHANGE CAP III REGD V/R 5.45400000                                                                                      | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | NS      | $7298039.28    | 0.03%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CAALT 2021-4 C 1.94% 04/15/25                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-4 SER 2021-4 CL C REGD 144A P/P 1.94000000                                                 | CUSIP: 22535BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5235000 | NS      | $4750767.74    | 0.02%             | 2031-02-18      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO2259 3% 10/01/49                     | FANNIE MAE POOL UMBS P#BO2259 3.00000000                                                                                          | CUSIP: 3140JWQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30902812 | NS      | $27431149.24   | 0.10%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41                 | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 5.42768000                                          | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18350000 | NS      | $17431934.82   | 0.06%             | 2041-10-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 BNPAFRPPXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-42251.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.4% 06/01/27                | NXP BV/NXP FDG/NXP USA REGD 4.40000000                                                                                            | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1715000 | NS      | $1643644.42    | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY S/UP 04/02/32                  | MORGAN STANLEY REGD S/UP REG S P/P EMTN 7.50000000                                                                                | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14800000 | NS      | $8459305.26    | 0.03%             | 2032-04-02      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59                       | AT&T INC REGD 3.65000000                                                                                                          | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4127000 | NS      | $2762328.75    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 3.75% 02/15/27                | VICI PROPERTIES / NOTE REGD 144A P/P 3.75000000                                                                                   | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1927000 | NS      | $1749224.62    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-1 A2B V/R 01/25/60                  | TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A2B V/R REGD 144A P/P 3.25000000                                                   | CUSIP: 89178WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      575000 | NS      | $457986.93     | 0.00%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TCW 2019-1A BR V/R 08/16/34                   | TCW CLO 2019-1 AMR LTD SER 2019-1A CL BR V/R REGD 144A P/P 6.39386000                                                             | CUSIP: 87241EAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3365000 | NS      | $3170694.81    | 0.01%             | 2034-08-16      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2833 4% 06/01/42                     | FANNIE MAE POOL UMBS P#AL2833 4.00000000                                                                                          | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4955501 | NS      | $4709981.19    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45% 02/15/31                   | BROADCOM INC REGD 144A P/P 2.45000000                                                                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18444000 | NS      | $14526841.14   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 08/12/33                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 6.53700000                                                                               | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    55414000 | NS      | $48619873.44   | 0.18%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR &  V/R 09/15/54                | TEACHERS INSUR & ANNUITY REGD V/R 4.37500000                                                                                      | CUSIP: 878091BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | NS      | $7173512.48    | 0.03%             | 2054-09-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 05/31/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                                                            | CUSIP: 912828ZS2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    48605000 | NS      | $41671192.97   | 0.15%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1309 2% 08/01/51                     | FANNIE MAE POOL UMBS P#CB1309 2.00000000                                                                                          | CUSIP: 3140QLN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9096713 | NS      | $7416703.10    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROG 2020-SFR 2.796% 10/17/27                 | PROGRESS RESIDENTIAL 2020-SFR3 TRUST SER 2020-SFR3 CL F REGD 144A P/P 2.79600000                                                  | CUSIP: 74333AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10915000 | NS      | $9546161.86    | 0.03%             | 2027-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH2623 4% 08/01/47                     | FANNIE MAE POOL UMBS P#BH2623 4.00000000                                                                                          | CUSIP: 3140GQ4H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      725943 | NS      | $693199.83     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6343 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6343 2.50000000                                                                                          | CUSIP: 3140QEBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5177229 | NS      | $4448149.87    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP 5.2% 09/13/32                       | ORIX CORP REGD 5.20000000                                                                                                         | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     9779000 | NS      | $9531333.72    | 0.03%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 7.625% 04/26/29                | REPUBLIC OF TURKEY REGD 7.62500000                                                                                                | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     8600000 | NS      | $8091396.00    | 0.03%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8305 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8305 3.00000000                                                                                          | CUSIP: 3138WJGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2411298 | NS      | $2158290.49    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CGI INC 2.3% 09/14/31                         | CGI INC REGD 2.30000000                                                                                                           | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    14300000 | NS      | $10857895.48   | 0.04%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION 8.5% 05/09/26                | VOYAGER AVIATION HOLD REGD P/P 8.50000000                                                                                         | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |       67000 | NS      | $52511.25      | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.9% 11/09/52                     | ORACLE CORP REGD 6.90000000                                                                                                       | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9988000 | NS      | $10685407.70   | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLD 6.75% 07/08/25                | TIMES CHINA HLDG LT REGD REG S 6.75000000                                                                                         | CUSIP: G8879TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     1715000 | NS      | $281161.82     | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 3.15% 04/15/50                | MIDAMERICAN ENERGY CO REGD 3.15000000                                                                                             | CUSIP: 595620AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | NS      | $1008527.80    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS  5.375% 12/04/29                | MELCO RESORTS FINANCE REGD 144A P/P 5.37500000                                                                                    | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     2900000 | NS      | $2318811.00    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4582 3.5% 08/01/47                   | FANNIE MAE POOL UMBS P#BM4582 3.50000000                                                                                          | CUSIP: 3140J9CU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6039415 | NS      | $5613384.35    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEG 2018-3A A V/R 10/16/31                  | ALLEGRO CLO IX LTD SER 2018-3A CL A V/R REGD 5.24414000                                                                           | CUSIP: 01750NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11400000 | NS      | $11201024.40   | 0.04%             | 2031-10-16      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| T/L ICON LUXEMBOU 0% 07/03/28                 | T/L ICON LUXEMBOURG S.A.R.L.   REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      684227 | NS      | $681579.50     | 0.00%             | 2028-07-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.68% 10/30/30                | VERIZON COMMUNICATIONS REGD SER WI 1.68000000                                                                                     | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2858000 | NS      | $2227727.52    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROT 6.25% 12/01/24                | TRANSOCEAN PROTEUS LTD REGD 144A P/P 6.25000000                                                                                   | CUSIP: 893829AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4477600 | NS      | $4410764.52    | 0.02%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AFFRM 2021-B C 1.4% 04/15/24                  | AFFIRM ASSET SECURITIZATION TRUST 2021-B SER 2021-B CL C REGD 144A P/P 1.40000000                                                 | CUSIP: 00834DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      835000 | NS      | $758960.81     | 0.00%             | 2026-08-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3827 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#RA3827 4.00000000                                                                                         | CUSIP: 3133KKHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31470 | NS      | $29694.00      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R10.30PMXIE 09/18/23 XGS FIXED                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-11125.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA1710 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1710 4.50000000                                                                                          | CUSIP: 3140Q83U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4734805 | NS      | $4633149.39    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5468 3% 02/01/43                     | FANNIE MAE POOL UMBS P#BM5468 3.00000000                                                                                          | CUSIP: 3140JACE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1867582 | NS      | $1699359.25    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN  1.625% 11/24/25                | SAUDI ARABIAN OIL C REGD REG S 1.62500000                                                                                         | CUSIP: M8237RAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     2200000 | NS      | $2003790.80    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA  0.55% 07/12/24                | AMERICAN HONDA FINANCE REGD MTN 0.55000000                                                                                        | CUSIP: 02665WDS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    47945000 | NS      | $44765753.63   | 0.16%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4 M V/R 10/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE4 CL M4 V/R REGD 5.28871000                                                          | CUSIP: 17307GP93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14327000 | NS      | $11463297.75   | 0.04%             | 2035-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE CO 11% 02/15/28                 | NOBLE FINANCE CO REGD 144A P/P 11.00000000                                                                                        | CUSIP: 65505JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24887 | NS      | $27437.92      | 0.00%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UMBS P#CA2194 4% 08/01/48                     | FANNIE MAE POOL UMBS P#CA2194 4.00000000                                                                                          | CUSIP: 3140Q9NL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45915 | NS      | $43758.18      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L AVANTOR INC 0% 11/08/27                   | T/L AVANTOR INC REGD 0.00000000                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1731770 | NS      | $1721188.64    | 0.01%             | 2027-11-08      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| MSCCG 2018-SELF  V/R 10/15/20                 | MSCG TRUST 2018-SELF SER 2018-SELF CL A V/R REGD 144A P/P 5.21800000                                                              | CUSIP: 55358PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3756012 | NS      | $3682835.11    | 0.01%             | 2037-10-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| T/L GRAY TELEVISI 0% 12/01/28                 | T/L GRAY TELEVISION INC. REGD 0.00000000                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2148300 | NS      | $2081616.77    | 0.01%             | 2028-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.35% 09/01/24                | GLP CAPITAL LP / FIN II REGD 3.35000000                                                                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | NS      | $2371891.50    | 0.01%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                      | UNITED STATES TREASURY BOND 3.00000000                                                                                            | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    64740000 | NS      | $53314401.24   | 0.19%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR2 A V/R 02/25/52                 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A6 V/R REGD 144A P/P 2.50000000                                      | CUSIP: 36262JAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10725281 | NS      | $9168860.30    | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OI SA 10% 07/27/25                            | OI SA REGD 10.00000000                                                                                                            | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      194000 | NS      | $33106.35      | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CELANESE US HOL 6.33% 07/15/29                | CELANESE US HOLDINGS LLC REGD 6.33000000                                                                                          | CUSIP: 15089QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2310000 | NS      | $2244491.77    | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SRFC 2019-1A A 3.2% 01/20/36                  | SIERRA TIMESHARE 2019-1 RECEIVABLES FUNDING LLC SER 2019-1A CL A REGD 144A P/P 3.20000000                                         | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      544512 | NS      | $523413.10     | 0.00%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 6.875% 04/29/30                  | ECOPETROL SA REGD 6.87500000                                                                                                      | CUSIP: 279158AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     1384000 | NS      | $1255056.24    | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA  5.75% 07/01/34                | LOS ANGELES CA UNIF SCH DIST REGD N/C B/E 5.75000000                                                                              | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      170000 | NS      | $177578.87     | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6768 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#RA6768 2.00000000                                                                                         | CUSIP: 3133KNQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      892108 | NS      | $726829.60     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 08/15/48                | WESTERN MIDSTREAM OPERAT REGD 5.50000000                                                                                          | CUSIP: 958254AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | NS      | $780174.15     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30                | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      544000 | NS      | $472079.76     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRK 2017-280P A V/R 09/15/19                  | 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 5.11700000                                          | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1315632 | NS      | $1282464.13    | 0.00%             | 2034-09-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 4% 03/15/28                         | WRKCO INC REGD SER WI 4.00000000                                                                                                  | CUSIP: 96145DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | NS      | $1232989.96    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                   | MORGAN STANLEY REGD V/R MTN 1.92800000                                                                                            | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16589000 | NS      | $12516840.61   | 0.05%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.85% 08/01/25                | PUBLIC SERVICE CO OF NEW REGD 3.85000000                                                                                          | CUSIP: 744542AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | NS      | $6668500.65    | 0.02%             | 2025-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS CAREMARK 6.943% 1/10/30                   | CVS CAREMARK LEASE BACKED_____  PASS TH CERT SERIES 2007 TRUST 6.94300000                                                         | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      787691 | NS      | $802052.21     | 0.00%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 8/31/26                    | UNITED STATES TREASURY NOTE 0.75000000                                                                                            | CUSIP: 91282CCW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    95425000 | NS      | $84492128.17   | 0.31%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3804 4% 10/01/49                     | FANNIE MAE POOL UMBS P#MA3804 4.00000000                                                                                          | CUSIP: 31418DGN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84413 | NS      | $80104.79      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.3% 03/01/48                        | CSX CORP REGD 4.30000000                                                                                                          | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      904000 | NS      | $767345.52     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 8.25% 08/01/23                | DEVON ENERGY CORPORATION REGD SER WI 8.25000000                                                                                   | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      588000 | NS      | $596005.77     | 0.00%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 04/01/56                | REPUBLIC OF PANAMA REGD 4.50000000                                                                                                | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     3232000 | NS      | $2354657.99    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP 4.25% 01/21/30                   | GUSAP III LP REGD REG S 4.25000000                                                                                                | CUSIP: U4034GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      624000 | NS      | $578142.24     | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL9413 3% 11/01/36                     | FANNIE MAE POOL UMBS P#AL9413 3.00000000                                                                                          | CUSIP: 3138ERN71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      786537 | NS      | $729675.37     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2018-86 JA 4% 05/25/47                    | FANNIE MAE REMICS SER 2018-86 CL JA 4.00000000                                                                                    | CUSIP: 3136B3SX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1003635 | NS      | $970331.33     | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2019-3 D 2.89% 02/13/23                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019-3 SER 2019-3 CL D REGD 144A P/P 2.89000000                                      | CUSIP: 02529NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1808540 | NS      | $1798121.97    | 0.01%             | 2025-09-12      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MSM 2006-15XS A4 V/R 11/25/36                 | MORGAN STANLEY MORTGAGE LOAN TRUST 2006-15XS SER 2006-15XS CL A4A V/R REGD 6.19950000                                             | CUSIP: 61750YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12549909 | NS      | $2864961.01    | 0.01%             | 2036-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L MITNICK COR 0% 4/20/2029                  | T/L MITNICK CORPORATE          PURCHASER INC REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      444000 | NS      | $414864.72     | 0.00%             | 2029-04-20      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/ 5.25% 08/15/27                | ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 5.25000000                                                                                 | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5681000 | NS      | $4247923.32    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 BP 12/20/2027 GSISW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $187477.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32                    | CITIGROUP INC REGD V/R 2.52000000                                                                                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5308000 | NS      | $4127866.25    | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16502 3.5% 05/01/33                  | FREDDIE MAC GOLD POOL P#G16502 3.50000000                                                                                         | CUSIP: 3128MFNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      185933 | NS      | $179024.67     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L PERATON CORP 0% 02/01/2028                | T/L PERATON CORP REGD 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      593892 | NS      | $578920.16     | 0.00%             | 2028-02-01      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4654 4.5% 08/20/47                | GINNIE MAE II POOL P#MA4654 4.50000000                                                                                            | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      817377 | NS      | $805406.48     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  2.75% 03/01/32                | JERSEY CENTRAL PWR & LT REGD 144A P/P 2.75000000                                                                                  | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1615071.20    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8338 4% 11/01/50                     | FANNIE MAE POOL UMBS P#FM8338 4.00000000                                                                                          | CUSIP: 3140XCHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56015 | NS      | $53347.14      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLMRS 2020-3A A1 V/R 11/15/31                 | PALMER SQUARE CLO 2020-3 LTD SER 2020-3A CL A1AR V/R REGD 144A P/P 5.68614000                                                     | CUSIP: 69701RAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26020000 | NS      | $25590435.82   | 0.09%             | 2031-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST 4.7% 01/22/28                | KENBOURNE INVEST SA REGD 144A P/P 4.70000000                                                                                      | CUSIP: 48855KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      333000 | NS      | $259739.96     | 0.00%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 4.55% 06/01/52                | BALTIMORE GAS & ELECTRIC REGD 4.55000000                                                                                          | CUSIP: 059165EP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3130000 | NS      | $2764335.09    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| T/L GENESEE & WYO 0% 12/30/26                 | T/L GENESEE & WYOMING INC      REGD 0.00000000                                                                                    | CUSIP: 55316HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      832499 | NS      | $827087.98     | 0.00%             | 2026-12-30      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.2% 04/01/45                | GENERAL MOTORS CO REGD 5.20000000                                                                                                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    28550000 | NS      | $23204594.92   | 0.08%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5058 3.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#QE5058 3.50000000                                                                                         | CUSIP: 3133BETP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39254861 | NS      | $35706688.12   | 0.13%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-3A  5.94% 04/14/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 SER 2022-3A CL A REGD 144A P/P 5.94000000                                                 | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5301000 | NS      | $5277484.23    | 0.02%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-3 D 1.5% 07/15/25                  | CARMAX AUTO OWNER TRUST 2021-3 SER 2021-3 CL D REGD 1.50000000                                                                    | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2010000 | NS      | $1752801.20    | 0.01%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 6.125% 10/24/28                | REPUBLIC OF TURKEY REGD 6.12500000                                                                                                | CUSIP: 900123CQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     2700000 | NS      | $2406645.00    | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 07/15/46                       | ORACLE CORP REGD 4.00000000                                                                                                       | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14095000 | NS      | $10271566.48   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 7.69% 06/15/25                        | HCA INC REGD 7.69000000                                                                                                           | CUSIP: 197677AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1654000 | NS      | $1733678.20    | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11  3.202% 12/09/29                 | BX TRUST 2019-OC11 SER 2019-OC11 CL A REGD 144A P/P 3.20200000                                                                    | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | NS      | $6190654.26    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P02.00RSOFR 12/21/32 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-49398673.68  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 4.125% 05/15/51                | REPUBLIC OF COLOMBIA REGD 4.12500000                                                                                              | CUSIP: 195325DT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      345000 | NS      | $206340.69     | 0.00%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-1 M1 V/R 10/25/69                  | MILL CITY MORTGAGE LOAN TRUST 2019-1 SER 2019-1 CL M1 V/R REGD 144A P/P 3.50000000                                                | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1187812 | NS      | $1049483.85    | 0.00%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.85% 04/15/31                | MARRIOTT INTERNATIONAL REGD SER HH 2.85000000                                                                                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     7650000 | NS      | $6194837.35    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SDART 2020-4 D 1.48% 01/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 SER 2020-4 CL D REGD 1.48000000                                                     | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      595000 | NS      | $567735.55     | 0.00%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REA 2.625% 11/01/31                | PHYSICIANS REALTY LP REGD 2.62500000                                                                                              | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5885000 | NS      | $4593474.31    | 0.02%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                   | UNITED STATES TREASURY BOND 2.25000000                                                                                            | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   221025000 | NS      | $153698711.79  | 0.56%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LT 5.625% 11/29/26                | IHS HOLDING LTD REGD 144A P/P 5.62500000                                                                                          | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | GB        |      606000 | NS      | $500253.00     | 0.00%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-1 M6 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-1 SER 2005-1 CL M6 V/R REGD 5.54371000                                                               | CUSIP: 35729PJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3072000 | NS      | $2387165.18    | 0.01%             | 2035-06-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4652 3.5% 08/20/47                | GINNIE MAE II POOL P#MA4652 3.50000000                                                                                            | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1784125 | NS      | $1662927.11    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HVMLT 2005-9 2A1 V/R 06/20/35                 | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1C V/R REGD 5.25286000                                                      | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4904769 | NS      | $4354864.11    | 0.02%             | 2035-06-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZDZ2 01.000 SP 12/20/2025 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-70851.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 03/08/24                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 3.76600000                                                                              | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    26268000 | NS      | $26123941.56   | 0.09%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE G 0.85% 01/15/26                | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 0.85000000                                                                                 | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    12430000 | NS      | $11044181.54   | 0.04%             | 2026-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 06/03/27/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 20 7.50000000                                                                            | CUSIP: P4R086AF1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    25800000 | NS      | $1247916.87    | 0.00%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.7% 04/15/50                     | EXELON CORP REGD 4.70000000                                                                                                       | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1255000 | NS      | $1093189.79    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-9 A2 V/R 10/20/34                   | SEQUOIA MORTGAGE TRUST 2004-9 SER 2004-9 CL A2 V/R REGD 4.78300000                                                                | CUSIP: 81744FDW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      745120 | NS      | $636233.61     | 0.00%             | 2034-10-20      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3% 10/15/30                      | CENTENE CORP REGD 3.00000000                                                                                                      | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    18676000 | NS      | $15309636.62   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L INGRAM MICRO 0% 06/30/2028                | T/L INGRAM MICRO INC. REGD 0.00000000                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1003289 | NS      | $985731.10     | 0.00%             | 2028-06-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20230315 000001733 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $785990.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/31/33                | CVS PASS-THROUGH TRUST REGD   144A P/P 5.77300000                                                                                 | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55104 | NS      | $53854.23      | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 09/01/26                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                                                   | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12405000 | NS      | $11674065.89   | 0.04%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 2.55% 03/04/27                | AMERICAN EXPRESS CO REGD 2.55000000                                                                                               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10180000 | NS      | $9260778.58    | 0.03%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMM 2012-LTR 3.399% 10/05/22                 | COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES SER 2012-LTRT CL A2 REGD 144A P/P 3.39960000                                        | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733718 | NS      | $629080.51     | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2320 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2320 3.00000000                                                                                         | CUSIP: 3133BBSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      989638 | NS      | $868512.99     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 4.55% 04/01/49                | FIRSTENERGY TRANSMISSION REGD 144A P/P 4.55000000                                                                                 | CUSIP: 33767BAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4728000 | NS      | $3825653.82    | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MUSIC 2022-1 A 5% 05/20/27                    | HIPGNOSIS MUSIC ASSETS 2022-1 LP SER 2022-1 CL A REGD 144A P/P 5.00000000                                                         | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2434000 | NS      | $2239400.73    | 0.01%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T/L TELENET FINAN 0% 04/30/28                 | T/L TELENET FINANCING USD LLC  REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1250000 | NS      | $1214375.00    | 0.00%             | 2028-04-30      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CNF 2000-1 A5 V/R 09/01/29                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-1 CL A5 V/R REGD 8.06000000                                                         | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13023806 | NS      | $2895922.68    | 0.01%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/26                | WELLS FARGO & COMPANY REGD V/R MTN 2.16400000                                                                                     | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12765000 | NS      | $11899954.76   | 0.04%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8258 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8258 5.00000000                                                                                         | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    55870421 | NS      | $55097773.58   | 0.20%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC 4.375% 01/12/26                  | BARCLAYS PLC REGD 4.37500000                                                                                                      | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2670000 | NS      | $2583734.68    | 0.01%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCFET 2022-1A  3.79% 02/20/27                 | SCF EQUIPMENT LEASING 2022-1 LLC SER 2022-1A CL D REGD 144A P/P 3.79000000                                                        | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2740000 | NS      | $2369067.84    | 0.01%             | 2031-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| T/L AVOLON TLB BO 0% 02/12/27                 | T/L AVOLON TLB BORROWER 1 US  LLC REGD 0.00000000                                                                                 | CUSIP: 05400KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      691448 | NS      | $680951.33     | 0.00%             | 2027-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 4.81% 09/17/30                | NISSAN MOTOR CO REGD 144A P/P 4.81000000                                                                                          | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    61068000 | NS      | $51826685.82   | 0.19%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1118 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#SD1118 3.50000000                                                                                         | CUSIP: 3132DNG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36453468 | NS      | $33132195.77   | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  3.75% 01/11/28                | UNITED MEXICAN STATES REGD 3.75000000                                                                                             | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     4850000 | NS      | $4577332.56    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2003 4% 10/01/47                     | FANNIE MAE POOL UMBS P#BM2003 4.00000000                                                                                          | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3194738 | NS      | $3052125.04    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL7 A V/R 06/16/26                   | BDS 2021-FL10 LTD SER 2021-FL7 CL A V/R REGD 5.40914000                                                                           | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | NS      | $9665220.00    | 0.04%             | 2036-06-16      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6994 2% 11/20/50                  | GINNIE MAE II POOL P#MA6994 2.00000000                                                                                            | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10084588 | NS      | $8509792.62    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.67 04/03/24 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $131465.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.7% 08/08/46                  | MICROSOFT CORP REGD 3.70000000                                                                                                    | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      782000 | NS      | $664576.63     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGE  6.125% 02/15/26                | TRANSMONTAIGE PARTNERS REGD 6.12500000                                                                                            | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5540000 | NS      | $4764400.00    | 0.02%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINAN 3% 02/02/29                | JBS USA/FOOD/FINANCE REGD 144A P/P 3.00000000                                                                                     | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5290000 | NS      | $4378239.93    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230118 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-427275.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                | GINNIE MAE II POOL P#MA4719 3.50000000                                                                                            | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4533535 | NS      | $4244870.82    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7528 2% 11/01/50                     | FREDDIE MAC POOL UMBS P#SD7528 2.00000000                                                                                         | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1232379 | NS      | $1017681.62    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGATE 2006- V/R 12/01/50 /GBP/                | NEWGATE FUNDING PLC SER 2006-2 CL A3A V/R REGD REG S /GBP/ 3.50000000                                                             | CUSIP: G64849AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     6849468 | NS      | $7797669.55    | 0.03%             | 2050-12-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L GRIFOLS 0% 11/15/2027                     | T/L GRIFOLS WORLDWIDE OPERATIONS USA INC REGD 0.00000000                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6072207 | NS      | $5862230.05    | 0.02%             | 2027-11-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BONCER 1.4% 03/25/23/ARS/                     | BONCER /ARS/ REGD SER CER 1.40000000                                                                                              | CUSIP: P8S090TN6<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |   486637000 | NS      | $9732932.73    | 0.04%             | 2023-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH C 4.875% 03/15/49                | LAM RESEARCH CORP REGD 4.87500000                                                                                                 | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     1478000 | NS      | $1399285.96    | 0.01%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 3.51% 07/10/27                 | COMM 2017-COR2 MORTGAGE TRUST SER 2017-COR2 CL A3 REGD 3.51000000                                                                 | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3110000 | NS      | $2856312.95    | 0.01%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 2.2% 06/15/28                | REALTY INCOME CORP REGD 2.20000000                                                                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1212000 | NS      | $1037915.10    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                  | UNITED STATES TREASURY BOND 2.37500000                                                                                            | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    60090000 | NS      | $45879653.61   | 0.17%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1445 3% 08/01/49                     | FANNIE MAE POOL UMBS P#FM1445 3.00000000                                                                                          | CUSIP: 3140X4TB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1108840 | NS      | $996180.94     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C B 4% 12/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL B REGD 144A P/P 4.00000000                                                  | CUSIP: 78449QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      770000 | NS      | $673928.41     | 0.00%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAFC 2015-R8 1A1 V/R 09/26/20                 | BANC OF AMERICA FUNDING 2015-R8 TRUST SER 2015-R8 CL 1A1 V/R REGD 144A P/P 2.52916000                                             | CUSIP: 05991BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45822 | NS      | $45703.01      | 0.00%             | 2046-11-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY /PFD/CV                 | WELLS FARGO & COMPANY SERIES L/PREFERRED/ CONVERTIBLE 0.00000000                                                                  | CUSIP: 949746804<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       20273 | NS      | $24023505.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 10/15/51                | WILLIAMS COMPANIES INC REGD 3.50000000                                                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2098000 | NS      | $1427798.98    | 0.01%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  2.45% 01/15/30                | PUBLIC SERVICE ELECTRIC REGD MTN 2.45000000                                                                                       | CUSIP: 74456QCB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2722000 | NS      | $2335130.41    | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREED 2021-2 C 1.94% 07/18/24                 | FREED ABS TRUST 2021-2 SER 2021-2 CL C REGD 144A P/P 1.94000000                                                                   | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      885000 | NS      | $859116.58     | 0.00%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED  1.875% 12/01/26                | FRESENIUS MED CARE III REGD 144A P/P 1.87500000                                                                                   | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9545000 | NS      | $8094044.03    | 0.03%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.125% 07/25/28                 | CITIGROUP INC REGD 4.12500000                                                                                                     | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1675000 | NS      | $1559000.44    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47                    | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                                                         | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3699938 | NS      | $3310557.31    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8552 3% 12/01/36                     | FANNIE MAE POOL UMBS P#AS8552 3.00000000                                                                                          | CUSIP: 3138WJQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1045530 | NS      | $969929.18     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.75% 02/15/33                | ENERGY TRANSFER LP REGD 5.75000000                                                                                                | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6855000 | NS      | $6706657.80    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.8% 10/01/47                   | AEP TEXAS INC REGD SER WI 3.80000000                                                                                              | CUSIP: 00108WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      869000 | NS      | $631405.55     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  4.7% 07/01/30                | ALEXANDRIA REAL ESTATE E REGD 4.70000000                                                                                          | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       42000 | NS      | $40264.96      | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 07/27/33                | REPUBLIC OF CHILE REGD 2.55000000                                                                                                 | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      500000 | NS      | $391308.95     | 0.00%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  5.175% 11/15/49                | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 5.17500000                                                                             | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     2065000 | NS      | $1782098.51    | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 D V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUS SER 2012-LC9 CL D V/R REGD 4.06372500                                         | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215000 | NS      | $199344.90     | 0.00%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| GMALT 2020-3 C 1.11% 04/20/23                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-3 SER 2020-3 CL C REGD 1.11000000                                                      | CUSIP: 362569AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2675000 | NS      | $2648205.33    | 0.01%             | 2024-10-21      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.625% 03/15/32                       | HCA INC REGD 144A P/P 3.62500000                                                                                                  | CUSIP: 404119CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5600000 | NS      | $4738460.05    | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R /PERP//GBP/                  | BARCLAYS PLC /GBP/ REGD V/R /PERP/ 7.25000000                                                                                     | CUSIP: G0809LEC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    18283000 | NS      | $21815005.76   | 0.08%             | 2171-06-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3960 3% 03/01/50                     | FANNIE MAE POOL UMBS P#MA3960 3.00000000                                                                                          | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1154151 | NS      | $1018935.04    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 4.6% 04/01/38                   | CALIFORNIA ST REGD B/E 4.60000000                                                                                                 | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      395000 | NS      | $371840.44     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/30/28                | NATWEST GROUP PLC REGD V/R 5.51600000                                                                                             | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5115000 | NS      | $5051991.33    | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 01/27/28                       | US BANCORP REGD V/R MTN 2.21500000                                                                                                | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    17045000 | NS      | $15321069.55   | 0.06%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CR13 C V/R 12/10/23                 | COMM 2013-CCRE13 MORTGAGE TRUST SER 2013-CR13 CL C V/R REGD 4.87628800                                                            | CUSIP: 12630BBF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7470000 | NS      | $7029051.88    | 0.03%             | 2046-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 7.375% 11/01/31                   | OVINTIV INC REGD 7.37500000                                                                                                       | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1182000 | NS      | $1258104.91    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% JAN 23                    | G2SF 30 YR TBA 3.5% JAN 23     TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      600000 | NS      | $551169.13     | 0.00%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FSMT 2021-5INV A V/R 02/25/45                 | FLAGSTAR MORTGAGE TRUST 2021-5INV SER 2021-5INV CL A16 V/R REGD 144A P/P 2.50000000                                               | CUSIP: 33851PAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3857470 | NS      | $2946895.23    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 B 3.163% 09/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000                                                   | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470000 | NS      | $1244595.93    | 0.00%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UPST 2021-5 A 1.31% 09/20/24                  | UPSTART SECURITIZATION TRUST 2021-5 SER 2021-5 CL A REGD 144A P/P 1.31000000                                                      | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2686054 | NS      | $2571236.76    | 0.01%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD7081 4% 03/01/47                     | FANNIE MAE POOL UMBS P#BD7081 4.00000000                                                                                          | CUSIP: 3140FE2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      647510 | NS      | $613401.29     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION 3.8% 06/15/49                | AEP TRANSMISSION CO LLC REGD 3.80000000                                                                                           | CUSIP: 00115AAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      781000 | NS      | $608332.28     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIE 1.7% 03/11/28                | SIEMENS FINANCIERINGSMAT REGD 144A P/P 1.70000000                                                                                 | CUSIP: 82620KBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      250000 | NS      | $213549.67     | 0.00%             | 2028-03-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4838 3.5% 12/01/52                   | FANNIE MAE POOL UMBS P#MA4838 3.50000000                                                                                          | CUSIP: 31418ELU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4155270 | NS      | $3776269.82    | 0.01%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING  4% 11/16/26                | STILLWATER MINING C REGD REG S 4.00000000                                                                                         | CUSIP: U85969AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | NS      | $250087.50     | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4586 2% 04/01/42                     | FANNIE MAE POOL UMBS P#MA4586 2.00000000                                                                                          | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2169560 | NS      | $1828801.45    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC 7.875% 09/15/23                    | SPRINT LLC REGD SER WI 7.87500000                                                                                                 | CUSIP: 85207UAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30319000 | NS      | $30743041.54   | 0.11%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEFT 2020-2 C 1.37% 06/22/23                  | DELL EQUIPMENT FINANCE TRUST 2020-2 SER 2020-2 CL C REGD 144A P/P 1.37000000                                                      | CUSIP: 24704GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4930000 | NS      | $4832298.25    | 0.02%             | 2024-01-22      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| BBUBS 2012-TF 2.892% 06/05/20                 | BB-UBS TRUST SER 2012-TFT CL A REGD 144A P/P 2.89220000                                                                           | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1055557 | NS      | $1027128.18    | 0.00%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.5% 05/15/31                     | EQUINIX INC REGD 2.50000000                                                                                                       | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2131000 | NS      | $1712240.02    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFT 2021-2A C 1.5% 03/15/25                   | MARLETTE FUNDING TRUST 2021-2 SER 2021-2A CL C REGD 144A P/P 1.50000000                                                           | CUSIP: 57108TAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | NS      | $1035152.38    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 4.75% 06/01/30                 | AUTONATION INC REGD 4.75000000                                                                                                    | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1030000 | NS      | $918960.71     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/F 4.375% 02/02/52                | JBS USA/FOOD/FINANCE REGD 144A P/P 4.37500000                                                                                     | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2090000 | NS      | $1477471.83    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZEB4 01.000 SP 12/20/2026 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-716197.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC 4% 06/01/25                     | WELLTOWER INC REGD 4.00000000                                                                                                     | CUSIP: 42217KBF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4690000 | NS      | $4568247.60    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.95% 03/15/27                     | HUMANA INC REGD 3.95000000                                                                                                        | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2112000 | NS      | $2024538.24    | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MFCC 2021-1A C 4.21% 12/20/22                 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST SER 2021-1A CL C REGD 144A P/P 4.21000000                                              | CUSIP: 58940BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | NS      | $4573401.00    | 0.02%             | 2026-03-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TCO 2022-DPM A V/R 05/15/24                   | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUS SER 2022-DPM CL A V/R REGD 144A P/P 6.52161000                                           | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2380000 | NS      | $2310955.72    | 0.01%             | 2037-05-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| T/L PROOFPOINT 0% 08/31/2028                  | T/L PROOFPOINT INC. REGD 0.00000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      314746 | NS      | $301979.47     | 0.00%             | 2028-08-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB8 A V/R 10/25/36                 | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB8 CL A2C V/R REGD 4.68871000                                       | CUSIP: 1248P1AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10701030 | NS      | $8652490.10    | 0.03%             | 2036-10-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEAL 8% 03/15/26                | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 8.00000000                                                                                 | CUSIP: 12543DBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4312000 | NS      | $3925709.48    | 0.01%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20230125 000001733 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8723.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 4.25% 05/01/29                 | S&P GLOBAL INC REGD 144A P/P 4.25000000                                                                                           | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     2585000 | NS      | $2467371.85    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 06/15/49                        | HCA INC REGD 5.25000000                                                                                                           | CUSIP: 404119BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6070000 | NS      | $5169884.19    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 07/18/30                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 3.96000000                                                                              | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5650000 | NS      | $4891795.09    | 0.02%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 04/15/25                        | HCA INC REGD 5.25000000                                                                                                           | CUSIP: 404119BQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2603000 | NS      | $2587832.56    | 0.01%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AFHT 2019-FAIR B V/R 09/15/21                 | AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR SER 2019-FAIR CL B V/R REGD 144A P/P 5.56800000                                             | CUSIP: 05223HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2155000 | NS      | $2092573.74    | 0.01%             | 2032-09-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  3.8% 09/15/30                | PLAINS ALL AMER PIPELINE REGD 3.80000000                                                                                          | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4120000 | NS      | $3580614.38    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.15% 01/01/50                | PUBLIC SERVICE ELECTRIC REGD MTN 3.15000000                                                                                       | CUSIP: 74456QCC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1066000 | NS      | $745410.21     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRF GMBH 4.35% 09/29/26                       | BRF GMBH REGD 144A P/P 4.35000000                                                                                                 | CUSIP: 05583BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      431000 | NS      | $391254.51     | 0.00%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP I 2.45% 04/30/30                | OMNICOM GROUP INC REGD 2.45000000                                                                                                 | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     1111000 | NS      | $920154.83     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BX 2018-GW A V/R 05/15/25                     | BX TRUST 2018-GW SER 2018-GW CL A V/R REGD 144A P/P 5.11800000                                                                    | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2485000 | NS      | $2422466.96    | 0.01%             | 2035-05-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.875% 07/03/23                | AIR LEASE CORP REGD 3.87500000                                                                                                    | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4000000 | NS      | $3963875.64    | 0.01%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q52319 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#Q52319 3.50000000                                                                                         | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1184931 | NS      | $1099229.22    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 2.742% 08/15/26                | KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000                                                                                    | CUSIP: 49338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | NS      | $4020405.53    | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.625% 04/15/25                  | AUTOZONE INC REGD 3.62500000                                                                                                      | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5645000 | NS      | $5461786.11    | 0.02%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTR 5.95% 11/01/32                | AMERICAN ELECTRIC POWER REGD 5.95000000                                                                                           | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1350000 | NS      | $1409558.91    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7343 5.5% 02/01/42                   | FANNIE MAE POOL UMBS P#AL7343 5.50000000                                                                                          | CUSIP: 3138EQER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      546306 | NS      | $565305.64     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 2.25% 04/01/28                | BRIXMOR OPERATING PART REGD 2.25000000                                                                                            | CUSIP: 11120VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | NS      | $763349.30     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRID 5.875% 09/30/27                | PILGRIM'S PRIDE CORP REGD 144A P/P 5.87500000                                                                                     | CUSIP: 72147KAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | NS      | $514087.44     | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 5% 04/09/27                | GENERAL MOTORS FINL CO REGD 5.00000000                                                                                            | CUSIP: 37045XDW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2689000 | NS      | $2604749.87    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7103 2% 12/01/51                     | FANNIE MAE POOL UMBS P#BU7103 2.00000000                                                                                          | CUSIP: 3140M83M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34285064 | NS      | $27936069.65   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF 7.5% 02/16/61                | ARAB REPUBLIC OF EGYPT REGD REG S EMTN 7.50000000                                                                                 | CUSIP: M1487WDL6<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      701000 | NS      | $431703.84     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM9730 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FM9730 2.00000000                                                                                          | CUSIP: 3140XDY42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1717683 | NS      | $1410971.12    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.75% 03/09/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.75000000                                                                                  | CUSIP: 654740BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14600000 | NS      | $11825434.10   | 0.04%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T/L LSF11 A5 HOLDC 0% 10/15/28                | T/L LSF11 A5 HOLDCO LLC REGD 0.00000000                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1806920 | NS      | $1743226.07    | 0.01%             | 2028-10-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| GSAMP 2007-FM2 A V/R 01/25/37                 | GSAMP TRUST 2007-FM2 SER 2007-FM2 CL A2A V/R REGD 4.44871000                                                                      | CUSIP: 3622MHAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1572500 | NS      | $943442.24     | 0.00%             | 2037-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LL 4.875% 08/15/27                | NGPL PIPECO LLC REGD 144A P/P 4.87500000                                                                                          | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5010000 | NS      | $4758259.38    | 0.02%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCI 2.15% 03/11/31                | SIEMENS FINANCIERINGSMAT REGD 144A P/P 2.15000000                                                                                 | CUSIP: 82620KBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      689000 | NS      | $558795.71     | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE8 A1 V/R 10/25/36                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE8 SER 2006-HE8 CL A1 V/R REGD 4.51871000                                            | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      464117 | NS      | $406379.74     | 0.00%             | 2036-10-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8135 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8135 3.00000000                                                                                          | CUSIP: 3140MNBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530572 | NS      | $465635.85     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUN V/R 05/24/24                | ATHENE GLOBAL FUNDING REGD V/R 144A P/P 3.64238000                                                                                | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    10525000 | NS      | $10341497.15   | 0.04%             | 2024-05-24      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| RMS 32X B V/R 06/20/70 /GBP/                  | RESIDENTIAL MORTGAGE SECURITIES 32 PLC SER 32X CL B V/R REGD REG S /GBP/ 5.21727000                                               | CUSIP: G7388PAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     5000000 | NS      | $5920499.91    | 0.02%             | 2070-06-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ELAT 2007-1 A1 V/R 05/25/37                   | ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 5.48871000                                             | CUSIP: 288542AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670318 | NS      | $641457.55     | 0.00%             | 2037-05-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8967 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8967 3.00000000                                                                                         | CUSIP: 3133B66C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      953157 | NS      | $836839.90     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 4% 12/01/46                | PACIFIC GAS & ELECTRIC REGD 4.00000000                                                                                            | CUSIP: 694308HR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13182000 | NS      | $8825127.67    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/19/31                | JPMORGAN CHASE & CO REGD V/R 1.76400000                                                                                           | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5380000 | NS      | $4078408.96    | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/24/28                    | CITIGROUP INC REGD V/R SER VAR 3.07000000                                                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10440000 | NS      | $9411960.88    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| UWM 2021-INV2 A1 V/R 09/25/51                 | UWM MORTGAGE TRUST 2021-INV2 SER 2021-INV2 CL A15 V/R REGD 144A P/P 2.50000000                                                    | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6127204 | NS      | $4680847.17    | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2834 3.5% 12/01/46                   | FANNIE MAE POOL UMBS P#MA2834 3.50000000                                                                                          | CUSIP: 31418CEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      634881 | NS      | $589105.11     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/29/28                  | UNITED STATES TREASURY NOTE 1.12500000                                                                                            | CUSIP: 91282CBP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    76082000 | NS      | $65873340.83   | 0.24%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4689.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HL 4.75% 07/03/22                | SHIMAO GROUP HLDGS LTD REGD 0.00000000                                                                                            | CUSIP: G81043AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     4359000 | NS      | $806415.00     | 0.00%             | 2023-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 6.15% 11/15/52                | CON EDISON CO OF NY INC REGD 6.15000000                                                                                           | CUSIP: 209111GD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4605000 | NS      | $4929833.57    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20230216 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-117782.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 5.5% 04/15/27                | CSC HOLDINGS LLC REGD 144A P/P 5.50000000                                                                                         | CUSIP: 126307AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | NS      | $1929415.70    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.25% 02/15/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000                                                                                 | CUSIP: 05401AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1791000 | NS      | $1532710.54    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HPLY 2019-HIT C V/R 11/15/21                  | HPLY TRUST 2019-HIT SER 2019-HIT CL C V/R REGD 5.91786000                                                                         | CUSIP: 40443RAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7603228 | NS      | $7277888.62    | 0.03%             | 2036-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 A 2.705% 07/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000                                                   | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1578198 | NS      | $1477926.86    | 0.01%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| WOART 2020-A C 1.64% 02/15/24                 | WORLD OMNI AUTO RECEIVABLES TRUST 2020-A SER 2020-A CL C REGD 1.64000000                                                          | CUSIP: 98163MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3190000 | NS      | $3031028.90    | 0.01%             | 2026-08-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#RE6029 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#RE6029 3.00000000                                                                                         | CUSIP: 3133N3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3361680 | NS      | $2923446.05    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-7 A1 V/R 07/25/67                  | VERUS SECURITIZATION TRUST 2022-7 SER 2022-7 CL A1 V/R REGD 144A P/P 5.15200000                                                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15929894 | NS      | $15490985.53   | 0.06%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA17  V/R 12/20/46                 | ALTERNATIVE LOAN TRUST 2006-OA17 SER 2006-OA17 CL 1A1A V/R REGD 4.54786000                                                        | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10592725 | NS      | $8475183.04    | 0.03%             | 2046-12-20      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| DTAOT 2020-3A  1.47% 11/15/23                 | DT AUTO OWNER TRUST 2020-3 SER 2020-3A CL C REGD 144A P/P 1.47000000                                                              | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3850000 | NS      | $3724794.54    | 0.01%             | 2026-06-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0378 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0378 2.50000000                                                                                          | CUSIP: 3140XFM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6419572 | NS      | $5504350.65    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALFA S.A. 5.25% 03/25/24                      | ALFA S.A. REGD 5.25000000                                                                                                         | CUSIP: P0156PAB5<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |      259000 | NS      | $257057.50     | 0.00%             | 2024-03-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8231 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8231 4.50000000                                                                                         | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      741943 | NS      | $714219.35     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 2.95% 04/15/31                | MARVELL TECHNOLOGY INC REGD SER WI 2.95000000                                                                                     | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4805000 | NS      | $3864847.36    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCI 4.1% 02/09/27                | DISCOVER FINANCIAL SVS REGD 4.10000000                                                                                            | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     6102000 | NS      | $5741950.09    | 0.02%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  3.5% 07/26/26                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000                                                                                  | CUSIP: 45262BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     8675000 | NS      | $7956206.50    | 0.03%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.8% 04/01/32                     | WORKDAY INC REGD 3.80000000                                                                                                       | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      535000 | NS      | $472264.25     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5499 3% 02/01/49                     | FANNIE MAE POOL UMBS P#FM5499 3.00000000                                                                                          | CUSIP: 3140X9DD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1164170 | NS      | $1042774.71    | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2019-NQM5 A V/R 11/25/59                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM5 SER 2019-NQM5 CL A1 V/R REGD 144A P/P 2.70986000                                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      982994 | NS      | $883220.79     | 0.00%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 A V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL A V/R REGD 5.46800000                                                      | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | NS      | $4488604.33    | 0.02%             | 2038-05-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3904 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3904 4.00000000                                                                                          | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      340097 | NS      | $324285.51     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARC 3.45% 03/01/32                | FACTSET RESEARCH SYSTEMS REGD 3.45000000                                                                                          | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     4570000 | NS      | $3831496.18    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.83% 10/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL B REGD 144A P/P 2.83000000                                        | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4665000 | NS      | $3727307.48    | 0.01%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PUS3MR01.25 12/15/26 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $142121.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.95% 06/01/28                  | AEP TEXAS INC REGD SER WI 3.95000000                                                                                              | CUSIP: 00108WAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2851000 | NS      | $2673421.05    | 0.01%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 4.05% 05/15/48                | DTE ELECTRIC CO REGD SER A 4.05000000                                                                                             | CUSIP: 23338VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      558000 | NS      | $463719.05     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACE 2005-HE3 M3 V/R 05/25/35                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE3 CL M3 V/R REGD 5.09371000                                           | CUSIP: 004421NE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3255162 | NS      | $3160222.33    | 0.01%             | 2035-05-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 3.625% 06/15/25                   | NETFLIX INC REGD 144A P/P 3.62500000                                                                                              | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     3500000 | NS      | $3350655.00    | 0.01%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNE 6.25% 04/01/28                | ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000                                                                                 | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3015000 | NS      | $2758761.33    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGAL 4.2% 05/01/30                | HUNTINGTON INGALLS INDUS REGD SER WI 4.20000000                                                                                   | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     2465000 | NS      | $2237301.34    | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7312 2.5% 04/20/51                | GINNIE MAE II POOL P#MA7312 2.50000000                                                                                            | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3427964 | NS      | $2985566.80    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 03/30/28                     | DNB BANK ASA REGD V/R 144A P/P 1.60500000                                                                                         | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    15430000 | NS      | $13053173.91   | 0.05%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 06/20/30                     | BARCLAYS PLC REGD V/R 5.08800000                                                                                                  | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1570000 | NS      | $1446064.95    | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RWI6MP05.67 03/15/28 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |           1 | NC      | $8911.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JABIL INC 1.7% 04/15/26                       | JABIL INC REGD 1.70000000                                                                                                         | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     4870000 | NS      | $4315530.92    | 0.02%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67709 3.5% 03/01/48                  | FREDDIE MAC GOLD POOL P#G67709 3.50000000                                                                                         | CUSIP: 3132XCR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17262596 | NS      | $16129147.56   | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L CAESARS RES 0% 07/21/25                   | T/L CAESARS RESORT COLLECTION  LLC REGD 0.00000000                                                                                | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5086787 | NS      | $5069440.64    | 0.02%             | 2025-07-21      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| SLMA 2006-10 B V/R 03/25/44                   | SLM STUDENT LOAN TRUST 2006-10 SER 2006-10 CL B V/R 4.57843000                                                                    | CUSIP: 78443BAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1455099 | NS      | $1308306.04    | 0.00%             | 2044-03-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| AESOP 2019-3A  2.36% 03/20/25                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2019-3A CL A REGD 144A P/P 2.36000000                                                | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12120000 | NS      | $11280189.44   | 0.04%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINA 4.375% 03/19/24                | SYNCHRONY FINANCIAL REGD 4.37500000                                                                                               | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     9540000 | NS      | $9368245.47    | 0.03%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 03/01/30                | CAPITAL ONE FINANCIAL CO REGD V/R 3.27300000                                                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    16238000 | NS      | $13882998.48   | 0.05%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FCAT 2020-4 D 2.18% 02/16/27                  | FLAGSHIP CREDIT AUTO TRUST 2020-4 SER 2020-4 CL D REGD 144A P/P 2.18000000                                                        | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8135000 | NS      | $7620565.38    | 0.03%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CA 3.875% 03/15/46                | DUKE ENERGY CAROLINAS REGD 3.87500000                                                                                             | CUSIP: 26442CAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4803000 | NS      | $3776863.07    | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 4.75% 05/15/42                | DEVON ENERGY CORPORATION REGD 4.75000000                                                                                          | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     2963000 | NS      | $2508140.09    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRAND 3.125% 07/26/24                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000                                                                                  | CUSIP: 45262BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    10790000 | NS      | $10315064.55   | 0.04%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 5.327% 02/06/29                | MICRON TECHNOLOGY INC REGD 5.32700000                                                                                             | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     6490000 | NS      | $6229875.54    | 0.02%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR V/R 01/15/34                 | SYMPHONY CLO XXIII LTD SER 2020-23A CL AR V/R REGD 144A P/P 5.09914000                                                            | CUSIP: 87167NDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14200000 | NS      | $13971720.80   | 0.05%             | 2034-01-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 3.45% 02/02/61                | SAUDI INTERNATIONAL BOND REGD REG S EMTN 3.45000000                                                                               | CUSIP: M6320UBC2<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      610000 | NS      | $436150.00     | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| T/L FANATICS COMM ZCP 11/24/28                | T/L FANATICS COMMERCE ZCP TERM LOAN 0.00000000                                                                                    | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |      480370 | NS      | $470762.60     | 0.00%             | 2028-11-24      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 06/09/32                 | SOCIETE GENERALE REGD V/R 144A P/P 2.88900000                                                                                     | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    10400000 | NS      | $8001004.34    | 0.03%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF  ZCP 05/19/23/ARS/                | REPUBLIC OF ARGENTINA /ARS/ REGD ZCP 0.00000000                                                                                   | CUSIP: P8S090ZT6<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |   245700000 | NS      | $2224202.46    | 0.01%             | 2023-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 3.875% 01/23/28                | AERCAP IRELAND CAP/GLOBA REGD 3.87500000                                                                                          | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10445000 | NS      | $9393668.24    | 0.03%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 4% 01/15/31                       | AKER BP ASA REGD 144A P/P 4.00000000                                                                                              | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    14110000 | NS      | $12365960.82   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3  V/R 06/01/42                 | JP MORGAN MORTGAGE TRUST 2019-INV3 SER 2019-INV3 CL A15 V/R REGD 144A P/P 3.50000000                                              | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      892461 | NS      | $756330.31     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47                  | GINNIE MAE II POOL P#MA4720 4.00000000                                                                                            | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1344945 | NS      | $1294571.01    | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8649 3% 01/01/47                     | FANNIE MAE POOL UMBS P#AS8649 3.00000000                                                                                          | CUSIP: 3138WJTF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1069882 | NS      | $955631.75     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP V/R /PERP/                | CREDIT SUISSE GROUP AG REGD V/R /PERP/ 144A P/P 5.25000000                                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1100000 | NS      | $715749.62     | 0.00%             | 2171-02-11      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3514 4.5% 05/01/49                   | FANNIE MAE POOL UMBS P#CA3514 4.50000000                                                                                          | CUSIP: 3140QA3Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2322918 | NS      | $2273074.12    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 2.15% 01/15/27                | GLOBAL PAYMENTS INC REGD 2.15000000                                                                                               | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3192000 | NS      | $2784545.25    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R2 A2 V/R 01/25/57                   | CIM TRUST 2021-R2 SER 2021-R2 CL A2 V/R REGD 2.50000000                                                                           | CUSIP: 12564MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8717546 | NS      | $7733523.46    | 0.03%             | 2057-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANC 3.95% 11/06/24                | DISCOVER FINANCIAL SVS REGD 3.95000000                                                                                            | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     6058000 | NS      | $5896544.43    | 0.02%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 4.345% 09/17/27                | NISSAN MOTOR CO REGD 144A P/P 4.34500000                                                                                          | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    10500000 | NS      | $9520832.27    | 0.03%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20230110 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26196.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L ACRISURE LLC 0% 02/15/27                  | T/L ACRISURE LLC REGD 0.00000000                                                                                                  | CUSIP: 00488PAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2969466 | NS      | $2780162.21    | 0.01%             | 2027-02-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| T/L CROWN FINA 0% 09/08/2023_                 | T/L CROWN FINANCE US  INC REGD 0.00000000                                                                                         | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2844334 | NS      | $2786565.89    | 0.01%             | 2023-09-08      | Variable      | 14.41%                | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH 6.637% 04/01/57                | MUNI ELEC AUTH OF GEORGIA REGD N/C B/E 6.63700000                                                                                 | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |      983000 | NS      | $1051556.19    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52                   | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                                                          | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      788703 | NS      | $759232.27     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L ATHENAHEAL 0% 02/15/29                    | T/L ATHENAHEALTH INC REGD 0.00000000                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      442220 | NS      | $398157.34     | 0.00%             | 2029-02-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-NQM1 A V/R 09/25/26                 | PRPM LLC SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000                                                                         | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19250637 | NS      | $18913950.69   | 0.07%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.6% 06/01/32                | MOTOROLA SOLUTIONS INC REGD 5.60000000                                                                                            | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     6486000 | NS      | $6313778.02    | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SRFC 2019-2A C 3.12% 03/20/26                 | SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC SER 2019-2A CL C REGD 144A P/P 3.12000000                                         | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1037309 | NS      | $966731.32     | 0.00%             | 2036-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-1 A1 V/R 01/25/26                   | ANGEL OAK MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.88100000                                                     | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7269672 | NS      | $6350427.49    | 0.02%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC A V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL A V/R REGD 144A P/P 5.11800000                                         | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      141735 | NS      | $137997.00     | 0.00%             | 2038-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ F 2.45% 03/02/31                | MERCEDES-BENZ FIN NA REGD 144A P/P 2.45000000                                                                                     | CUSIP: 233851ED2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1015000 | NS      | $828579.85     | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1  2.75% 05/15/32                | JETBLUE 2019-1 CLASS AA REGD SER 2019 2.75000000                                                                                  | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      606115 | NS      | $497214.80     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7135 2% 01/20/51                  | GINNIE MAE II POOL P#MA7135 2.00000000                                                                                            | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22948246 | NS      | $19349964.29   | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.8% 01/15/51                    | COMCAST CORP REGD 2.80000000                                                                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      901000 | NS      | $568625.34     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2908 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#QE2908 3.50000000                                                                                         | CUSIP: 3133BCGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35242216 | NS      | $32045783.62   | 0.12%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.25% 06/01/25                | GLP CAPITAL LP / FIN II REGD 5.25000000                                                                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2271000 | NS      | $2232426.03    | 0.01%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.55% 06/01/45                | KINDER MORGAN INC REGD 5.55000000                                                                                                 | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      960000 | NS      | $875338.92     | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HPA 2019-1 D 3.406% 09/17/27                  | HOME PARTNERS OF AMERICA 2019-1 TRUST SER 2019-1 CL D REGD 144A P/P 3.40600000                                                    | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1157538 | NS      | $995403.84     | 0.00%             | 2039-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B B 4% 11/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL B REGD 144A P/P 4.00000000                                                  | CUSIP: 78449LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | NS      | $252362.40     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCCLT 2019-1 A V/R 09/25/46                   | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 3.29000000                                         | CUSIP: 41753CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2748678 | NS      | $2644033.71    | 0.01%             | 2046-09-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| WLAKE 2020-3A  1.24% 11/17/25                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 SER 2020-3A CL C REGD 144A P/P 1.24000000                                            | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030000 | NS      | $1004139.17    | 0.00%             | 2025-11-17      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| BBCMS 2017-DELC  V/R 08/15/19                 | BBCMS 2017-DELC MORTGAGE TRUST SER 2017-DELC CL C V/R REGD 5.64286000                                                             | CUSIP: 05552EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13718000 | NS      | $13354876.31   | 0.05%             | 2036-08-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| RMS 32A A V/R 06/20/70 /GBP/                  | RESIDENTIAL MORTGAGE SECURITIES 32 PLC SER 32A CL A V/R REGD 144A P/P /GBP/ 4.56727000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     1249577 | NS      | $1500859.21    | 0.01%             | 2070-06-20      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 8.5% 07/15/27                | OCCIDENTAL PETROLEUM COR REGD 8.50000000                                                                                          | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1705000 | NS      | $1835953.96    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4453 4.5% 05/20/47                | GINNIE MAE II POOL P#MA4453 4.50000000                                                                                            | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2052593 | NS      | $2028366.62    | 0.01%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31                | VERIZON COMMUNICATIONS REGD 1.75000000                                                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10146000 | NS      | $7871656.51    | 0.03%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.538% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000                                                       | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1815000 | NS      | $1535606.34    | 0.01%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE  3.5% 03/01/32                | PILGRIM'S PRIDE CORP REGD 144A P/P 3.50000000                                                                                     | CUSIP: 72147KAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16890000 | NS      | $13216425.00   | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 4.8% 08/15/38                      | CIGNA CORP REGD SER WI 4.80000000                                                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2350000 | NS      | $2180877.01    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                                                         | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   261237998 | NS      | $229264713.56  | 0.83%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC D V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL D V/R REGD 144A P/P 6.01800000                                         | CUSIP: 466330AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4263000 | NS      | $4048979.50    | 0.01%             | 2038-04-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| DRIVE 2019-1 D 4.09% 06/15/26                 | DRIVE AUTO RECEIVABLES TRUST 2019-1 SER 2019-1 CL D REGD 4.09000000                                                               | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520675 | NS      | $1516962.60    | 0.01%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VE 9.75% 05/17/35 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 0.00000000                                                                                          | CUSIP: P7807HAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      830000 | NS      | $39425.00      | 0.00%             | 2035-05-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5168 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE5168 3.00000000                                                                                         | CUSIP: 3133BEW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      294579 | NS      | $258655.40     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4333 2% 05/01/41                     | FANNIE MAE POOL UMBS P#MA4333 2.00000000                                                                                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6537582 | NS      | $5567609.56    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB 2015-C3 3.821% 07/15/25                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C30 SER 2015-C30 CL A5 REGD 3.82180000                                            | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1841000 | NS      | $1754036.87    | 0.01%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING V/R /PERP//EUR/                | LLOYDS BANKING GROUP PLC /EUR/ REGD V/R /PERP/ 4.94700000                                                                         | CUSIP: G5533WBP1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7781000 | NS      | $7955724.56    | 0.03%             | 2171-06-27      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLD9 2014-9A AR V/R 10/29/29                 | GOLDENTREE LOAN OPPORTUNITIES IX LTD SER 2014-9A CL AR2 V/R REGD 144A P/P 5.52471000                                              | CUSIP: 38123HAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10367871 | NS      | $10278706.97   | 0.04%             | 2029-10-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.2% 08/15/45                | DUKE ENERGY PROGRESS LLC REGD 4.20000000                                                                                          | CUSIP: 26442UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $836379.29     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER 5% 03/01/43                | KINDER MORGAN ENER PART REGD 5.00000000                                                                                           | CUSIP: 494550BP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1186000 | NS      | $1013014.53    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A19 V/R REGD 144A P/P 4.50000000                                                  | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59643 | NS      | $58028.34      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV1  V/R 10/25/49                 | JP MORGAN MORTGAGE TRUST 2019-INV1 SER 2019-INV1 CL B3 V/R REGD 144A P/P 4.97932200                                               | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1492706 | NS      | $1268788.88    | 0.00%             | 2049-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE 3.875% 04/13/24                | AFRICA FINANCE CORP REGD 144A P/P 3.87500000                                                                                      | CUSIP: 00830YAB7<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |     1085000 | NS      | $1055162.50    | 0.00%             | 2024-04-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHC 3.54% 08/15/50                | BAPTIST HEALTHCARE REGD SER 20B 3.54000000                                                                                        | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8700000 | NS      | $6244477.98    | 0.02%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3088 4% 08/01/47                     | FANNIE MAE POOL UMBS P#MA3088 4.00000000                                                                                          | CUSIP: 31418CNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5879550 | NS      | $5615264.37    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-2 A2 V/R 06/25/66                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL A2 V/R REGD 144A P/P 1.08500000                                           | CUSIP: 31572LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4387654 | NS      | $3371526.60    | 0.01%             | 2066-06-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES O 2% 08/15/31                | INVITATION HOMES OP REGD 2.00000000                                                                                               | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1870000 | NS      | $1381924.32    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.75 04/05/24 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $29829.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2016-2A A3 V/R 10/25/27                 | NAVIENT STUDENT LOAN TRUST 2016-2 SER 2016-2A CL A3 V/R 144A P/P 5.88871000                                                       | CUSIP: 63940FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5517893 | NS      | $5467743.18    | 0.02%             | 2065-06-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 4.185% 02/15/27                | MICRON TECHNOLOGY INC REGD 4.18500000                                                                                             | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     5359000 | NS      | $5073887.53    | 0.02%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2208 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2208 4.50000000                                                                                          | CUSIP: 3140Q9N25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3239368 | NS      | $3174190.76    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7072 3% 04/01/51                     | FANNIE MAE POOL UMBS P#FM7072 3.00000000                                                                                          | CUSIP: 3140XA2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9164117 | NS      | $8143759.31    | 0.03%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2017-A B V/R 09/15/25                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A SER 2017-A CL B V/R REGD 144A P/P 3.91000000                                          | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | NS      | $409962.70     | 0.00%             | 2058-12-16      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 V/R 11/25/24                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.17800000                                           | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3078932 | NS      | $2752568.30    | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEP 2% 03/09/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000                                                                                  | CUSIP: 654740BS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14300000 | NS      | $12297679.97   | 0.04%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC 2% 05/15/30                       | ONE GAS INC REGD 2.00000000                                                                                                       | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      732000 | NS      | $595175.64     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 4% 01/15/29                | BLACKSTONE PRIVATE CRE REGD SER WI 4.00000000                                                                                     | CUSIP: 09261HAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5498000 | NS      | $4535990.80    | 0.02%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMCAR 2021-1 A 0.35% 05/16/24                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL A3 REGD 0.35000000                                        | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4538324 | NS      | $4390533.51    | 0.02%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 3.7% 10/07/33                | REPUBLIC OF GUATEMALA REGD REG S 3.70000000                                                                                       | CUSIP: P5015VAM8<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |     3725000 | NS      | $3066434.49    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5965 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD5965 2.00000000                                                                                         | CUSIP: 3133B3TW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      270916 | NS      | $222761.71     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OOMLT 2004-2 M1 V/R 05/25/34                  | OPTION ONE MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 5.18371000                                                        | CUSIP: 68389FFG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5026248 | NS      | $4826652.70    | 0.02%             | 2034-05-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-5 A3 V/R 09/25/24                   | ANGEL OAK MORTGAGE TRUST 2020-5 SER 2020-5 CL A3 V/R REGD 144A P/P 2.04100000                                                     | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      623777 | NS      | $552518.96     | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE V 5.375% 04/12/27 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 5.37500000                                                                                          | CUSIP: P7807HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     2052000 | NS      | $92340.00      | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 E2 2.952% 12/17/26                 | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000                                                   | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4277809 | NS      | $3490493.13    | 0.01%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | HUF/USD FWD 20230112 000011553 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29430.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 2.95% 03/01/26                | PACIFIC GAS & ELECTRIC REGD 2.95000000                                                                                            | CUSIP: 694308HP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3312000 | NS      | $3035450.19    | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS 0A226XAK9 01.000 NA 12/20/2024 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $170103.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RJI3MP07.71 11/23/25 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |           1 | NC      | $4688.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL ISDA MYC 4.23000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |    -1480000 | NS      | $-1480000.00   | -0.01%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| GMCAR 2021-2 A 0.51% 10/16/24                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL A3 REGD 0.51000000                                        | CUSIP: 380149AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15370363 | NS      | $14768635.09   | 0.05%             | 2026-04-16      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/30/35                    | UNICREDIT SPA REGD V/R 144A P/P MTN 5.45900000                                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1930000 | NS      | $1568024.81    | 0.01%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BALLY 2021-1A A1 V/R 04/15/34                 | BALLYROCK CLO 15 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 5.13914000                                                               | CUSIP: 05875TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10050000 | NS      | $9701807.70    | 0.04%             | 2034-04-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.36 06/30/25 GOLD FLOAT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $216527.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G67717 4% 11/01/48                    | FREDDIE MAC GOLD POOL P#G67717 4.00000000                                                                                         | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17238315 | NS      | $16536725.16   | 0.06%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36                | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                                                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4040000 | NS      | $3815548.95    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3462 3.5% 12/01/33                   | FANNIE MAE POOL UMBS P#FM3462 3.50000000                                                                                          | CUSIP: 3140X6Z46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2310254 | NS      | $2229115.77    | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-10 A1 V/R 10/25/26                  | PRPM 2021-10 LLC SER 2021-10 CL A1 V/R REGD 144A P/P 2.48700000                                                                   | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6084512 | NS      | $5625929.29    | 0.02%             | 2026-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD4944 3% 01/01/52                     | FREDDIE MAC POOL UMBS P#QD4944 3.00000000                                                                                         | CUSIP: 3133B2P52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44176 | NS      | $38806.05      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 1.75% 01/22/49/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000                                                                                   | CUSIP: G4527HEG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      160000 | NS      | $123751.14     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.125% 05/15/45                   | ORACLE CORP REGD 4.12500000                                                                                                       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8420000 | NS      | $6350125.46    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW2935 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW2935 3.00000000                                                                                          | CUSIP: 3140MUHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      488875 | NS      | $429294.35     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2013-4 B1 V/R 04/25/43                   | SEQUOIA MORTGAGE TRUST 2013-4 SER 2013-4 CL B1 V/R REGD 3.44161000                                                                | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475773 | NS      | $439675.70     | 0.00%             | 2043-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHIL 3.2% 07/06/46                | REPUBLIC OF PHILIPPINES REGD 3.20000000                                                                                           | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     3645000 | NS      | $2656577.37    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAIL 2005-HE2 M2 V/R 07/25/35                 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE2 SER 2005-HE2 CL M2 V/R REGD 5.13871000                                            | CUSIP: 86358EVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5497318 | NS      | $5242522.79    | 0.02%             | 2035-07-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.95% 02/01/41                | ENTERPRISE PRODUCTS OPER REGD 5.95000000                                                                                          | CUSIP: 29379VAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | NS      | $1602941.57    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.179% 11/19/25                | BANCO SANTANDER SA REGD 5.17900000                                                                                                | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | NS      | $2360826.89    | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6099 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6099 3.00000000                                                                                         | CUSIP: 3133BFX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44704 | NS      | $39254.81      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA FBF                      | CASH COLLATERAL ISDA FBF 4.23000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -37000 | NS      | $-37000.00     | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| US TREAS NTS 0.5% 03/15/23                    | UNITED STATES TREASURY NOTE 0.50000000                                                                                            | CUSIP: 912828ZD5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    64441000 | NS      | $63950089.75   | 0.23%             | 2023-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE IN 2.25% 07/12/31                | ENEL FINANCE INTL NV REGD 144A P/P 2.25000000                                                                                     | CUSIP: 29278GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      496000 | NS      | $360892.95     | 0.00%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER S 4.95% 11/21/32                | THERMO FISHER SCIENTIFIC REGD 4.95000000                                                                                          | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     3693000 | NS      | $3745070.08    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-4 M1 V/R 03/25/35                   | FREMONT HOME LOAN TRUST 2004-4 SER 2004-4 CL M1 V/R REGD 5.18371000                                                               | CUSIP: 35729PGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21669221 | NS      | $20126537.36   | 0.07%             | 2035-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2592 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#QE2592 3.50000000                                                                                         | CUSIP: 3133BB2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      994885 | NS      | $904858.72     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP01.78 07/24/53 CITIBANK FLOAT                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $4182404.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTR 2016-25A A V/R 04/20/29                 | VENTURE XXV CLO LTD SER 2016-25A CL ARR V/R REGD 144A P/P 5.26257000                                                              | CUSIP: 92329VAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17357352 | NS      | $17165310.47   | 0.06%             | 2029-04-20      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH A V/R 07/15/26                   | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 5.39800000                                               | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    74912991 | NS      | $72751691.28   | 0.26%             | 2038-07-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.25% 04/15/26                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.25000000                                                                                 | CUSIP: 05401AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      515000 | NS      | $466873.90     | 0.00%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.375% 09/01/26                       | HCA INC REGD 5.37500000                                                                                                           | CUSIP: 404121AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7650000 | NS      | $7564909.13    | 0.03%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALT 2.7% 01/15/27                | OAKTREE SPECIALTY LEND REGD 2.70000000                                                                                            | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     5520000 | NS      | $4687166.19    | 0.02%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC  4.4% 10/15/29                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 4.40000000                                                                                   | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2987000 | NS      | $2500387.77    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WEN 2021-1A A2 2.37% 03/15/29                 | WENDY'S FUNDING LLC SER 2021-1A CL A2I REGD 144A P/P 2.37000000                                                                   | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5231335 | NS      | $4223382.30    | 0.02%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| NRZT 2019-RPL3 A V/R 07/25/59                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000                                    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19475272 | NS      | $18094928.74   | 0.07%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YE 0.1% 03/01/23/JPY/                | JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 422 0.10000000                                                                                | CUSIP: J2S39LLC6<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |  4195000000 | NS      | $31974568.73   | 0.12%             | 2023-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STACR 2021-HQA1  V/R 08/25/33                 | FREDDIE MAC STACR REMIC TRUST 2021-HQA1 SER 2021-HQA1 CL M1 V/R REGD 144A P/P 4.62768000                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      715761 | NS      | $711855.54     | 0.00%             | 2033-08-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 02/18/36                | STANDARD CHARTERED PLC REGD V/R 144A P/P 3.26500000                                                                               | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    41220000 | NS      | $30478951.76   | 0.11%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  2.75% 05/15/30                | ONCOR ELECTRIC DELIVERY REGD SER WI 2.75000000                                                                                    | CUSIP: 68233JBU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1344000 | NS      | $1170453.97    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFE 6.125% 12/15/45                | ENERGY TRANSFER LP REGD 6.12500000                                                                                                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1752000 | NS      | $1621022.69    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                | GLP CAPITAL LP / FIN II REGD 5.30000000                                                                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5325000 | NS      | $5039260.50    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PW 4% 08/15/45                | NORTHERN STATES PWR-MINN REGD 4.00000000                                                                                          | CUSIP: 665772CN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $814264.00     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL  3.1% 04/15/50                | NATIONAL RETAIL PROP INC REGD 3.10000000                                                                                          | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     1139000 | NS      | $698437.78     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.75% 02/15/44                | PACIFIC GAS & ELECTRIC REGD 4.75000000                                                                                            | CUSIP: 694308HH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9596000 | NS      | $7341746.83    | 0.03%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 06/29/32                | STANDARD CHARTERED PLC REGD V/R 144A P/P 2.67800000                                                                               | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    52100000 | NS      | $39269585.69   | 0.14%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/15/23                | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                                                            | CUSIP: 694308HC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2670000 | NS      | $2640229.85    | 0.01%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0173 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS0173 2.00000000                                                                                          | CUSIP: 3140XFFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2818658 | NS      | $2319411.73    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2014-GC18 B V/R 01/10/24                 | GS MORTGAGE SECURITIES TRUST 2014-GC18 SER 2014-GC18 CL B V/R REGD 4.88500000                                                     | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9523000 | NS      | $8718174.13    | 0.03%             | 2047-01-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| T/L NORTONLIFEL 0% 1/28/2029                  | T/L NORTONLIFELOCK INC REGD 0.00000000                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     9100000 | NS      | $8931286.00    | 0.03%             | 2029-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT2 V/R 07/25/23                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT2 V/R 3.77127000                                           | CUSIP: 3137FMUK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      149924 | NS      | $148618.87     | 0.00%             | 2047-12-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-46604.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2.45% 12/02/27                 | NRG ENERGY INC REGD 144A P/P 2.45000000                                                                                           | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     5948000 | NS      | $4928244.13    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM H WTS 9/21/55/REST/                | WINDSTREAM HOLDINGS II LLC____  SPECIAL WARRANT EXPIRES 9/21/55/RESTRICTED/ 0.00000000                                            | CUSIP: 8725909B2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9444 | NS      | $80664.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GLOBAL PAYMENTS 4.95% 08/15/27                | GLOBAL PAYMENTS INC REGD 4.95000000                                                                                               | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3586000 | NS      | $3478429.47    | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230221 000011343 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2295.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICENOW INC 1.4% 09/01/30                  | SERVICENOW INC REGD 1.40000000                                                                                                    | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     4583000 | NS      | $3506070.99    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PSTAT 2021-2A A2 V/R 05/20/29                 | PALMER SQUARE LOAN FUNDING 2021-2 LTD SER 2021-2A CL A2 V/R REGD 144A P/P 5.92543000                                              | CUSIP: 69702DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11775000 | NS      | $11471946.83   | 0.04%             | 2029-05-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-1 D 1.27% 03/15/27                  | FLAGSHIP CREDIT AUTO TRUST 2021-1 SER 2021-1 CL D REGD 144A P/P 1.27000000                                                        | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1480000 | NS      | $1333339.99    | 0.00%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0854 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#CA0854 3.50000000                                                                                          | CUSIP: 3140Q75Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1787791 | NS      | $1656845.77    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C2 3.732% 07/15/25                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C24 CL A4 REGD 3.73200000                                          | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | NS      | $5705056.20    | 0.02%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| OAKC 2020-7A AR V/R 02/24/37                  | OHA CREDIT FUNDING 7 LTD SER 2020-7A CL AR V/R REGD 144A P/P 5.25504000                                                           | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | NS      | $321379.41     | 0.00%             | 2037-02-24      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA4 A V/R 05/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA4 SER 2007-OA4 CL A1 V/R REGD 4.72871000                                                            | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1296445 | NS      | $1087288.63    | 0.00%             | 2047-05-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5878 3.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#QE5878 3.50000000                                                                                         | CUSIP: 3133BFQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2963818 | NS      | $2695009.98    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5613 2% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD5613 2.00000000                                                                                         | CUSIP: 3133B3GW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2388276 | NS      | $1964507.74    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP07.98 12/10/27 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-3384.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CA 9.625% 12/01/32                | SEAGATE HDD CAYMAN REGD 144A P/P 9.62500000                                                                                       | CUSIP: 81180WBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     6369875 | NS      | $6986478.90    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30                        | AON CORP REGD 2.80000000                                                                                                          | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4151000 | NS      | $3540083.96    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS IN 7% 05/14/26                | NBM US HOLDINGS INC REGD 144A P/P 7.00000000                                                                                      | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3390000 | NS      | $3366303.90    | 0.01%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4.0% FEB 23                     | FNCL 30YR TBA 4.0% FEB 23     TO BE ANNOUNCED 4.00000000                                                                          | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -27600000 | NS      | $-25881570.73  | -0.09%            | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHG 2022-C B 5.93% 10/17/35                   | BHG SECURITIZATION TRUST 2022-C SER 2022-C CL B REGD 144A P/P 5.93000000                                                          | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      551000 | NS      | $541452.99     | 0.00%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 4.25% 10/22/26                | BANK OF AMERICA CORP REGD MTN 4.25000000                                                                                          | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13040000 | NS      | $12595979.92   | 0.05%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMCAR 2020-1 D 1.8% 12/18/23                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 SER 2020-1 CL D REGD 1.80000000                                                   | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3030000 | NS      | $2858902.26    | 0.01%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FHS 337 300 3% 09/15/44                       | FREDDIE MAC STRIPS SER 337 CL 300 3.00000000                                                                                      | CUSIP: 3132J0DE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39851213 | NS      | $35999833.59   | 0.13%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA  1.31% 11/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-HA CL A REGD 144A P/P 1.31000000                                        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2539202 | NS      | $2278872.62    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-OA5 1A V/R 06/25/47                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-OA5 SER 2007-OA5 CL 1A V/R REGD 2.79826000                                    | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8701810 | NS      | $6694880.51    | 0.02%             | 2047-06-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| CAVU 2021-2A B1 V/R 10/25/34                  | TRIMARAN CAVU 2021-2 LTD SER 2021-2A CL B1 V/R REGD 144A P/P 6.10843000                                                           | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | NS      | $2390695.00    | 0.01%             | 2034-10-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0231 3% 01/01/50                     | FREDDIE MAC POOL UMBS P#SD0231 3.00000000                                                                                         | CUSIP: 3132DMHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27108645 | NS      | $24140821.38   | 0.09%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                | DCP MIDSTREAM OPERATING REGD 5.12500000                                                                                           | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3380000 | NS      | $3257419.33    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.99% 03/01/49                | FLORIDA POWER & LIGHT CO REGD 3.99000000                                                                                          | CUSIP: 341081FU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4715000 | NS      | $3952954.49    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.625% 02/15/29                | T-MOBILE USA INC REGD 2.62500000                                                                                                  | CUSIP: 87264ABS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4826000 | NS      | $4085357.64    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.00PER6M 09/21/32 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-7153176.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI 2018-C BF 4.13% 06/25/27                 | SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST SER 2018-C CL BFX REGD 144A P/P 4.13000000                                            | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1875000 | NS      | $1748536.50    | 0.01%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| T/L ATHENAHEAL 0% 02/15/29                    | T/L ATHENAHEALTH INC REGD 0.00000000                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2596053 | NS      | $2337382.70    | 0.01%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27                       | HCA INC REGD 144A P/P 3.12500000                                                                                                  | CUSIP: 404119CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      953000 | NS      | $866447.02     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/12/26                     | UBS GROUP AG REGD V/R 144A P/P 4.48800000                                                                                         | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3050000 | NS      | $2980958.86    | 0.01%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE H 5.5% 02/15/24                | PARK AEROSPACE HOLDINGS REGD 144A P/P 5.50000000                                                                                  | CUSIP: 70014LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1247000 | NS      | $1230738.53    | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230112 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3066.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDIN 7% 07/09/25                | SUNAC CHINA HOLDINGS LTD REGD REG S 7.00000000                                                                                    | CUSIP: G8569AAT3<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | CN        |      700000 | NS      | $149513.64     | 0.00%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MAGNE 2012-7A A1 V/R 01/15/28                 | MAGNETITE VII LTD SER 2012-7A CL A1R2 V/R REGD 4.87914000                                                                         | CUSIP: 55951PBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10584031 | NS      | $10428879.55   | 0.04%             | 2028-01-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 4.125% 08/15/31                | VENTURE GLOBAL CALCASIEU REGD 144A P/P 4.12500000                                                                                 | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $851995.00     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR7 2.64% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E2 REGD 144A P/P 2.64000000                                                 | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1035000 | NS      | $792567.09     | 0.00%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MDPK 2020-47A B V/R 01/19/34                  | MADISON PARK FUNDING XLVII LTD SER 2020-47A CL B V/R REGD 144A P/P 6.07657000                                                     | CUSIP: 55820FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | NS      | $486005.00     | 0.00%             | 2034-01-19      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7473 3% 07/20/51                  | GINNIE MAE II POOL P#MA7473 3.00000000                                                                                            | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23029305 | NS      | $20608089.98   | 0.07%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20230112 000004664 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9283.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                    | UNITED STATES TREASURY BOND 2.50000000                                                                                            | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    49400000 | NS      | $37190867.06   | 0.14%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POL 5.75% 11/16/32                | REPUBLIC OF POLAND REGD 5.75000000                                                                                                | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      517000 | NS      | $550142.80     | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PART 2020-1A E 3.67% 08/15/24                 | PRESTIGE AUTO RECEIVABLES TRUST 2020-1 SER 2020-1A CL E REGD 144A P/P 3.67000000                                                  | CUSIP: 74114BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3270000 | NS      | $3186132.68    | 0.01%             | 2028-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 02/15/43                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                                                         | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      388863 | NS      | $313495.40     | 0.00%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-1 A3 V/R 01/25/21                   | SLM STUDENT LOAN TRUST 2012-1 SER 2012-1 CL A3 V/R 5.33871000                                                                     | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9186756 | NS      | $8893479.51    | 0.03%             | 2028-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER07.38 08/14/37 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $5893.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2019-4 A1 V/R 07/25/29                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000                                                    | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    56671567 | NS      | $52621839.21   | 0.19%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 4.3% 07/13/25                | GENERAL MOTORS FINL CO REGD 4.30000000                                                                                            | CUSIP: 37045XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      182000 | NS      | $176261.07     | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAFL 2018-1 A 3.804% 05/19/23                 | COREVEST AMERICAN FINANCE 2018-1 TRUST SER 2018-1 CL A REGD 144A P/P 3.80400000                                                   | CUSIP: 21872BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4674 | NS      | $4661.82       | 0.00%             | 2023-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3210 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#MA3210 3.50000000                                                                                          | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1585663 | NS      | $1466579.11    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/10/23                   | MORGAN STANLEY REGD V/R MTN 0.56000000                                                                                            | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      618000 | NS      | $616186.33     | 0.00%             | 2023-11-10      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NWPT A V/R 09/09/24                 | CSMC 2022-NWPT SER 2022-NWPT CL A V/R REGD 144A P/P 7.47861000                                                                    | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1867000 | NS      | $1830965.59    | 0.01%             | 2024-09-09      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLA 4.5% 01/31/30                | BRASKEM NETHERLANDS REGD 144A P/P 4.50000000                                                                                      | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5210000 | NS      | $4430889.31    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD 5.5% 10/01/27                  | WYNN MACAU LTD REGD 144A P/P 5.50000000                                                                                           | CUSIP: 98313RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     2000000 | NS      | $1748180.00    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-3 A1 V/R 05/25/58                   | TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.75000000                                                    | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100917 | NS      | $2931567.90    | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.875% 02/15/25                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.87500000                                                                                 | CUSIP: 05401AAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3919000 | NS      | $3620236.96    | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HARVT 21A A V/R 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 2.13800000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    34400000 | NS      | $35759428.02   | 0.13%             | 2031-07-15      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-6NC PLC SER 2007-6NCX CL A3A V/R REGD REG S /GBP/ 3.96771000                                                     | CUSIP: G329A0AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      157900 | NS      | $183083.88     | 0.00%             | 2045-09-13      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RP11 P V/R 10/25/61                 | CSMC 2021-RPL11 TRUST SER 2021-RP11 CL PT V/R REGD 144A P/P 3.77605800                                                            | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27450819 | NS      | $20699037.84   | 0.08%             | 2061-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 01/06/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1110 0.00000000                                                                       | CUSIP: J2S39LWU4<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        |  2930000000 | PA      | $22325755.20   | 0.08%             | 2023-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-3 3A1 V/R 05/25/33                 | BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A1 V/R REGD 3.33274800                                                               | CUSIP: 07384MUP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355942 | NS      | $330720.68     | 0.00%             | 2033-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  2.717% 01/07/29                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.71700000                                                                                    | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     3800000 | NS      | $3137854.52    | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0716 2% 07/01/51                     | FREDDIE MAC POOL UMBS P#SD0716 2.00000000                                                                                         | CUSIP: 3132DMYM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8788889 | NS      | $7286830.16    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-5BP D V/R 06/15/20                  | DBGS 2018-5BP MORTGAGE TRUST SER 2018-5BP CL D V/R REGD 144A P/P 5.81800000                                                       | CUSIP: 33830CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5171000 | NS      | $4573398.39    | 0.02%             | 2033-06-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.6% 05/15/52                  | PECO ENERGY CO REGD 4.60000000                                                                                                    | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      571000 | NS      | $513344.61     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 4.05% 07/01/23                | ITC HOLDINGS CORP REGD 4.05000000                                                                                                 | CUSIP: 465685AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3812000 | NS      | $3780387.05    | 0.01%             | 2023-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER  6.375% 02/15/29                | RENT-A-CENTER INC REGD 144A P/P 6.37500000                                                                                        | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     1250000 | NS      | $1011185.39    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORMT 2022- V/R 07/28/47 /GBP/                | FORMENTERA ISSUER PLC SER 2022-1 CL A V/R REGD REG S /GBP/ 3.63491000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    24946835 | NS      | $29049443.84   | 0.11%             | 2047-07-28      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| HAROT 2021-1 A 0.27% 03/21/24                 | HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST SER 2021-1 CL A3 REGD 0.27000000                                                        | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7268378 | NS      | $7030741.61    | 0.03%             | 2025-04-21      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7243 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7243 3.00000000                                                                                          | CUSIP: 3140MMBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1221270 | NS      | $1072332.24    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2855 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2855 2.50000000                                                                                          | CUSIP: 3140QNE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5058316 | NS      | $4331637.92    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-124 NW 3.5% 09/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000                                                            | CUSIP: 38380Y2X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1814548 | NS      | $1707980.81    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/24/24                   | MORGAN STANLEY REGD V/R 3.73700000                                                                                                | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2676000 | NS      | $2661533.92    | 0.01%             | 2024-04-24      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE 9.75% 01/06/27                | RIO OIL FINANCE TRUST REGD REG S 9.75000000                                                                                       | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161687 | NS      | $167346.51     | 0.00%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 3.375% 10/08/24                | BAYER US FINANCE LLC REGD P/P 3.37500000                                                                                          | CUSIP: 07274EAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4831552.10    | 0.02%             | 2024-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11 E V/R 12/09/29                   | BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 3.94399000                                                                | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | NS      | $1005721.34    | 0.00%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO  3% 06/01/46                | GOLDEN ST TOBACCO SECURITIZATI REGD N/C B/E ST APPR 3.00000000                                                                    | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      530000 | NS      | $490563.12     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                       | UNITED STATES TREASURY BOND 2.00000000                                                                                            | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    36035000 | NS      | $23594479.12   | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                  | UNITED STATES TREASURY NOTE 2.87500000                                                                                            | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    13028100 | NS      | $12006208.41   | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM3236 4% 05/01/47                     | FREDDIE MAC POOL UMBS P#ZM3236 4.00000000                                                                                         | CUSIP: 3131XWSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      181198 | NS      | $173079.60     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.834% 10/23/55                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000                                                                                   | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1914000 | NS      | $1765735.63    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| DRSLF 2013-26A A V/R 04/15/29                 | DRYDEN XXVI SENIOR LOAN FUND SER 2013-26A CL AR V/R REGD 144A P/P 4.97914000                                                      | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4053512 | NS      | $4004675.20    | 0.01%             | 2029-04-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GFORT 2020-2 C 1.31% 10/15/23                 | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2020-2 CL C REGD 144A P/P 1.31000000                                                      | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3040000 | NS      | $2915946.11    | 0.01%             | 2025-10-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-HY12 A5 V/R 8/25/36                | CWALT 2006-HY12 A5 V/R 8/25/36 3.56642500                                                                                         | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      140494 | NS      | $119071.96     | 0.00%             | 2036-08-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16 3.75% 10/15/25                | AMER AIRLINE 16-3 B PTT REGD 3.75000000                                                                                           | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1978402 | NS      | $1764512.44    | 0.01%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 2.4% 05/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G SER 2019-GA CL A REGD 144A P/P 2.40000000                                        | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3075018 | NS      | $2815204.47    | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-2 M1 V/R 04/25/23                   | ANGEL OAK MORTGAGE TRUST I LLC 2019-2 SER 2019-2 CL M1 V/R REGD 144A P/P 4.06500000                                               | CUSIP: 03463WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3185813 | NS      | $3114110.07    | 0.01%             | 2049-03-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHER 5.875% 01/31/50                | BRASKEM NETHERLANDS REGD 144A P/P 5.87500000                                                                                      | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4160000 | NS      | $3222612.22    | 0.01%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC2 A2 V/R 02/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUS SER 2006-BC2 CL A2C V/R REGD 5.97770000                                         | CUSIP: 84751PLN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10859206 | NS      | $4247843.31    | 0.02%             | 2037-02-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PRO 2.875% 01/15/31                | HEALTHPEAK PROPERTIES REGD 2.87500000                                                                                             | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1980000 | NS      | $1654745.36    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20230315 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28061.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA A1 V/R 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2020-IA CL A1B V/R REGD 144A P/P 5.31786000                                       | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13829753 | NS      | $13447783.99   | 0.05%             | 2069-04-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERAL 4.75% 11/24/25                | SOCIETE GENERALE REGD 144A P/P 4.75000000                                                                                         | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     9285000 | NS      | $8912150.05    | 0.03%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AL1773 3.5% 01/20/45                | GINNIE MAE II POOL P#AL1773 3.50000000                                                                                            | CUSIP: 36183W6J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1030225 | NS      | $961060.91     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPIT 0.7% 01/15/26                | JOHN DEERE CAPITAL CORP REGD MTN 0.70000000                                                                                       | CUSIP: 24422EVK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | NS      | $1201283.99    | 0.00%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.25% 02/15/48                | ENTERPRISE PRODUCTS OPER REGD 4.25000000                                                                                          | CUSIP: 29379VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1119000 | NS      | $897900.57     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T/L PRE-PAID 0% 12/15/2028                    | T/L PRE-PAID LEGAL SERVICES    INC 0.00000000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1314289 | NS      | $1262190.30    | 0.00%             | 2028-12-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                                                          | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11434000 | NS      | $6952646.54    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8206 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8206 3.00000000                                                                                         | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      888490 | NS      | $780180.75     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-2 C 2.478% 07/15/31                 | COREVEST AMERICAN FINANCE 2021-2 TRUST SER 2021-2 CL C REGD 144A P/P 2.47800000                                                   | CUSIP: 21873BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | NS      | $2266372.18    | 0.01%             | 2054-07-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| WBOX 2020-2A A1R V/R 10/24/34                 | WHITEBOX CLO II LTD SER 2020-2A CL A1R V/R REGD 144A P/P 5.54457000                                                               | CUSIP: 96466CAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | NS      | $3859416.00    | 0.01%             | 2034-10-24      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/27                     | BARCLAYS PLC REGD V/R 2.27900000                                                                                                  | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    25615000 | NS      | $22141002.77   | 0.08%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4962 3.5% 01/20/48                | GINNIE MAE II POOL P#MA4962 3.50000000                                                                                            | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2842634 | NS      | $2656081.05    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA  1.69% 10/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D SER 2020-DA CL A REGD 144A P/P 1.69000000                                        | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5316388 | NS      | $4778376.34    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES  4.8% 08/15/27                | ALASKA AIRLINES 2020 TR REGD 144A P/P 4.80000000                                                                                  | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1302780 | NS      | $1239949.47    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 2.659% 05/24/31                | UNITED MEXICAN STATES REGD 2.65900000                                                                                             | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    12951000 | NS      | $10445353.45   | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08794 4.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G08794 4.50000000                                                                                         | CUSIP: 3128MJ3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1113642 | NS      | $1094200.49    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4198 4.5% 01/20/47                | GINNIE MAE II POOL P#MA4198 4.50000000                                                                                            | CUSIP: 36179SUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1211135 | NS      | $1210988.25    | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.25% 03/01/52                | PACIFIC GAS & ELECTRIC REGD 5.25000000                                                                                            | CUSIP: 694308KD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | NS      | $4734907.02    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPS 2020-C C 1.71% 08/15/23                   | CPS AUTO RECEIVABLES TRUST 2020-C SER 2020-C CL C REGD 144A P/P 1.71000000                                                        | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292632 | NS      | $290776.95     | 0.00%             | 2026-08-17      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FREED 2022-1FP 3.35% 03/19/29                 | FREED ABS TRUST 2022-1FP SER 2022-1FP CL D REGD 144A P/P 3.35000000                                                               | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3290000 | NS      | $3008205.25    | 0.01%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.875% 03/01/31                | ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.87500000                                                                                 | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29710000 | NS      | $22676913.03   | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A V/R 10/25/59                 | OBX 2019-EXP3 TRUST SER 2019-EXP3 CL 1A8 V/R REGD 144A P/P 3.50000000                                                             | CUSIP: 67113AAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      508630 | NS      | $469794.16     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.5% 04/15/50                | T-MOBILE USA INC REGD 4.50000000                                                                                                  | CUSIP: 87264AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2613000 | NS      | $2148245.39    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.8% 02/08/61                       | APPLE INC REGD 2.80000000                                                                                                         | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      796000 | NS      | $503593.75     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                                                          | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16509 | NS      | $15740.82      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9106 4.5% 02/01/46                   | FANNIE MAE POOL UMBS P#AL9106 4.50000000                                                                                          | CUSIP: 3138ERDL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      860755 | NS      | $845570.94     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYMP 2018-20A BR V/R 01/16/32                 | SYMPHONY CLO XX LTD SER 2018-20A CL BR V/R REGD 144A P/P 5.72914000                                                               | CUSIP: 87166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11220000 | NS      | $10810447.56   | 0.04%             | 2032-01-16      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TUNES 2022-1A A 6.5% 01/20/73                 | CONCORD MUSIC ROYALTIES LLC SER 2022-1A CL A2 REGD 144A P/P 6.50000000                                                            | CUSIP: 20633KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2577000 | NS      | $2516561.62    | 0.01%             | 2073-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA 4.75% 09/12/28                        | ENI SPA REGD 144A P/P SER X-R 4.75000000                                                                                          | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     4075000 | NS      | $3943651.26    | 0.01%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOL 4.6% 07/13/30                | SHIMAO GROUP HOLDINGS LT REGD REG S 4.60000000                                                                                    | CUSIP: G81269AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      400000 | NS      | $70185.70      | 0.00%             | 2030-07-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CWL 2006-8 2A4 V/R 01/25/46                   | COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.88871000                                                       | CUSIP: 045427AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19715547 | NS      | $18346874.10   | 0.07%             | 2046-01-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5820 4% 04/01/50                     | FANNIE MAE POOL UMBS P#FM5820 4.00000000                                                                                          | CUSIP: 3140X9PE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      838507 | NS      | $793770.44     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 2.246% 06/01/29                | GOLDEN ST TOBACCO SECURITIZATI REGD N/C B/E ST APPR 2.24600000                                                                    | CUSIP: 38122NB35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1300000 | NS      | $1081042.04    | 0.00%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PL 9% 12/01/28                | AVIANCA MIDCO 2 PLC REGD 144A P/P 9.00000000                                                                                      | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      386000 | NS      | $285640.00     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230110 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4054752.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A A2 V/R 09/14/27                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A2 V/R REGD 144A P/P 4.56664000                                            | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | NS      | $233135.68     | 0.00%             | 2036-06-16      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATIO 5.875% 03/15/26                | NCL CORPORATION LTD REGD 144A P/P 5.87500000                                                                                      | CUSIP: 62886HBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | NS      | $1115367.40    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE H 4.5% 03/15/23                | PARK AEROSPACE HOLDINGS REGD 144A P/P 4.50000000                                                                                  | CUSIP: 70014LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6564000 | NS      | $6547798.28    | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1157 3.5% 07/20/43                | GINNIE MAE II POOL P#MA1157 3.50000000                                                                                            | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      817409 | NS      | $770132.77     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POS 6.875% 02/01/27                | TRANSOCEAN POSEIDON LTD REGD 144A P/P 6.87500000                                                                                  | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3307500 | NS      | $3218594.40    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AESOP 2020-2A  2.02% 02/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2020-2A CL A REGD 144A P/P 2.02000000                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9740000 | NS      | $8826684.10    | 0.03%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| HLSY 2020-3A A1A V/R 11/30/32                 | HALSEYPOINT CLO 3 LTD SER 2020-3A CL A1A V/R REGD 144A P/P 5.86471000                                                             | CUSIP: 40638UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | NS      | $1030262.10    | 0.00%             | 2032-11-30      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  5.5% 01/15/26                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000                                                                                 | CUSIP: 05401AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1069000 | NS      | $1016301.25    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 P V/R 04/25/61                 | CSMC 2022-RPL1 TRUST SER 2022-RPL1 CL PT V/R REGD 144A P/P 4.37852800                                                             | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30262472 | NS      | $27245963.17   | 0.10%             | 2061-04-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.625% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.62500000                                                                                         | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26645000 | NS      | $14724934.53   | 0.05%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/17/33                    | CITIGROUP INC REGD V/R 6.27000000                                                                                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12715000 | NS      | $13117327.39   | 0.05%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BSP 2014-IVA A2A V/R 01/20/32                 | BENEFIT STREET PARTNERS CLO IV LTD SER 2014-IVA CL A2AR V/R REGD 144A P/P 5.79257000                                              | CUSIP: 08180FBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9595000 | NS      | $9274459.84    | 0.03%             | 2032-01-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 09/15/24                  | UNITED STATES TREASURY NOTE 0.37500000                                                                                            | CUSIP: 91282CCX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    64441000 | NS      | $60058508.72   | 0.22%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GRUPO KUO SAB D 5.75% 07/07/27                | GRUPO KUO SAB DE CV REGD 144A P/P 5.75000000                                                                                      | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |      344000 | NS      | $321640.00     | 0.00%             | 2027-07-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.5% 04/15/30                  | LOWE'S COS INC REGD 4.50000000                                                                                                    | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4960000 | NS      | $4753418.58    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-38 PA 3.5% 06/25/47                  | FANNIE MAE REMICS SER 2018-38 CL PA 3.50000000                                                                                    | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3182029 | NS      | $3036834.23    | 0.01%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-2 A2B V/R 04/25/60                  | TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A2B V/R REGD 144A P/P 3.00000000                                                   | CUSIP: 89176UAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | NS      | $242861.38     | 0.00%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP 2.4% 10/15/31                 | LIFE STORAGE LP REGD 2.40000000                                                                                                   | CUSIP: 53227JAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7214000 | NS      | $5549724.72    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SRT 2021-A D 1.38% 06/20/24                   | SANTANDER RETAIL AUTO LEASE TRUST 2021-A SER 2021-A CL D REGD 144A P/P 1.38000000                                                 | CUSIP: 80286TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8685000 | NS      | $8100291.93    | 0.03%             | 2027-03-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GSAMP 2005-AHL M V/R 04/25/35                 | GSAMP TRUST 2005-AHL SER 2005-AHL CL M2 V/R REGD 5.36371000                                                                       | CUSIP: 36242D2B8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3840864 | NS      | $3583367.14    | 0.01%             | 2035-04-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46                | GINNIE MAE II POOL P#MA3521 3.50000000                                                                                            | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7154034 | NS      | $6671035.71    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAKC 2019-4A AR V/R 10/22/36                  | OHA CREDIT FUNDING 4 LTD SER 2019-4A CL AR V/R REGD 144A P/P 5.47457000                                                           | CUSIP: 67098DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | NS      | $727098.75     | 0.00%             | 2036-10-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 3.7% 09/01/28                | DUKE ENERGY PROGRESS LLC REGD SER 10YR 3.70000000                                                                                 | CUSIP: 26442UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | NS      | $544872.82     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3101 2% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3101 2.00000000                                                                                          | CUSIP: 3140QNNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3299929 | NS      | $2708936.14    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A1 V/R 11/25/59                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 SER 2019-2 CL A1 V/R REGD 144A P/P 2.73900000                                           | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1315385 | NS      | $1232868.29    | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 03/09/48                        | AT&T INC REGD SER WI 4.50000000                                                                                                   | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6420000 | NS      | $5227166.25    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MED 2021-MDLN D V/R 11/15/23                  | MED TRUST 2021-MDLN SER 2021-MDLN CL D V/R REGD 144A P/P 6.31800000                                                               | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2845000 | NS      | $2688043.06    | 0.01%             | 2038-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2026 CHASUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-51288.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/22/28                   | MORGAN STANLEY REGD V/R MTN 3.59100000                                                                                            | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1835000 | NS      | $1683154.94    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67703 3.5% 04/01/47                  | FREDDIE MAC GOLD POOL P#G67703 3.50000000                                                                                         | CUSIP: 3132XCRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7034685 | NS      | $6537596.02    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB  4% 12/30/27                | GRUPO POSADAS SAB C REGD REG S 4.00000000                                                                                         | CUSIP: P4983GAS9<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |      265560 | NS      | $207311.72     | 0.00%             | 2027-12-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE E 4.9% 12/15/32                | PUBLIC SERVICE ELECTRIC REGD MTN 4.90000000                                                                                       | CUSIP: 74456QCK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2716000 | NS      | $2720862.81    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 B V/R 07/25/73                    | SLM STUDENT LOAN TRUST 2008-5 SER 2008-5 CL B V/R 6.20843000                                                                      | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7350000 | NS      | $6941314.28    | 0.03%             | 2073-07-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FASTR 20 2.552% 09/15/24 /CAD/                | FORD AUTO SECURITIZATION TRUST SER 2019-AA CL A3 REGD 144A P/P /CAD/ 2.55200000                                                   | CUSIP: 345213HC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     2185796 | NS      | $1602556.88    | 0.01%             | 2024-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 5.875% 09/18/23                  | ECOPETROL SA REGD 5.87500000                                                                                                      | CUSIP: 279158AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      147000 | NS      | $145899.58     | 0.00%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 A V/R 08/25/26                 | GCAT 2022-NQM4 TRUST SER 2022-NQM4 CL A1 V/R REGD 144A P/P 5.26900000                                                             | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2141422 | NS      | $2092188.57    | 0.01%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/33                   | MORGAN STANLEY REGD V/R 6.34200000                                                                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4361000 | NS      | $4569476.04    | 0.02%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CLAST 2018-1  4.125% 06/15/25                 | CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000                                          | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2528631 | NS      | $2216312.58    | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 09/08/24                | MIZUHO FINANCIAL GROUP REGD V/R 0.84900000                                                                                        | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      913000 | NS      | $881125.05     | 0.00%             | 2024-09-08      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.15% 10/16/28                | ENTERPRISE PRODUCTS OPER REGD 4.15000000                                                                                          | CUSIP: 29379VBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      629000 | NS      | $595601.85     | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SVHE 2006-OPT5 2 V/R 07/25/36                 | SOUNDVIEW HOME LOAN TRUST 2006-OPT5 SER 2006-OPT5 CL 2A4 V/R REGD 4.86871000                                                      | CUSIP: 83612CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21570824 | NS      | $18913934.82   | 0.07%             | 2036-07-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 4.9% 10/01/26                | DELL INT LLC / EMC CORP REGD 4.90000000                                                                                           | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2749000 | NS      | $2705838.25    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENE 7% 3/31/38/OFAC FAIL/        | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 0.00000000                                                                                  | CUSIP: P97475AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      187000 | NS      | $15427.50      | 0.00%             | 2038-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 M V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL M2 V/R REGD 144A P/P 3.25000000                                            | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1115000 | NS      | $897476.66     | 0.00%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230221 000004664 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22964.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNR 2020-193 A 1.25% 09/16/62                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-193 CL AC 1.25000000                                                            | CUSIP: 38380RJT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4752500 | NS      | $3743591.94    | 0.01%             | 2062-09-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.3% 03/15/28                | DUKE ENERGY CORP REGD 4.30000000                                                                                                  | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4078000 | NS      | $3923948.13    | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PU 3.15% 05/01/50                | SOUTHWESTERN PUBLIC SERV REGD SER 8 3.15000000                                                                                    | CUSIP: 845743BU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2344000 | NS      | $1616625.70    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8134 2% 03/01/51                     | FREDDIE MAC POOL UMBS P#SD8134 2.00000000                                                                                         | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7775366 | NS      | $6351181.03    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EART 2022-6A C 6.32% 03/15/26                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 SER 2022-6A CL C REGD 6.32000000                                                       | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | NS      | $2180992.99    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE D V/R 11/15/23                   | BX TRUST 2021-RISE SER 2021-RISE CL D V/R REGD 144A P/P 6.06800000                                                                | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13757000 | NS      | $12924720.76   | 0.05%             | 2036-11-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.559% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR4 SER 2021-SFR4 CL E2 REGD 144A P/P 2.55900000                                                       | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | NS      | $533857.92     | 0.00%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GREENE KI 5.106% 03/15/34/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD SER A4 5.10600000                                                                              | CUSIP: G4158GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      414260 | NS      | $437403.81     | 0.00%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JS 4.375% 09/26/27                | KAZTRANSGAS JSC REGD 4.37500000                                                                                                   | CUSIP: Y4S6FLAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      600000 | NS      | $541452.00     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 2.762% 07/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A4 REGD 2.76280000                                                       | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6050000 | NS      | $5169086.12    | 0.02%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3462 3.5% 09/01/33                   | FANNIE MAE POOL UMBS P#MA3462 3.50000000                                                                                          | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2680226 | NS      | $2577811.45    | 0.01%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECAF 2015-1A  3.473% 06/15/22                 | ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000                                                                             | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      238042 | NS      | $147577.22     | 0.00%             | 2040-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ACLO 3A AR V/R 04/16/30 /EUR/                 | AURIUM CLO III DAC SER 3A CL AR V/R REGD 144A P/P /EUR/ 2.04800000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      896535 | NS      | $938608.07     | 0.00%             | 2030-04-16      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| MARKET BID 4.75% 11/04/27/EUR/                | MARKET BIDCO FINCO PLC /EUR/ REGD 144A P/P 4.75000000                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    16000000 | NS      | $13658941.73   | 0.05%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 1.547% 10/01/25                | COMMONSPIRIT HEALTH REGD 1.54700000                                                                                               | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     3450000 | NS      | $3102169.65    | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HP INC 2.65% 06/17/31                         | HP INC REGD 2.65000000                                                                                                            | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     1715000 | NS      | $1336126.54    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4383 4.5% 02/01/47                   | FANNIE MAE POOL UMBS P#FM4383 4.50000000                                                                                          | CUSIP: 3140X72R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3469542 | NS      | $3439469.99    | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  5.125% 06/30/27                | CHENIERE CORP CHRISTI HD REGD 5.12500000                                                                                          | CUSIP: 16412XAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4301000 | NS      | $4249078.76    | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 3.375% 07/15/24                | BAYER US FINANCE II LLC REGD 144A P/P 3.37500000                                                                                  | CUSIP: 07274NAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5915000 | NS      | $5727290.55    | 0.02%             | 2024-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51                | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                                                          | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1615000 | NS      | $1083090.27    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1734 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW1734 3.00000000                                                                                          | CUSIP: 3140MS4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      988712 | NS      | $868374.41     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 BP 12/20/2027 CITBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $73070.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 11/15/26 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                                                          | CUSIP: P7807HAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     4600000 | NS      | $207000.00     | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANC 3% 01/15/28/EUR/                | ALTICE FINANCING SA /EUR/ REGD REG S 3.00000000                                                                                   | CUSIP: L01787AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1900000 | NS      | $1602677.71    | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.95% 03/01/49                | DTE ELECTRIC CO REGD 3.95000000                                                                                                   | CUSIP: 23338VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2338000 | NS      | $1915846.79    | 0.01%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                | CDW LLC/CDW FINANCE REGD 3.56900000                                                                                               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    44205000 | NS      | $36426520.66   | 0.13%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4452 4% 05/20/47                  | GINNIE MAE II POOL P#MA4452 4.00000000                                                                                            | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      848759 | NS      | $814854.56     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPU 4.875% 09/23/32                | DOMINICAN REPUBLIC REGD REG S 4.87500000                                                                                          | CUSIP: P3579ECH8<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |     1800000 | NS      | $1494109.91    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PLNT 2018-1A  4.666% 09/05/25                 | PLANET FITNESS MASTER ISSUER LLC SER 2018-1A CL A2II REGD 144A P/P 4.66600000                                                     | CUSIP: 72703PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4222575 | NS      | $3954082.57    | 0.01%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MIN 4.375% 02/11/26                | VOLCAN CIA MINERA SAA-CM REGD 144A P/P 4.37500000                                                                                 | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     1290000 | NS      | $1111394.26    | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX 2019-XL A V/R 10/15/21                     | BX COMMERCIAL MORTGAGE TRUST 2019-XL SER 2019-XL CL A V/R REGD 144A P/P 5.37009000                                                | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16286795 | NS      | $16085991.44   | 0.06%             | 2036-10-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2574 2.5% 02/01/35                   | FANNIE MAE POOL UMBS P#FM2574 2.50000000                                                                                          | CUSIP: 3140X52G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2177385 | NS      | $2036046.59    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HASC 2005-NC1 M3 V/R 07/25/35                 | HSI ASSET SECURITIZATION CORP TRUST 2005-NC1 SER 2005-NC1 CL M3 V/R REGD 5.34871000                                               | CUSIP: 40430HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6336000 | NS      | $6112671.84    | 0.02%             | 2035-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N3  1.02% 06/12/28                 | CARVANA AUTO RECEIVABLES TRUST 2021-N3 SER 2021-N3 CL C REGD 1.02000000                                                           | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3979044 | NS      | $3845978.21    | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9701 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV9701 3.00000000                                                                                          | CUSIP: 3140MPX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1084589 | NS      | $952288.32     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 01/23/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1114 0.00000000                                                                       | CUSIP: J2S39LXH2<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        |   983000000 | PA      | $7490780.27    | 0.03%             | 2023-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/27                   | MORGAN STANLEY REGD V/R MTN SER GMTN 1.51200000                                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3292000 | NS      | $2856758.06    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.25% 04/01/53                | CHARTER COMM OPT LLC/CAP REGD 5.25000000                                                                                          | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5290000 | NS      | $4083049.05    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 06/20/2024 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-43150.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33                | BANK OF AMERICA CORP REGD V/R 4.57100000                                                                                          | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7557000 | NS      | $6912408.76    | 0.03%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE  V/R /PERP/                | BANCO MERCANTIL DE NORTE REGD V/R /PERP/ 144A P/P 6.62500000                                                                      | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      995000 | NS      | $824179.03     | 0.00%             | 2171-01-24      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DRSLF 2020-86A A V/R 07/17/34                 | DRYDEN 86 CLO LTD SER 2020-86A CL A1R V/R REGD 144A P/P 5.17914000                                                                | CUSIP: 26245XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8050000 | NS      | $7797471.50    | 0.03%             | 2034-07-17      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING 5.5% 04/15/24                | MAUSER PACKAGING SOLUT REGD 144A P/P 5.50000000                                                                                   | CUSIP: 12429TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | NS      | $495897.05     | 0.00%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 6.725% 04/01/35                   | ILLINOIS ST REGD N/C B/E 6.72500000                                                                                               | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       70000 | NS      | $71307.49      | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO 4.3% 07/22/27                | WELLS FARGO & COMPANY REGD MTN SER GMTN 4.30000000                                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1344000 | NS      | $1293367.42    | 0.00%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.5% 07/15/31                | CROWN CASTLE INC REGD 2.50000000                                                                                                  | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     3130000 | NS      | $2522330.25    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 3.25% 10/22/30                | SAUDI INTERNATIONAL BOND REGD REG S EMTN 3.25000000                                                                               | CUSIP: M6320UBB4<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      990000 | NS      | $903375.00     | 0.00%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK  0.962% 11/08/23                | DEUTSCHE BANK NY REGD SER E 0.96200000                                                                                            | CUSIP: 251526CM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20885000 | NS      | $20094055.81   | 0.07%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC 6% 01/15/43                  | MDC HOLDINGS INC REGD 6.00000000                                                                                                  | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     7970000 | NS      | $6475068.93    | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3665 4% 09/01/49                     | FANNIE MAE POOL UMBS P#FM3665 4.00000000                                                                                          | CUSIP: 3140X7CB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4431650 | NS      | $4225595.45    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20230216 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36623.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLD 2020-ICE5 C V/R 11/15/23                 | COLD STORAGE TRUST 2020-ICE5 SER 2020-ICE5 CL C V/R REGD 144A P/P 5.96786000                                                      | CUSIP: 193051AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3533851 | NS      | $3418502.86    | 0.01%             | 2037-11-15      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2014-USA 4.335% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL C REGD 144A P/P 4.33550000                                                                   | CUSIP: 12649AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | NS      | $322981.84     | 0.00%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784891 3.5% 04/20/48                | GINNIE MAE II POOL P#784891 3.50000000                                                                                            | CUSIP: 3622AAKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11530261 | NS      | $10800043.37   | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.45% 08/15/52                | META PLATFORMS INC REGD 144A P/P 4.45000000                                                                                       | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     6788000 | NS      | $5394089.16    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENER 2.8% 06/23/30                | PERUSAHAAN PENERBIT SBSN REGD 144A P/P 2.80000000                                                                                 | CUSIP: 71567PAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1700000 | NS      | $1487500.00    | 0.01%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OBP 2019-OBP  2.516% 09/15/29                 | ONE BRYANT PARK TRUST 2019-OBP SER 2019-OBP CL A REGD 144A P/P 2.51641000                                                         | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7390000 | NS      | $6049921.79    | 0.02%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 01/15/28                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                                                   | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | NS      | $1697609.97    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE1 A4 V/R 01/25/36                 | MSAC 2006-HE1 A4 V/R 01/25/36 4.96871000                                                                                          | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5571814 | NS      | $5308525.84    | 0.02%             | 2036-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                   | UNITED STATES TREASURY BOND 2.25000000                                                                                            | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   116300000 | NS      | $81755265.63   | 0.30%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS5 A1 V/R 07/25/67                 | LEGACY MORTGAGE ASSET TRUST 2021-GS5 SER 2021-GS5 CL A1 V/R REGD 144A P/P 2.25000000                                              | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7555175 | NS      | $6762993.14    | 0.02%             | 2067-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-MFP2  V/R 11/15/23                 | SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL A V/R REGD 144A P/P 5.13980000                                                             | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5370000 | NS      | $5167982.75    | 0.02%             | 2036-11-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22C 5.75% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 1A1 REGD 5.75000000                                                             | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      352101 | NS      | $341487.51     | 0.00%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY H 4.75% 02/15/31                | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 4.75000000                                                                                 | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4700000 | NS      | $3412294.00    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7460 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM7460 4.00000000                                                                                          | CUSIP: 3140XBJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10603426 | NS      | $10056649.44   | 0.04%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 3.4% 04/15/30                 | BAE SYSTEMS PLC REGD 144A P/P 3.40000000                                                                                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     9692000 | NS      | $8552352.51    | 0.03%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY 4.5% 02/09/27                | CONTINUUM ENERGY LEVANTE REGD 144A P/P 4.50000000                                                                                 | CUSIP: 21218MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      274770 | NS      | $246576.98     | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA2  V/R 08/25/33                 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK  SER 2021-DNA2 CL M1 V/R REGD 144A P/P 4.72768000                                       | CUSIP: 35564KCU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      689894 | NS      | $687818.75     | 0.00%             | 2033-08-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 202 5.875% 10/15/27                | UNITED AIR 2020-1 A PTT REGD SER 20-1 5.87500000                                                                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17862663 | NS      | $17611619.67   | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4304 3% 02/01/30                     | FANNIE MAE POOL UMBS P#BM4304 3.00000000                                                                                          | CUSIP: 3140J8YA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3037068 | NS      | $2940842.83    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC MTN 7.58% 9/15/25                     | HCA INC REGD SERIES MEDIUM TERM NOTE 7.58000000                                                                                   | CUSIP: 19767QAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1322000 | NS      | $1369471.05    | 0.00%             | 2025-09-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| PRKCM 2021-AFC2  V/R 07/25/28                 | PRKCM 2021-AFC2 TRUST SER 2021-AFC2 CL A1 V/R REGD 144A P/P 2.07100000                                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      533650 | NS      | $442167.62     | 0.00%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| NHELI 2006-HE1 M V/R 02/25/36                 | NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIE SER 2006-HE1 CL M1 V/R REGD 5.00371000                                   | CUSIP: 65536HCS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390272 | NS      | $388756.04     | 0.00%             | 2036-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2021-A C 2.09% 08/27/35                 | ELARA HGV TIMESHARE ISSUER 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.09000000                                                    | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      506400 | NS      | $443268.10     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.625% 04/04/42                | RUSSIAN FEDERATION REGD 5.62500000                                                                                                | CUSIP: X74344DS2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     1200000 | NS      | $756000.00     | 0.00%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.25% 03/15/46                | PACIFIC GAS & ELECTRIC REGD 4.25000000                                                                                            | CUSIP: 694308HN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      409000 | NS      | $284457.70     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX 2020-VIVA D V/R 03/09/30                   | BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.54875000                                            | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5970000 | NS      | $4471395.08    | 0.02%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DTAOT 2021-2A D 1.5% 01/15/25                 | DT AUTO OWNER TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.50000000                                                              | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | NS      | $2065096.13    | 0.01%             | 2027-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9019 3% 04/01/43                     | FANNIE MAE POOL UMBS P#AB9019 3.00000000                                                                                          | CUSIP: 31417GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1399624 | NS      | $1273488.00    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAN 6.125% 05/15/28                | ALCOA NEDERLAND HOLDING REGD 144A P/P 6.12500000                                                                                  | CUSIP: 013822AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4000000 | NS      | $3940480.00    | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 08/11/33                | LLOYDS BANKING GROUP PLC REGD V/R 4.97600000                                                                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    12190000 | NS      | $11192740.37   | 0.04%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MSAIC 2022-3A  6.16% 03/20/36                 | MOSAIC SOLAR LOAN TRUST 2022-3 SER 2022-3A CL A REGD 144A P/P 6.16000000                                                          | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      523000 | NS      | $521546.27     | 0.00%             | 2053-06-20      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.25% 04/01/51                | DTE ELECTRIC CO REGD SER B 3.25000000                                                                                             | CUSIP: 23338VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      788000 | NS      | $563764.40     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29                | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                                                          | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1550000 | NS      | $1393793.23    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-HY7C  V/R 08/25/37                 | ALTERNATIVE LOAN TRUST 2007-HY7C SER 2007-HY7C CL A1 V/R REGD 4.66871000                                                          | CUSIP: 02150VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1867723 | NS      | $1616339.19    | 0.01%             | 2037-08-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 3.15% 07/15/23                | CROWN CASTLE INC REGD 3.15000000                                                                                                  | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      663000 | NS      | $655582.04     | 0.00%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MSC 2021-230P C V/R 12/15/23                  | MORGAN STANLEY CAPITAL I TRUST 2021-230P SER 2021-230P CL C V/R REGD 144A P/P 6.11626000                                          | CUSIP: 61772WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9974000 | NS      | $9325139.44    | 0.03%             | 2023-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA B V/R 07/15/39                 | VASA TRUST 2021-VASA SER 2021-VASA CL B V/R REGD 144A P/P 5.56800000                                                              | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14000000 | NS      | $12831058.80   | 0.05%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WFRBS 2014-C24 B V/R 11/15/47                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24 SER 2014-C24 CL B V/R REGD 4.20400000                                                    | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      825000 | NS      | $748988.05     | 0.00%             | 2047-11-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-HY1 4A V/R 02/25/37                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY1 SER 2007-HY1 CL 4A1 V/R REGD 3.26643400                                   | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6061394 | NS      | $5337499.16    | 0.02%             | 2037-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 4.375% 10/15/28                    | CIGNA CORP REGD SER WI 4.37500000                                                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     7670000 | NS      | $7397208.40    | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHF 2022-1A A 4.43% 01/18/28                  | FHF TRUST 2022-1 SER 2022-1A CL A REGD 144A P/P 4.43000000                                                                        | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6164102 | NS      | $6017261.79    | 0.02%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CBSLT 2020-1 A 1.69% 10/25/51                 | COMMONBOND STUDENT LOAN TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 1.69000000                                                     | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1687579 | NS      | $1496772.82    | 0.01%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US002824BE94 01.000 BP 06/20/2027 JPMSW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-83000.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 06/15/32                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                                                            | CUSIP: 694308KG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7090000 | NS      | $6918350.75    | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLO 2.1% 06/04/30                | AGILENT TECHNOLOGIES INC REGD 2.10000000                                                                                          | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1633000 | NS      | $1321319.82    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/12/28                | STANDARD CHARTERED PLC REGD V/R 2.60800000                                                                                        | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      729000 | NS      | $632295.23     | 0.00%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 06/01/28                | GLP CAPITAL LP / FIN II REGD 5.75000000                                                                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11809000 | NS      | $11579073.45   | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CA 0.5% 10/26/23                | ROYAL BANK OF CANADA REGD MTN 0.50000000                                                                                          | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    15460000 | NS      | $14916689.68   | 0.05%             | 2023-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2024 BOFAUS6NGFX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-67773.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-5NP PLC SER 2007-5X CL A1A V/R REGD REG S /GBP/ 4.03771000                                                       | CUSIP: G3299ZAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     7262154 | NS      | $7883290.43    | 0.03%             | 2045-09-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 05/15/32                | VICI PROPERTIES LP REGD 5.12500000                                                                                                | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8972000 | NS      | $8307623.40    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7534 2.5% 02/01/51                   | FREDDIE MAC POOL UMBS P#SD7534 2.50000000                                                                                         | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7771620 | NS      | $6731804.10    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO  2.188% 11/01/32                | SAN FRANCISCO CA CITY & CNTY P REGD B/E 2.18800000                                                                                | CUSIP: 79771FBF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1610000 | NS      | $1268488.73    | 0.00%             | 2032-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL 5% 01/24/26                | PUMA INTERNATIONAL FINAN REGD REG S 5.00000000                                                                                    | CUSIP: L78043AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      286000 | NS      | $249034.80     | 0.00%             | 2026-01-24      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BU8931 3.5% 04/01/52                   | FANNIE MAE POOL UMBS P#BU8931 3.50000000                                                                                          | CUSIP: 3140MA4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6999998 | NS      | $6361726.71    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROG 2019-SFR 3.136% 10/17/24                 | PROGRESS RESIDENTIAL 2019-SFR4 TRUST SER 2019-SFR4 CL D REGD 144A P/P 3.13600000                                                  | CUSIP: 74331AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1915000 | NS      | $1793405.35    | 0.01%             | 2036-10-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                                                                 | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    37187000 | NS      | $29723368.66   | 0.11%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230315 000009605 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84741.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2310.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERAT 4.125% 06/15/26                | BRIXMOR OPERATING PART REGD 4.12500000                                                                                            | CUSIP: 11120VAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1967000 | NS      | $1854700.27    | 0.01%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3% 02/14/31                           | ROMANIA REGD 3.00000000                                                                                                           | CUSIP: X7360WBP6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     3400000 | NS      | $2671516.00    | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES 4% 02/15/27                | LUMEN TECHNOLOGIES INC REGD 144A P/P 4.00000000                                                                                   | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     2029000 | NS      | $1719481.14    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION 144A/ REST                   | VOYAGER AVIATION HOLDINGS LLC  144A /RESTRICTED/ 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          31 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TSMC GLOBAL LT 4.625% 07/22/32                | TSMC GLOBAL LTD REGD 144A P/P 4.62500000                                                                                          | CUSIP: 872882AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      380000 | NS      | $374172.27     | 0.00%             | 2032-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHMS K155 A3 3.75% 04/25/33                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K155 CL A3 3.75000000                                            | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5505000 | NS      | $5158236.75    | 0.02%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OMFIT 2018-2A  3.57% 06/14/24                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2018-2 SER 2018-2A CL A REGD 144A P/P 3.57000000                                                 | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2256000 | NS      | $2211651.10    | 0.01%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 2.55% 04/15/31                | DUKE ENERGY CAROLINAS REGD 2.55000000                                                                                             | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3610000 | NS      | $3013421.29    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 3.45% 03/30/51                | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.45000000                                                                                 | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     2420000 | NS      | $1689297.55    | 0.01%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1361 3% 05/01/47                     | FREDDIE MAC POOL UMBS P#ZT1361 3.00000000                                                                                         | CUSIP: 3132ADQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2888446 | NS      | $2591467.20    | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.56PMXIE 02/27/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-139505.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHC 2021-MHC2 F V/R 05/15/38                  | MHC TRUST 2021-MHC2 SER 2021-MHC2 CL F V/R REGD 6.71800000                                                                        | CUSIP: 55293AAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | NS      | $2774213.40    | 0.01%             | 2038-05-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 3.875% 02/15/28                | OPEN TEXT CORP REGD 144A P/P 3.87500000                                                                                           | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      445000 | NS      | $381867.85     | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1348 3% 08/01/50                     | FANNIE MAE POOL UMBS P#BQ1348 3.00000000                                                                                          | CUSIP: 3140KLQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1116052 | NS      | $982297.89     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 07/09/25                | LLOYDS BANKING GROUP PLC REGD V/R 3.87000000                                                                                      | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1675000 | NS      | $1621180.34    | 0.01%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC1  V/R 03/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-WMC1 SER 2006-WMC1 CL A5 V/R REGD 4.92871000                                             | CUSIP: 46626LHU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6056785 | NS      | $5494158.95    | 0.02%             | 2036-03-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5068 3% 01/01/35                     | FANNIE MAE POOL UMBS P#CA5068 3.00000000                                                                                          | CUSIP: 3140QCT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1809799 | NS      | $1698592.59    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 5.5% 04/15/27                      | CARVANA CO REGD 144A P/P 5.50000000                                                                                               | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      790000 | NS      | $312984.40     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL V/R 12/15/24                | NATIONWIDE MUTUAL INSURA REGD V/R P/P 7.05900000                                                                                  | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     6180000 | NS      | $6163730.16    | 0.02%             | 2024-12-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| SNDPT 2018-2A A V/R 07/26/31                  | SOUND POINT CLO XX LTD SER 2018-2A CL A V/R REGD 144A P/P 5.42686000                                                              | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      530000 | NS      | $516839.04     | 0.00%             | 2031-07-26      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 15YR 1.5% JAN 23                     | UMBS TBA 15YR 1.5% JAN 23     TO BE ANNOUNCED 1.50000000                                                                          | CUSIP: 01F012411<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -1262000 | NS      | $-1092432.09   | -0.00%            | 2038-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA  1.33% 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-IA CL A1A REGD 144A P/P 1.33000000                                      | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8021851 | NS      | $6836075.86    | 0.02%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10 A V/R 12/15/24                   | MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 5.40632700                                                                      | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5140000 | NS      | $4848086.55    | 0.02%             | 2034-12-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0768 3.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#QE0768 3.50000000                                                                                         | CUSIP: 3133B9Z98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5999998 | NS      | $5451134.23    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.85% 05/04/43                      | APPLE INC REGD 3.85000000                                                                                                         | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1250000 | NS      | $1077974.70    | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/ 5.375% 01/12/24                | DANSKE BANK A/S REGD 144A P/P 5.37500000                                                                                          | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     7143000 | NS      | $7083832.89    | 0.03%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 3.15% 05/01/27                | NXP BV/NXP FDG/NXP USA REGD 3.15000000                                                                                            | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5302000 | NS      | $4809056.89    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/08/30                | NATWEST GROUP PLC REGD V/R_ 4.44500000                                                                                            | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4390000 | NS      | $3975187.23    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34                  | BROADCOM INC REGD 144A P/P 3.46900000                                                                                             | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10114000 | NS      | $8068266.61    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FNR 2018-55 PA 3.5% 01/25/47                  | FANNIE MAE REMICS SER 2018-55 CL PA 3.50000000                                                                                    | CUSIP: 3136B2TU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2579301 | NS      | $2483792.62    | 0.01%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q45094 3% 12/01/46                    | FREDDIE MAC GOLD POOL P#Q45094 3.00000000                                                                                         | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2042934 | NS      | $1831800.23    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRELT 2006-1A E V/R 01/20/37                  | CAPITALSOURCE REAL ESTATE LOAN TRUST SER 2006-1A CL E V/R REGD 144A P/P 4.75871000                                                | CUSIP: 140560AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | NS      | $502703.60     | 0.00%             | 2037-01-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ACCR 2006-2 A4 V/R 09/25/36                   | ACCREDITED MORTGAGE LOAN TRUST 2006-2 SER 2006-2 CL A4 V/R REGD 4.64871000                                                        | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175866 | NS      | $172255.38     | 0.00%             | 2036-09-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 07/15/26                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 6.37300000                                                                               | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    11670000 | NS      | $10956369.70   | 0.04%             | 2026-07-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TUR 5.75% 05/11/47                | REPUBLIC OF TURKEY REGD 5.75000000                                                                                                | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     2800000 | NS      | $1904000.00    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.355% 03/15/32                | VERIZON COMMUNICATIONS REGD 2.35500000                                                                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      672000 | NS      | $532695.80     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08849 5% 11/01/48                    | FREDDIE MAC GOLD POOL P#G08849 5.00000000                                                                                         | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1128144 | NS      | $1129821.48    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD /  6.75% 10/15/27                | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000                                                                                 | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $898860.00     | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 C V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL C V/R REGD 144A P/P 4.14210000                                       | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4695000 | NS      | $4115059.52    | 0.01%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 3.05% 03/15/32                   | TAPESTRY INC REGD 3.05000000                                                                                                      | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     3325000 | NS      | $2587862.89    | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CO 4.25% 02/01/26                | SITE CENTERS CORP REGD 4.25000000                                                                                                 | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2354617.45    | 0.01%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2015-4 M2 V/R 01/25/27                   | TOWD POINT MORTGAGE TRUST 2015-4 SER 2015-4 CL M2 V/R REGD 144A P/P 3.75000000                                                    | CUSIP: 89171UAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | NS      | $96938.42      | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R7 A1A V/R 12/27/61                  | CIM TRUST 2020-R7 SER 2020-R7 CL A1A V/R REGD 144A P/P 2.25000000                                                                 | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18852294 | NS      | $16735720.23   | 0.06%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/41                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                                                         | CUSIP: 912810QP6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      408252 | NS      | $432191.13     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  4.25% 09/17/50                | VODAFONE GROUP PLC REGD 4.25000000                                                                                                | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1955000 | NS      | $1490832.82    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4233 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#QE4233 3.50000000                                                                                         | CUSIP: 3133BDV28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      942052 | NS      | $856462.75     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C11 B V/R 07/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C11 CL B V/R REGD 4.39798700                                           | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1563000 | NS      | $1153521.35    | 0.00%             | 2046-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| DRSLF 2013-30A A V/R 11/15/28                 | DRYDEN 30 SENIOR LOAN FUND SER 2013-30A CL AR V/R REGD 144A P/P 5.42614000                                                        | CUSIP: 26249BAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1008906 | NS      | $992897.80     | 0.00%             | 2028-11-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| HINTT 2020-A C 3.42% 10/09/39                 | HIN TIMESHARE TRUST 2020-A SER 2020-A CL C REGD 144A P/P 3.42000000                                                               | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147834 | NS      | $135505.88     | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-56335.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP 2.2% 10/15/30                 | LIFE STORAGE LP REGD 2.20000000                                                                                                   | CUSIP: 53227JAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4425000 | NS      | $3437625.72    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                                                            | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10405000 | NS      | $8544293.41    | 0.03%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 02/20/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1120 0.00000000                                                                       | CUSIP: J2S39LXP4<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        | 18300000000 | PA      | $139472211.78  | 0.51%             | 2023-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LRK 2020-A A2FX 1.4% 10/25/28                 | LAUREL ROAD PRIME STUDENT LOAN TRUST 2020-A SER 2020-A CL A2FX REGD 144A P/P 1.40000000                                           | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4486029 | NS      | $4061055.18    | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SPIRE INC 3.543% 02/27/24                     | SPIRE INC REGD 3.54300000                                                                                                         | CUSIP: 84857LAA9<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4884081.20    | 0.02%             | 2024-02-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4571 4% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4571 4.00000000                                                                                          | CUSIP: 3140QCCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654337 | NS      | $618321.08     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 03/23/25                | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.21400000                                                                               | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2500000 | NS      | $2353215.88    | 0.01%             | 2025-03-23      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC 2.25% 09/15/31                | PERKINELMER INC REGD 2.25000000                                                                                                   | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     2250000 | NS      | $1762939.42    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/32                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000                                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    37466000 | NS      | $28743690.03   | 0.10%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 4.85% 01/15/27                | JEFFERIES FIN GROUP INC REGD 4.85000000                                                                                           | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1481014.70    | 0.01%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK L 5.875% 11/15/27                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.87500000                                                                                 | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4279000 | NS      | $4309029.98    | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/33                | GOLDMAN SACHS GROUP INC REGD V/R 3.10200000                                                                                       | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10974000 | NS      | $8910674.34    | 0.03%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| T/L INEOS US 0% 4/1/24 /EUR/                  | T/L INEOS US FINANCE LLC REGD  /EUR/ 0.00000000                                                                                   | CUSIP: G4768PAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    21416820 | NS      | $22819259.44   | 0.08%             | 2024-04-01      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08843 4.5% 10/01/48                  | FREDDIE MAC GOLD POOL P#G08843 4.50000000                                                                                         | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2580561 | NS      | $2531832.47    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2863 3% 01/01/47                     | FANNIE MAE POOL UMBS P#MA2863 3.00000000                                                                                          | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7564786 | NS      | $6754867.19    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  4.451% 12/01/47                | PG&E WILDFIRE RECOVERY REGD SER A-4 4.45100000                                                                                    | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18300000 | NS      | $15866033.57   | 0.06%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC 7.625% 02/15/25                    | SPRINT LLC REGD 7.62500000                                                                                                        | CUSIP: 85207UAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7900000 | NS      | $8155438.60    | 0.03%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRELT 2006-1A C V/R 01/20/37                  | CAPITALSOURCE REAL ESTATE LOAN TRUST SER 2006-1A CL C V/R REGD 144A P/P 4.55871000                                                | CUSIP: 140560AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2821985 | NS      | $2627031.10    | 0.01%             | 2037-01-20      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 09/15/29                      | BNP PARIBAS REGD V/R 144A P/P 2.15900000                                                                                          | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1585000 | NS      | $1292125.81    | 0.00%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16584 3.5% 08/01/33                  | FREDDIE MAC GOLD POOL P#G16584 3.50000000                                                                                         | CUSIP: 3128MFRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4448606 | NS      | $4282741.48    | 0.02%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 01/15/24                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                                                         | CUSIP: 912828B25<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    36847508 | NS      | $36064680.60   | 0.13%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4119 2% 09/01/50                     | FANNIE MAE POOL UMBS P#MA4119 2.00000000                                                                                          | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2478213 | NS      | $2027763.51    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/30                | REPUBLIC OF ARGENTINA REGD S/UP 0.50000000                                                                                        | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |    25483672 | NS      | $6872682.33    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 3% 11/20/60                | VERIZON COMMUNICATIONS REGD 3.00000000                                                                                            | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2259000 | NS      | $1345059.54    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.125% 08/31/23                  | UNITED STATES TREASURY NOTE 0.12500000                                                                                            | CUSIP: 91282CCU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   100725000 | NS      | $97683577.40   | 0.36%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0015 3.5% 06/01/33                   | FREDDIE MAC POOL UMBS P#SB0015 3.50000000                                                                                         | CUSIP: 3132CWAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3533737 | NS      | $3415898.50    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR G V/R 03/15/23                  | LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL G V/R REGD 144A P/P 7.26800000                                                       | CUSIP: 53218CAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9214362 | NS      | $8663475.09    | 0.03%             | 2038-03-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.25% 11/01/66                       | CSX CORP REGD 4.25000000                                                                                                          | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1170000 | NS      | $917462.02     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31                       | AT&T INC REGD SER * 2.75000000                                                                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5112000 | NS      | $4236386.42    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-F BF 3.62% 09/25/26                 | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC SER 2017-F CL BFX REGD 144A P/P 3.62000000                                              | CUSIP: 83401BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1405000 | NS      | $1214018.21    | 0.00%             | 2041-01-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TPMF 2018-A V/R 02/20/45 /GBP/                | TOWD POINT MORTGAGE FUNDING 2018 - AUBURN  SER 2018-A12X CL A V/R REGD REG S /GBP/ 3.94354000                                     | CUSIP: G89618AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     1538578 | NS      | $1841775.17    | 0.01%             | 2045-02-20      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DO 5.289% 03/15/33                | NEW YORK ST DORM AUTH ST PERSO REGD N/C B/E 5.28900000                                                                            | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      830000 | NS      | $838159.56     | 0.00%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0764 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0764 3.00000000                                                                                         | CUSIP: 3133B9Z56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30759031 | NS      | $26994374.16   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.425% 07/17/26                 | PROGRESS RESIDENTIAL TRUST SER 2021-SFR6 CL E1 REGD 144A P/P 2.42500000                                                           | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2730000 | NS      | $2263108.85    | 0.01%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL  5.75% 11/20/25                | ALLY FINANCIAL INC REGD 5.75000000                                                                                                | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     8205000 | NS      | $7948575.95    | 0.03%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASL 2021-A C 2.92% 02/25/32                  | COLLEGE AVE STUDENT LOANS 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.92000000                                                     | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480000 | NS      | $430639.54     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.95% 11/15/29                | EDISON INTERNATIONAL REGD 6.95000000                                                                                              | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4516000 | NS      | $4715974.31    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.3% 07/15/48                | ALABAMA POWER CO REGD SER A 4.30000000                                                                                            | CUSIP: 010392FS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | NS      | $665195.62     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PA 4.5% 03/15/28                | VALERO ENERGY PARTNERS REGD 4.50000000                                                                                            | CUSIP: 91914JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5370000 | NS      | $5206637.83    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY 2.125% 09/22/31                       | HUNGARY REGD 144A P/P 2.12500000                                                                                                  | CUSIP: 445545AM8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |     3700000 | NS      | $2740442.00    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.15% 07/15/30                    | EQUINIX INC REGD 2.15000000                                                                                                       | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    19706000 | NS      | $15676896.65   | 0.06%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  4.4% 05/30/47                | SOUTHERN CO GAS CAPITAL REGD 4.40000000                                                                                           | CUSIP: 8426EPAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1915000 | NS      | $1516760.79    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.375% 06/15/46                     | BOEING CO REGD 3.37500000                                                                                                         | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9940000 | NS      | $6458500.98    | 0.02%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5264 4% 06/20/48                  | GINNIE MAE II POOL P#MA5264 4.00000000                                                                                            | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4830262 | NS      | $4613452.74    | 0.02%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC 4.5% 01/15/24                   | WELLTOWER INC REGD 4.50000000                                                                                                     | CUSIP: 42217KBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | NS      | $641738.23     | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8238 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#SD8238 4.50000000                                                                                         | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24804289 | NS      | $23876793.48   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITCHELLS 6.013% 12/15/28/GBP/                | MITCHELLS & BUTLERS FINA /GBP/ REGD SER B2 6.01300000                                                                             | CUSIP: G6160KAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      273676 | NS      | $307770.45     | 0.00%             | 2028-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0% 10/31/23                      | UNITED STATES TREASURY NOTE    /ZCP/144A 0.37500000                                                                               | CUSIP: 91282CDD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    33975000 | NS      | $32763313.56   | 0.12%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 4.35% 11/15/45                | COMMONWEALTH EDISON CO REGD 4.35000000                                                                                            | CUSIP: 202795JG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      822000 | NS      | $701251.70     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-1 D 1.28% 02/18/25                 | CARMAX AUTO OWNER TRUST 2021-1 SER 2021-1 CL D REGD 1.28000000                                                                    | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      825000 | NS      | $734443.63     | 0.00%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| MAPSL 2018-1A 4.212% 05/15/25                 | MAPS 2018-1 LTD SER 2018-1A CL A REGD 144A P/P 4.21200000                                                                         | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     4530213 | NS      | $4043599.91    | 0.01%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3939 4.5% 09/20/46                | GINNIE MAE II POOL P#MA3939 4.50000000                                                                                            | CUSIP: 36179SLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1909456 | NS      | $1871337.02    | 0.01%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADC 2021-1A A 1.937% 08/15/26                 | ALIGNED DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 1.93700000                                                        | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17968000 | NS      | $15346393.33   | 0.06%             | 2046-08-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 A1 V/R 04/25/67                   | COLT 2022-5 MORTGAGE LOAN TRUST SER 2022-5 CL A1 V/R REGD 144A P/P 4.55000000                                                     | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    32825859 | NS      | $31677916.04   | 0.12%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2550 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2550 2.50000000                                                                                          | CUSIP: 3140QMZQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10546885 | NS      | $9019494.78    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FFML 2004-FF7 M5 V/R 09/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7 SER 2004-FF7 CL M5 V/R REGD 6.56371000                                                | CUSIP: 32027NLE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      854074 | NS      | $859222.18     | 0.00%             | 2034-09-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30                  | CENTENE CORP REGD SER WI 3.37500000                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2527000 | NS      | $2136249.99    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30                | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                                                      | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3078000 | NS      | $2795531.08    | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BX 2020-VIV3 B V/R 03/09/30                   | BX COMMERCIAL MORTGAGE TRUST 2020-VIV3 SER 2020-VIV3 CL B V/R REGD 144A P/P 3.54387500                                            | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       69433 | NS      | $55878.45      | 0.00%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GOL EQUITY FINA 3.75% 07/15/24                | GOL EQUITY FINANCE SA REGD 144A P/P CONVERTIBLE 3.75000000                                                                        | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |      200000 | NS      | $95300.00      | 0.00%             | 2024-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CTP NV 1.25% 06/21/29/EUR/                    | CTP NV /EUR/ REGD REG S EMTN 1.25000000                                                                                           | CUSIP: N2368RAD9<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      300000 | NS      | $211455.83     | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC 5.625% 01/01/30                 | FIRSTCASH INC REGD 144A P/P 5.62500000                                                                                            | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4450325.15    | 0.02%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8196 3.5% 12/01/48                   | FANNIE MAE POOL UMBS P#FM8196 3.50000000                                                                                          | CUSIP: 3140XCDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9889777 | NS      | $9173468.32    | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO IN 5% 08/01/27                | SIRIUS XM RADIO INC REGD 144A P/P 5.00000000                                                                                      | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1385000 | NS      | $1280240.12    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY 2.4% 11/01/32                | NEW YORK CITY NY TRANSITIONAL REGD B/E 2.40000000                                                                                 | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2580000 | NS      | $2009443.84    | 0.01%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 06/05/26                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 2.19300000                                                                               | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1780000 | NS      | $1520283.23    | 0.01%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| SMB 2019-A A2A 3.44% 02/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-A SER 2019-A CL A2A REGD 144A P/P 3.44000000                                                | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-CBDO         | CORP              | US        |     4643495 | NS      | $4416019.65    | 0.02%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BJETS 2021-1A 2.162% 04/15/27                 | BUSINESS JET SECURITIES 2021-1 LLC SER 2021-1A CL A REGD 144A P/P 2.16200000                                                      | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2555260 | NS      | $2243654.87    | 0.01%             | 2036-04-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A3 V/R 10/25/63                 | VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A3 V/R REGD 144A P/P 1.26200000                                                 | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1580250 | NS      | $1412784.78    | 0.01%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA22  V/R 02/25/47                 | ALTERNATIVE LOAN TRUST 2006-OA22 SER 2006-OA22 CL A2 V/R REGD 4.80871000                                                          | CUSIP: 23245PAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9135908 | NS      | $7735969.52    | 0.03%             | 2047-02-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COM 2.75% 09/01/49                | WALT DISNEY COMPANY/THE REGD 2.75000000                                                                                           | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1583000 | NS      | $1046988.36    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0789 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0789 2.00000000                                                                                         | CUSIP: 3132DM2W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      410370 | NS      | $339044.43     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN2 A S/UP 06/25/52                 | PRET 2022-RN2 LLC SER 2022-RN2 CL A1 S/UP REGD 144A P/P 5.00000000                                                                | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29315368 | NS      | $27225311.43   | 0.10%             | 2052-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SIDC 2019-1A A 4.54% 02/26/24                 | STACK INFRASTRUCTURE ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 4.54000000                                                        | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7159608 | NS      | $6985956.18    | 0.03%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4744 3% 06/01/47                     | FANNIE MAE POOL UMBS P#BM4744 3.00000000                                                                                          | CUSIP: 3140J9HW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1384889 | NS      | $1240386.11    | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UROPA 2007- V/R 10/10/40 /EUR/                | UROPA SECURITIES PLC SER 2007-1 CL A3B V/R REGD REG S /EUR/ 1.48800000                                                            | CUSIP: G92958AA8<br>LEI: 213800IVU1GPPZBQ4446 | Long             | ABS-CBDO         | CORP              | GB        |     1699108 | NS      | $1720945.61    | 0.01%             | 2040-10-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4365 3.5% 08/01/52                   | FANNIE MAE POOL UMBS P#CB4365 3.50000000                                                                                          | CUSIP: 3140QPZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24356 | NS      | $22146.95      | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-B A4 V/R 06/15/39                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-B SER 2005-B CL A4 V/R REGD 5.09900000                                                 | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4887560 | NS      | $4634639.26    | 0.02%             | 2039-06-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING L 4% 03/27/27                | GLENCORE FUNDING LLC REGD 144A P/P 4.00000000                                                                                     | CUSIP: 378272AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $943723.15     | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MI 7.5% 04/01/25                | FIRST QUANTUM MINERALS L REGD 144A P/P 7.50000000                                                                                 | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1530000 | NS      | $1489210.54    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                | EVERSOURCE ENERGY REGD 4.60000000                                                                                                 | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     9315000 | NS      | $9185352.25    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 V/R 11/25/59                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 SER 2019-2 CL A3 V/R REGD 144A P/P 3.04600000                                           | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      807240 | NS      | $755954.24     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW0004 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#BW0004 3.50000000                                                                                          | CUSIP: 3140MRAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130988 | NS      | $119111.14     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 3.875% 10/27/27                | GLENCORE FUNDING LLC REGD 144A P/P 3.87500000                                                                                     | CUSIP: 378272AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17752000 | NS      | $16570426.88   | 0.06%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-ASH8  V/R 02/15/25                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2018-ASH8 CL A V/R REGD 144A P/P 5.26800000                                          | CUSIP: 46649JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7500000 | NS      | $7274382.00    | 0.03%             | 2035-02-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.915% 03/14/27                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL AS REGD 3.91500000                                                     | CUSIP: 17325HBR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1418000 | NS      | $1284038.99    | 0.00%             | 2050-04-14      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| T/L AMWINS GROUP IN 0% 2/19/28                | T/L AMWINS GROUP INC REGD 0.00000000                                                                                              | CUSIP: 03234TAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7618498 | NS      | $7473289.48    | 0.03%             | 2028-02-19      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| T/L PETVET CARE 0% 02/14/2025                 | T/L PETVET CARE CENTERS LLC    REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      443562 | NS      | $415639.35     | 0.00%             | 2025-02-14      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ACAR 2021-4 D 1.82% 06/13/25                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 SER 2021-4 CL D REGD 144A P/P 1.82000000                                      | CUSIP: 02530TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3655000 | NS      | $3348459.54    | 0.01%             | 2028-02-14      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 1 3% 07/30/46                | TWDC ENTERPRISES 18 CORP REGD MTN 3.00000000                                                                                      | CUSIP: 25468PDN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | NS      | $603975.52     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4900 3.5% 12/20/47                | GINNIE MAE II POOL P#MA4900 3.50000000                                                                                            | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4110469 | NS      | $3833439.01    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNAT 3.625% 03/04/28                | SAUDI INTERNATIONAL BOND REGD REG S EMTN 3.62500000                                                                               | CUSIP: M6320UAG4<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |     3080000 | NS      | $2937488.40    | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08757 3.5% 04/01/47                  | FREDDIE MAC GOLD POOL P#G08757 3.50000000                                                                                         | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1419654 | NS      | $1318448.43    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM A 5.75% 04/15/26                | WASH MULTIFAM ACQ INC REGD 144A P/P 5.75000000                                                                                    | CUSIP: 93710WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | NS      | $1178125.00    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2942 3% 03/01/52                     | FANNIE MAE POOL UMBS P#BV2942 3.00000000                                                                                          | CUSIP: 3140MGHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135035 | NS      | $118503.99     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R10.17PMXIE 09/14/23 XGS FIXED                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-16984.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS  4% 04/01/25                | ARROW ELECTRONICS INC REGD 4.00000000                                                                                             | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      702000 | NS      | $677529.66     | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R4 A1A V/R 05/01/61                  | CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000                                                                 | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30071033 | NS      | $26336763.76   | 0.10%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 A V/R 04/19/27                   | MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 6.47102000                                                                   | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1546000 | NS      | $1523349.55    | 0.01%             | 2037-06-19      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  2.9% 05/15/25                | ENERGY TRANSFER LP REGD 2.90000000                                                                                                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2346000 | NS      | $2209333.37    | 0.01%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARESE 7A A1 V/R 10/15/30 /EUR/                | ARES EUROPEAN CLO SER 7A CL A1RR V/R REGD 144A P/P /EUR/ 2.03800000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    26417514 | NS      | $27581361.55   | 0.10%             | 2030-10-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31                | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                                                            | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15565000 | NS      | $12076672.75   | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4311 4% 01/01/42                     | FANNIE MAE POOL UMBS P#AB4311 4.00000000                                                                                          | CUSIP: 31417AYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1195224 | NS      | $1147797.98    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA 8.75% 09/02/27                     | GENNEIA SA REGD 144A P/P 8.75000000                                                                                               | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |      132839 | NS      | $129850.12     | 0.00%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  4.15% 06/01/49                | AMERICAN WATER CAPITAL C REGD 4.15000000                                                                                          | CUSIP: 03040WAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | NS      | $1173610.79    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 A4 V/R 07/25/23                   | SLMA 2008-5 A4 V/R 07/25/23 6.05843000                                                                                            | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2649566 | NS      | $2622089.51    | 0.01%             | 2023-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 A1 V/R 09/25/66                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.24100000                                           | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4486683 | NS      | $3578155.44    | 0.01%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/14/32                 | DEUTSCHE BANK NY REGD V/R 3.72900000                                                                                              | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5330000 | NS      | $3908029.39    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINAN 0% 06/28/24                 | T/L LEALAND FINANCE COMPANY  B V REGD 0.00000000                                                                                  | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      148837 | NS      | $93022.96      | 0.00%             | 2024-06-28      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHC 3.875% 11/15/30                | MOLINA HEALTHCARE INC REGD 144A P/P 3.87500000                                                                                    | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     4206000 | NS      | $3564331.42    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08788 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#G08788 3.50000000                                                                                         | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      725846 | NS      | $673498.90     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0290 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS0290 2.00000000                                                                                          | CUSIP: 3140XFKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3083202 | NS      | $2536160.83    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2027 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $309504.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR 2022-OANA A V/R 04/15/24                  | BPR TRUST 2022-OANA SER 2022-OANA CL A V/R REGD 144A P/P 6.23361000                                                               | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25012000 | NS      | $24411639.47   | 0.09%             | 2037-04-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL D V/R REGD 144A P/P /GBP/ 4.73868000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     2364000 | NS      | $2783716.51    | 0.01%             | 2059-07-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32                | WARNERMEDIA HOLDINGS INC REGD 144A P/P 4.27900000                                                                                 | CUSIP: 55903VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14055000 | NS      | $11578013.43   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                                                         | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48845407 | NS      | $41367020.88   | 0.15%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% JAN 23                    | G2SF 30 YR TBA 3.5% JAN 23     TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 21H032613<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -17034000 | NS      | $-15647691.66  | -0.06%            | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2018-2A  4.04% 12/14/24                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2018-2 SER 2018-2A CL C REGD 144A P/P 4.04000000                                                 | CUSIP: 68269CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1015000 | NS      | $952821.30     | 0.00%             | 2033-03-14      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| PMF 2018-2B V/R 03/12/55 /GBP/                | PRECISE MORTGAGE FUNDING 2018-2B PLC SER 2018-2B CL A V/R REGD REG S /GBP/ 3.93497000                                             | CUSIP: G72162AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     1664407 | NS      | $2007273.31    | 0.01%             | 2055-03-12      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 08/01/24                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 4.36300000                                                                              | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     4000000 | NS      | $3947676.00    | 0.01%             | 2024-08-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| EART 2020-3A D 1.73% 04/15/24                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2020-3 SER 2020-3A CL D REGD 1.73000000                                                       | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1175000 | NS      | $1132013.92    | 0.00%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-FA A 2.6% 04/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F SER 2019-FA CL A2 REGD 144A P/P 2.60000000                                       | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2923414 | NS      | $2704711.73    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8086 3.5% 07/01/51                   | FANNIE MAE POOL UMBS P#FM8086 3.50000000                                                                                          | CUSIP: 3140XB6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2990151 | NS      | $2726454.84    | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZH6 05.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $3874779.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAFC 2015-R7 1A1 V/R 01/26/20                 | BANC OF AMERICA FUNDING 2015-R7 TRUST SER 2015-R7 CL 1A1 V/R REGD 144A P/P 2.60916000                                             | CUSIP: 05991AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219954 | NS      | $216944.09     | 0.00%             | 2046-09-26      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.5% 04/15/24                         | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000                                                                         | CUSIP: 9128286N5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    27129766 | NS      | $26381885.86   | 0.10%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OAKC 2019-3A AR V/R 07/02/35                  | OHA CREDIT FUNDING 3 LTD SER 2019-3A CL AR V/R REGD 144A P/P 5.38257000                                                           | CUSIP: 67112RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8770000 | NS      | $8487114.88    | 0.03%             | 2035-07-02      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP 3.4% 03/01/27                      | CIGNA CORP REGD SER * 3.40000000                                                                                                  | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     6858000 | NS      | $6432683.37    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A1 V/R REGD 144A P/P 4.00000000                                                   | CUSIP: 81746JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      202384 | NS      | $185628.52     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.57% 01/15/26                | BERRY GLOBAL INC REGD 1.57000000                                                                                                  | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | NS      | $1603468.35    | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-5 A1 V/R 02/25/57                   | TOWD POINT MORTGAGE TRUST 2017-5 SER 2017-5 CL A1 V/R REGD 144A P/P 4.98871000                                                    | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130474 | NS      | $129119.55     | 0.00%             | 2057-02-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5500 3% 09/01/46                     | FANNIE MAE POOL UMBS P#FM5500 3.00000000                                                                                          | CUSIP: 3140X9DE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2806250 | NS      | $2553716.39    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5337 3% 03/01/50                     | FANNIE MAE POOL UMBS P#CA5337 3.00000000                                                                                          | CUSIP: 3140QC4X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7677824 | NS      | $6793782.47    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENT 1% 07/09/29                | REPUBLIC OF ARGENTINA REGD 1.00000000                                                                                             | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     1108815 | NS      | $294343.17     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.95% 01/15/28                | ALEXANDRIA REAL ESTATE E REGD 3.95000000                                                                                          | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      364000 | NS      | $341720.58     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENO 4.75% 08/06/50                | INDUSTRIAS PENOLES SAB D REGD REG S 4.75000000                                                                                    | CUSIP: P55409AC3<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      317000 | NS      | $261860.06     | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MASS INSTITUTE O 5.6% 07/01/11                | MASS INSTITUTE OF TECH REGD 5.60000000                                                                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       72000 | NS      | $74461.14      | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0139 3.5% 11/01/52                   | FANNIE MAE POOL UMBS P#BX0139 3.50000000                                                                                          | CUSIP: 3140N4EM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499950 | NS      | $454504.95     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT4273 3% 06/01/43                     | FANNIE MAE POOL UMBS P#AT4273 3.00000000                                                                                          | CUSIP: 3138WRXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1503120 | NS      | $1367733.10    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEUB 2019-32A AR V/R 01/20/32                 | NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-32A CL AR V/R REGD 144A P/P 5.21657000                                              | CUSIP: 64132DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15740000 | NS      | $15417141.12   | 0.06%             | 2032-01-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CPTS 2019-CPT 2.865% 11/13/29                 | CENTURY PLAZA TOWERS 2019-CPT SER 2019-CPT CL A REGD 144A P/P 2.86500000                                                          | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5185000 | NS      | $4132606.25    | 0.02%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 3.089% 03/15/26                 | CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST SER 2016-C6 CL A5 REGD 3.08980000                                                         | CUSIP: 12636MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840000 | NS      | $775630.13     | 0.00%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL5 A V/R 03/27/51                 | VOLT XCVI LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 2.11570000                                                                    | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3228746 | NS      | $2927031.27    | 0.01%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% FEB 23                       | FNMA 30YR TBA 6% FEB 23        TO BE ANNOUNCED 6.00000000                                                                         | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28800000 | NS      | $29195724.38   | 0.11%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-70419.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BM5787 4% 08/01/47                     | FANNIE MAE POOL UMBS P#BM5787 4.00000000                                                                                          | CUSIP: 3140JAND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1018100 | NS      | $975916.23     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING L 4% 04/16/25                | GLENCORE FUNDING LLC REGD P/P 4.00000000                                                                                          | CUSIP: 378272AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4450000 | NS      | $4304811.59    | 0.02%             | 2025-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.794% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.79400000                                                   | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1760000 | NS      | $1477979.01    | 0.01%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.85% 12/15/27                 | AIR LEASE CORP REGD 5.85000000                                                                                                    | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     9015000 | NS      | $9004749.58    | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/15/30                | JPMORGAN CHASE & CO REGD V/R 2.73900000                                                                                           | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9012000 | NS      | $7557607.85    | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3361 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3361 3.00000000                                                                                          | CUSIP: 3140QNWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33848 | NS      | $29742.58      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8370 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#BT8370 3.50000000                                                                                          | CUSIP: 3140LXJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209000 | NS      | $189935.69     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                   | UNITED STATES TREASURY BOND 3.25000000                                                                                            | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   159565000 | NS      | $139893627.34  | 0.51%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NAVSL 2015-BA A3 V/R 05/15/27                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 5.76786000                                                 | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10638558 | NS      | $10483842.22   | 0.04%             | 2040-07-16      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| RC R/P NOMURA  4.320% 01/03/23                | RC R/P NOMURA  4.320% 01/03/23 4.32000000                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |      100000 | PA      | $100000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI 2016-D B V/R 01/25/39                    | SOFI PROFESSIONAL LOAN PROGRAM 2016-D LLC SER 2016-D CL B V/R REGD 144A P/P 3.23000000                                            | CUSIP: 83404LAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | NS      | $453344.72     | 0.00%             | 2039-01-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BELL 2021-1A  2.294% 02/25/29                 | TACO BELL FUNDING LLC SER 2021-1A CL A2II REGD 144A P/P 2.29400000                                                                | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9058500 | NS      | $7277309.03    | 0.03%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230221 000011553 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11369.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCAR 2021-1 C 0.89% 10/18/24                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL C REGD 0.89000000                                                   | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4735000 | NS      | $4357526.75    | 0.02%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 01/27/32                | REPUBLIC OF CHILE REGD 2.55000000                                                                                                 | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     3355000 | NS      | $2744983.57    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                | NATWEST GROUP PLC REGD V/R 4.89200000                                                                                             | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2900000 | NS      | $2743869.71    | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FHF 2021-1A B 2.29% 03/15/27                  | FHF TRUST 2021-1 SER 2021-1A CL B REGD 144A P/P 2.29000000                                                                        | CUSIP: 30260WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | NS      | $3709533.20    | 0.01%             | 2027-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| T/L ELEMENT MATER 0% 04/12/29                 | T/L ELEMENT MATERIALS TECHNOLO GY GROUP US HOLDINGS INC 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      283810 | NS      | $276714.64     | 0.00%             | 2029-04-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 2.7% 08/01/52                | MIDAMERICAN ENERGY CO REGD 2.70000000                                                                                             | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3297000 | NS      | $2110921.92    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS P 4.95% 03/31/30                | HSBC HOLDINGS PLC REGD 4.95000000                                                                                                 | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9900000 | NS      | $9441650.49    | 0.03%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PSTAT 2021-3A A1 V/R 07/20/29                 | PALMER SQUARE LOAN FUNDING 2021-3 LTD SER 2021-3A CL A1 V/R REGD 144A P/P 5.04257000                                              | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3855808 | NS      | $3805902.45    | 0.01%             | 2029-07-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.2% 02/22/52                       | AMGEN INC REGD 4.20000000                                                                                                         | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1804000 | NS      | $1430563.72    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2856 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2856 2.50000000                                                                                          | CUSIP: 3140QNE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6005902 | NS      | $5136600.03    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.35% 01/08/31                | GENERAL MOTORS FINL CO REGD 2.35000000                                                                                            | CUSIP: 37045XDE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1109000 | NS      | $836202.24     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4838 4% 11/20/47                  | GINNIE MAE II POOL P#MA4838 4.00000000                                                                                            | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      951588 | NS      | $913617.09     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1711 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1711 4.50000000                                                                                          | CUSIP: 3140Q83V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1972196 | NS      | $1929248.56    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5176 4% 02/01/50                     | FANNIE MAE POOL UMBS P#CA5176 4.00000000                                                                                          | CUSIP: 3140QCXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4315844 | NS      | $4108356.91    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  4.08% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL D REGD 144A P/P 4.08000000                                                | CUSIP: 05377REU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7500000 | NS      | $5996583.00    | 0.02%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN1 A1 V/R 02/25/25                 | PRET 2022-RN1 LLC SER 2022-RN1 CL A1 V/R REGD 144A P/P 3.72100000                                                                 | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22076343 | NS      | $20605402.66   | 0.07%             | 2051-07-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230112 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4455.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L WINDSTREAM 0% 02/28/2027                  | T/L WINDSTREAM SERVICES LLC    REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4210000 | NS      | $4125800.00    | 0.01%             | 2027-02-28      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.85% 06/01/60                       | AT&T INC REGD 3.85000000                                                                                                          | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      729000 | NS      | $505752.00     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8255 3.5% 10/01/52                   | FREDDIE MAC POOL UMBS P#SD8255 3.50000000                                                                                         | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      709322 | NS      | $644619.23     | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0783 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0783 2.00000000                                                                                         | CUSIP: 3132DM2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1011497 | NS      | $830880.38     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L MILANO ACQUIS 0% 10/01/27                 | T/L MILANO ACQUISITION CORP    REGD 0.00000000                                                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2474747 | NS      | $2316982.33    | 0.01%             | 2027-10-01      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                      | UNITED STATES TREASURY BOND 2.00000000                                                                                            | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   957047000 | NS      | $683353991.19  | 2.48%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP 5% 02/15/30                      | EMBECTA CORP REGD 144A P/P 5.00000000                                                                                             | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     2488000 | NS      | $2105470.00    | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR2 1A V/R 01/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005 SER 2005-AR2 CL 1A1A V/R REGD 5.04871000                                      | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3260962 | NS      | $2948014.08    | 0.01%             | 2045-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| REPS 2021-A C 3.53% 06/20/26                  | REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL C REGD 144A P/P 3.53000000                                                   | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      795000 | NS      | $690622.78     | 0.00%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FSRIA 2022-FL6 A V/R 05/17/27                 | FS RIALTO 2022-FL6 ISSUER LLC SER 2022-FL6 CL A V/R REGD 144A P/P 6.90456000                                                      | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3607000 | NS      | $3554492.90    | 0.01%             | 2037-08-17      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BCC 2018-2A A1 V/R 07/19/31                   | BAIN CAPITAL CREDIT CLO 2018-2 SER 2018-2A CL A1 V/R REGD 144A P/P 5.30657000                                                     | CUSIP: 05682VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $245656.00     | 0.00%             | 2031-07-19      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| APID 2016-24A A1 V/R 10/20/30                 | APIDOS CLO XXIV SER 2016-24A CL A1AL V/R REGD 144A P/P 5.19257000                                                                 | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | NS      | $1672096.20    | 0.01%             | 2030-10-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA  3.75% 01/15/31                | SUZANO AUSTRIA GMBH REGD 3.75000000                                                                                               | CUSIP: 86964WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     6608000 | NS      | $5543626.31    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47                    | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                                                         | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3710198 | NS      | $3319853.32    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGL 2021-15A A1 V/R 01/20/35                  | AGL CORE CLO 15 LTD SER 2021-15A CL A1 V/R REGD P/P 5.39257000                                                                    | CUSIP: 00121GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3850000 | NS      | $3754747.15    | 0.01%             | 2035-01-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CR2 3.696% 07/10/25                 | COMM 2015-CCRE24 MORTGAGE TRUST SER 2015-CR24 CL A5 REGD 3.69600000                                                               | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990000 | NS      | $1896455.47    | 0.01%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/03/28                | SANTANDER UK GROUP HLDGS REGD V/R 3.82300000                                                                                      | CUSIP: 80281LAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4990000 | NS      | $4459161.55    | 0.02%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| NCSLT 2005-3W A5 V/R 10/25/33                 | NATIONAL COLLEGIATE STUDENT LOAN TRUST 2005-3 SER 2005-3W CL A51 V/R REGD 2.82370000                                              | CUSIP: 63543TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3832712 | NS      | $3695311.50    | 0.01%             | 2033-10-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 1.25% 10/15/30                    | PROLOGIS LP REGD 1.25000000                                                                                                       | CUSIP: 74340XBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | NS      | $507905.27     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARCLO 2021-FL4 A V/R 08/15/26                 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL4 CL A V/R REGD 144A P/P 5.66786000                                       | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14520000 | NS      | $13952384.16   | 0.05%             | 2036-11-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL5 AS V/R 07/15/36                  | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST SER 2021-FL5 CL AS V/R REGD 5.65009000                                                | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | NS      | $14463015.00   | 0.05%             | 2036-07-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2023 BOFAUS6NGFX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-46173.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% JAN 23                     | G2SF  30 YR TBA 5% JAN 23     TO BE ANNOUNCED 5.00000000                                                                          | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6642000 | NS      | $6580423.48    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5462 4% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5462 4.00000000                                                                                         | CUSIP: 3133BFB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8405111 | NS      | $7886911.87    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8218 5% 11/01/44                     | FANNIE MAE POOL UMBS P#AL8218 5.00000000                                                                                          | CUSIP: 3138ETDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1497355 | NS      | $1529095.29    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20230119 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52738.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCLO 2022-FL2 A V/R 05/15/37                 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL2 CL A V/R REGD 144A P/P 6.18561000                                       | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2733000 | NS      | $2645910.22    | 0.01%             | 2037-05-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-12 1A V/R 12/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-12 SER 2006-12 CL 1A1A V/R REGD 4.74914000                                                    | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25197529 | NS      | $20652401.39   | 0.08%             | 2036-12-19      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV0703 4% 12/01/43                     | FANNIE MAE POOL UMBS P#AV0703 4.00000000                                                                                          | CUSIP: 3138XBX90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1079110 | NS      | $1033605.06    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46                     | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                                                          | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212522 | NS      | $190814.56     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACK RTS 12/31/2049                  | INTELSAT JACKSON HOLDINGS S A RIGHTS EXPIRE 12/31/2049 0.00000000                                                                 | CUSIP: L5137X117<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       48409 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FGLMC P#Q46289 4.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#Q46289 4.50000000                                                                                         | CUSIP: 3132WK7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      353451 | NS      | $349949.63     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4621 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#QE4621 3.50000000                                                                                         | CUSIP: 3133BED26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4933068 | NS      | $4486157.63    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3633 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#CA3633 3.50000000                                                                                          | CUSIP: 3140QBBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5380076 | NS      | $5006731.00    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3376 3.5% 01/20/46                | GINNIE MAE II POOL P#MA3376 3.50000000                                                                                            | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656126 | NS      | $612953.38     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.95% 01/28/60                | PETROLEOS MEXICANOS REGD SER WI 6.95000000                                                                                        | CUSIP: 71654QDF6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3895000 | NS      | $2461731.92    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.8% 03/08/28                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.80000000                                                                                 | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7665000 | NS      | $6375855.92    | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.3% 01/02/46                | ALABAMA POWER CO REGD 4.30000000                                                                                                  | CUSIP: 010392FP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | NS      | $742151.82     | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP L V/R 01/12/27                | MACQUARIE GROUP LTD REGD V/R 144A P/P 1.34000000                                                                                  | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    10480000 | NS      | $9133884.14    | 0.03%             | 2027-01-12      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDIN 3.5% 06/07/24                | SANTANDER HOLDINGS USA REGD SER FXD 3.50000000                                                                                    | CUSIP: 80282KAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | NS      | $48575.88      | 0.00%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L DIAMOND SPO 0% 08/24/2026                 | T/L DIAMOND SPORTS GROUP LLC   REGD 0.00000000                                                                                    | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1719308 | NS      | $206317.01     | 0.00%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-5 2A2 V/R 10/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-5 CL 2A2 V/R REGD 5.38871000                                    | CUSIP: 59025RAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14320031 | NS      | $12183605.90   | 0.04%             | 2037-10-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 07/15/27                | TARGA RESOURCES PARTNERS REGD 144A 6.50000000                                                                                     | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1384000 | NS      | $1392774.50    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR23                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        4238 | NC      | $475914156.25  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| T/L ZAYO GROUP HOL 0% 03/09/27                | T/L ZAYO GROUP HOLDINGS INC    REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1108512 | NS      | $915387.10     | 0.00%             | 2027-03-09      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4355 4% 02/01/49                     | FANNIE MAE POOL UMBS P#BN4355 4.00000000                                                                                          | CUSIP: 3140JLZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2629895 | NS      | $2527339.60    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8285 3.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD8285 3.50000000                                                                                         | CUSIP: 3132DWF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8234547 | NS      | $7483420.94    | 0.03%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1598 2% 04/01/52                     | FANNIE MAE POOL UMBS P#FS1598 2.00000000                                                                                          | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62641547 | NS      | $51032157.67   | 0.19%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2022-NQM1  V/R 09/25/61                 | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 SER 2022-NQM1 CL A1 V/R REGD 144A P/P 3.62600000                                        | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4008101 | NS      | $3674165.58    | 0.01%             | 2061-09-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC C V/R 04/15/26                   | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL C V/R REGD 144A P/P 5.66896200                                             | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | NS      | $3345341.65    | 0.01%             | 2038-04-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2836 2% 02/01/52                     | FANNIE MAE POOL UMBS P#CB2836 2.00000000                                                                                          | CUSIP: 3140QNEJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1828659 | NS      | $1506736.12    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 0.25% 09/15/23                | EUROPEAN INVESTMENT BANK REGD 0.25000000                                                                                          | CUSIP: 298785JF4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    30865000 | NS      | $29916417.31   | 0.11%             | 2023-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% JAN 23                     | FNCI 15YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      555000 | NS      | $530905.29     | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29                     | BARCLAYS PLC REGD V/R MTN 4.97200000                                                                                              | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3700000 | NS      | $3474780.67    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.65% 08/01/28                | PACIFIC GAS & ELECTRIC REGD 4.65000000                                                                                            | CUSIP: 694308JC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | NS      | $91918.78      | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2960 4% 04/01/47                     | FANNIE MAE POOL UMBS P#MA2960 4.00000000                                                                                          | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      652284 | NS      | $623165.70     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMP 3.25% 02/12/32                | FORD MOTOR COMPANY REGD 3.25000000                                                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     8593000 | NS      | $6444249.03    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 2 2.875% 07/11/34                | AMER AIRLINE 21-1A EETC REGD SER A 2.87500000                                                                                     | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15700000 | NS      | $12634284.55   | 0.05%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.625% 12/01/29                | VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000                                                                                   | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2754000 | NS      | $2506140.00    | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CA 4.091% 06/01/29                | SEAGATE HDD CAYMAN REGD 4.09100000                                                                                                | CUSIP: 81180WBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4444000 | NS      | $3684265.84    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GSM 2020-IA A1 V/R 04/15/33                   | GULF STREAM MERIDIAN 1 LTD SER 2020-IA CL A1 V/R REGD 144A P/P 5.44914000                                                         | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | NS      | $1957008.00    | 0.01%             | 2033-04-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 3.2% 02/23/23                | GOLDMAN SACHS GROUP INC REGD 3.20000000                                                                                           | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10030000 | NS      | $10004841.75   | 0.04%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BA7196 4% 12/01/45                     | FANNIE MAE POOL UMBS P#BA7196 4.00000000                                                                                          | CUSIP: 3140EB7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1800794 | NS      | $1724498.46    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCAR 2020-3 D 1.49% 09/18/24                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 SER 2020-3 CL D REGD 1.49000000                                                   | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7135000 | NS      | $6592451.03    | 0.02%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.25% 05/15/51                | UNITEDHEALTH GROUP INC REGD 3.25000000                                                                                            | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1598000 | NS      | $1143428.70    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.07% 12/15/42                | LOCKHEED MARTIN CORP REGD 4.07000000                                                                                              | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1262000 | NS      | $1091713.22    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20230112 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25477.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                | BAT CAPITAL CORP REGD 3.55700000                                                                                                  | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6250000 | NS      | $5709761.88    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A5 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A5 V/R REGD 4.91871000                                                | CUSIP: 61754PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19453909 | NS      | $7730761.47    | 0.03%             | 2037-04-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2027 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $20494.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATL F 2.45% 03/15/31                | FIDELITY NATL FINANCIAL REGD 2.45000000                                                                                           | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     6840000 | NS      | $5217951.05    | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/33                     | BARCLAYS PLC REGD V/R 7.43700000                                                                                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3900000 | NS      | $4086424.84    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 09/30/26                  | UNITED STATES TREASURY NOTE 0.87500000                                                                                            | CUSIP: 91282CCZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    95425000 | NS      | $84730690.67   | 0.31%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 4.2% 04/01/50                | ENTERGY LOUISIANA LLC REGD 4.20000000                                                                                             | CUSIP: 29364WBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      893000 | NS      | $725201.04     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTELSAT JAC RTS 12/31/2049                   | INTELSAT JACKSON HOLDINGS S A RIGHTS EXPIRE 12/31/2049 0.00000000                                                                 | CUSIP: L5137X109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       46544 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.42 06/14/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $569092.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#ZS7403 3% 05/01/31                     | FREDDIE MAC POOL UMBS P#ZS7403 3.00000000                                                                                         | CUSIP: 3132A8GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3667321 | NS      | $3517195.84    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAD 2019-5A AR V/R 07/24/32                   | RAD CLO 5 LTD SER 2019-5A CL AR V/R REGD 144A P/P 5.44457000                                                                      | CUSIP: 74923EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | NS      | $684927.60     | 0.00%             | 2032-07-24      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| T/L AEA INTERNATIO 0% 09/07/28                | T/L AEA INTERNATIONAL HOLDINGS LUXEMBOURG S.A.R.L REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1345830 | NS      | $1329007.13    | 0.00%             | 2028-09-07      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERL 5.05% 06/15/25                | EMBRAER NETHERLANDS FINA REGD 5.05000000                                                                                          | CUSIP: 29082HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1630000 | NS      | $1581931.30    | 0.01%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.1% 09/15/49                | ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000                                                                                     | CUSIP: 68233JBR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1434000 | NS      | $1014960.65    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.75% 01/15/30                    | AKER BP ASA REGD 144A P/P 3.75000000                                                                                              | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    15485000 | NS      | $13622041.92   | 0.05%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67714 4% 07/01/48                    | FREDDIE MAC GOLD POOL P#G67714 4.00000000                                                                                         | CUSIP: 3132XCSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4389367 | NS      | $4210726.64    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS  3.875% 06/01/29                | LITHIA MOTORS INC REGD 144A P/P 3.87500000                                                                                        | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     5095000 | NS      | $4188650.45    | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-1 A22 V/R 02/25/59                  | GALTON FUNDING MORTGAGE TRUST 2019-1 SER 2019-1 CL A22 V/R REGD 144A P/P 4.00000000                                               | CUSIP: 36418WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379124 | NS      | $366530.41     | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 3.5% 06/01/30                | ANHEUSER-BUSCH INBEV WOR REGD 3.50000000                                                                                          | CUSIP: 035240AV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1358000 | NS      | $1236223.20    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOE 7.75% 10/15/24                | TRANSOCEAN PHOENIX 2 LTD REGD 144A P/P 7.75000000                                                                                 | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2800000 | NS      | $2772000.00    | 0.01%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS COR 4.7% 06/01/27                | SITE CENTERS CORP REGD 4.70000000                                                                                                 | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     8000000 | NS      | $7505235.60    | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8220 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8220 3.00000000                                                                                         | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    56605145 | NS      | $49703298.61   | 0.18%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/01/44                | ENERGY TRANSFER LP REGD SER 30YR 5.30000000                                                                                       | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1382000 | NS      | $1166798.88    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN6677 4% 06/01/49                     | FANNIE MAE POOL UMBS P#BN6677 4.00000000                                                                                          | CUSIP: 3140JPM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15121763 | NS      | $14367126.23   | 0.05%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 4.298% 08/22/32                | BECTON DICKINSON AND CO REGD 4.29800000                                                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2585000 | NS      | $2419616.61    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20230217 000001733 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49243.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA TELECO 4.95% 07/17/30                | COLOMBIA TELECOMUNICACIO REGD REG S 4.95000000                                                                                    | CUSIP: P28768AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      400000 | NS      | $318604.00     | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.3% 03/01/48                | WESTERN MIDSTREAM OPERAT REGD 5.30000000                                                                                          | CUSIP: 958254AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5089000 | NS      | $4184312.54    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNT 2.707% 10/01/33                | MIAMI-DADE CNTY FL AVIATION RE REGD B/E 2.70700000                                                                                | CUSIP: 59333P6J2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1290000 | NS      | $1011821.43    | 0.00%             | 2033-10-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 11/15/47                       | ORACLE CORP REGD 4.00000000                                                                                                       | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5636000 | NS      | $4119328.45    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 4.35% 01/15/25                | FIRSTENERGY TRANSMISSION REGD P/P 4.35000000                                                                                      | CUSIP: 33767BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1948874.44    | 0.01%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  3.205% 03/08/27                | ATHENE GLOBAL FUNDING REGD 144A P/P 3.20500000                                                                                    | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     5070000 | NS      | $4517816.01    | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 08/23/28                | GOLDMAN SACHS GROUP INC REGD V/R 4.48200000                                                                                       | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6325000 | NS      | $6061971.78    | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HAROT 2019-4 A 1.83% 02/21/23                 | HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST SER 2019-4 CL A3 REGD 1.83000000                                                        | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200783 | NS      | $200108.42     | 0.00%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 4.75% 02/15/26                | WESTERN DIGITAL CORP REGD 4.75000000                                                                                              | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     8800000 | NS      | $8287136.00    | 0.03%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH 0.983% 09/01/24                | MICROCHIP TECHNOLOGY INC       REGD 0.98300000                                                                                    | CUSIP: 595017BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4290000 | NS      | $3972369.30    | 0.01%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.25% 04/15/30                    | PROLOGIS LP REGD 2.25000000                                                                                                       | CUSIP: 74340XBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4656000 | NS      | $3878979.48    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-37A AR V/R 07/15/33                 | MADISON PARK FUNDING XXXVII LTD SER 2019-37A CL AR V/R REGD 144A P/P 5.14914000                                                   | CUSIP: 55817EAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3845000 | NS      | $3764470.32    | 0.01%             | 2033-07-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SDART 2021-4 D 1.67% 10/15/25                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 SER 2021-4 CL D REGD 1.67000000                                                     | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6305000 | NS      | $5807224.66    | 0.02%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE 9.25% 07/06/24                | RIO OIL FINANCE TRUST REGD REG S 9.25000000                                                                                       | CUSIP: U76673AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128714 | NS      | $130001.26     | 0.00%             | 2024-07-06      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/09/28                | HSBC HOLDINGS PLC REGD V/R 4.75500000                                                                                             | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2075000 | NS      | $1961305.81    | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3217 1.5% 08/01/50                   | FREDDIE MAC POOL UMBS P#RA3217 1.50000000                                                                                         | CUSIP: 3133KJSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1895473 | NS      | $1464431.11    | 0.01%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2019-79 FA V/R 01/25/50                   | FANNIE MAE REMICS SER 2019-79 CL FA V/R 4.88871000                                                                                | CUSIP: 3136B72K6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000019 | NS      | $1942767.28    | 0.01%             | 2050-01-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.90000000                                                                                        | CUSIP: 715638AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      340000 | NS      | $80010.79      | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL 2.1% 06/15/30                | INTERCONTINENTALEXCHANGE REGD 2.10000000                                                                                          | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     3955000 | NS      | $3226599.74    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE 6.6% 10/01/25                | TRAVEL + LEISURE CO REGD 6.60000000                                                                                               | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      930000 | NS      | $913771.50     | 0.00%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES IN 4.5% 12/01/26                | CF INDUSTRIES INC REGD 144A P/P 4.50000000                                                                                        | CUSIP: 12527GAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5145000 | NS      | $4979907.29    | 0.02%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CWL 2007-BC2 2A4 V/R 06/25/37                 | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-BC2 SER 2007-BC2 CL 2A4 V/R REGD 4.67871000                                            | CUSIP: 12669QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5972151 | NS      | $5664213.90    | 0.02%             | 2037-06-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-INV1 A V/R 03/25/28                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1 SER 2021-INV1 CL A6 V/R REGD 144A P/P 2.50000000                                    | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6014703 | NS      | $5141867.10    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4513 5% 06/20/47                  | GINNIE MAE II POOL P#MA4513 5.00000000                                                                                            | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1493477 | NS      | $1503738.81    | 0.01%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9487 4% 05/01/47                     | FANNIE MAE POOL UMBS P#AS9487 4.00000000                                                                                          | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      707495 | NS      | $676205.97     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4221 3% 01/01/43                     | FANNIE MAE POOL UMBS P#BM4221 3.00000000                                                                                          | CUSIP: 3140J8VP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1226627 | NS      | $1116170.66    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRSLF 2014-36A A V/R 04/15/29                 | DRYDEN 36 SENIOR LOAN FUND SER 2014-36A CL AR3 V/R REGD 144A P/P 5.09914000                                                       | CUSIP: 26249KAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9220941 | NS      | $9121059.60    | 0.03%             | 2029-04-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A 2.841% 01/30/28                 | SERVICEMASTER FUNDING LLC SER 2020-1 CL A2I REGD 144A P/P 2.84100000                                                              | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      635678 | NS      | $509227.90     | 0.00%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3155 3% 10/01/32                     | FANNIE MAE POOL UMBS P#MA3155 3.00000000                                                                                          | CUSIP: 31418CQH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4049486 | NS      | $3853617.84    | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMA 1.25% 05/15/27                | BIOMARIN PHARMACEUTICAL REGD CONVERTIBLE 1.25000000                                                                               | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     8650000 | NS      | $9294951.18    | 0.03%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1406 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS1406 2.00000000                                                                                          | CUSIP: 3140XGR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      961172 | NS      | $783498.42     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L TRUGREEN LIMIT 0% 11/02/27                | T/L TRUGREEN LIMITED           PARTNERSHIP REGD 0.00000000                                                                        | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      443605 | NS      | $392869.94     | 0.00%             | 2027-11-02      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 1.85% 09/15/32                | INTERCONTINENTALEXCHANGE REGD 1.85000000                                                                                          | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    21260000 | NS      | $15992324.76   | 0.06%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-7 A1 V/R 11/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.97800000                                                     | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7052259 | NS      | $5733205.21    | 0.02%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 12/15/41                | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                                                            | CUSIP: 694308GY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3353000 | NS      | $2366094.68    | 0.01%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.42 06/28/24 GOLD FLOAT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $164040.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP 4.5% 03/15/49                        | CSX CORP REGD 4.50000000                                                                                                          | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      902000 | NS      | $784484.84     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL C 3.5% 04/03/30                | DOLLAR GENERAL CORP REGD 3.50000000                                                                                               | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     3125000 | NS      | $2811391.97    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 4.125% 01/16/25                  | ECOPETROL SA REGD 4.12500000                                                                                                      | CUSIP: 279158AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      749000 | NS      | $713317.57     | 0.00%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 A V/R 02/25/61                 | CREDIT SUISSE MORTGAGE CAPITAL CERTIFI SER 2021-RPL9 CL A1 V/R REGD 144A P/P 2.43639000                                           | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15186561 | NS      | $13923677.24   | 0.05%             | 2061-02-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| NEUB 2013-14A AR V/R 01/28/30                 | NEUBERGER BERMAN CLO XIV LTD SER 2013-14A CL AR2 V/R REGD 5.40386000                                                              | CUSIP: 64129JBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2291620 | NS      | $2262564.11    | 0.01%             | 2030-01-28      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5153 2% 04/01/42                     | FREDDIE MAC POOL UMBS P#RB5153 2.00000000                                                                                         | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      926042 | NS      | $780581.96     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60645 4.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G60645 4.50000000                                                                                         | CUSIP: 31335AWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      427063 | NS      | $422093.21     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  6.1% 10/15/52                | ELEVANCE HEALTH INC REGD 6.10000000                                                                                               | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2329000 | NS      | $2482880.43    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-10 1A V/R 11/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-10 SER 2006-10 CL 1A1A V/R REGD 4.53914000                                                    | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7210432 | NS      | $5684783.10    | 0.02%             | 2036-11-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 04/15/23                   | UNITED STATES TREASURY NOTE 0.25000000                                                                                            | CUSIP: 912828ZH6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    64441000 | NS      | $63690866.81   | 0.23%             | 2023-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  4.55% 09/15/32                | ONCOR ELECTRIC DELIVERY REGD 144A P/P 4.55000000                                                                                  | CUSIP: 68233JCJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1824000 | NS      | $1785728.01    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7056 2% 01/01/52                     | FANNIE MAE POOL UMBS P#BQ7056 2.00000000                                                                                          | CUSIP: 3140KSZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   108692961 | NS      | $88565268.89   | 0.32%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WLAKE 2021-3A  2.12% 01/15/27                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3A CL D REGD 144A P/P 2.12000000                                            | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9200000 | NS      | $8328770.12    | 0.03%             | 2027-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR 3.75% 04/16/30                 | STATE OF QATAR REGD 3.75000000                                                                                                    | CUSIP: M8489SAP2<br>LEI: N/A                  | Long             | DBT              | USGA              | QA        |      450000 | NS      | $435375.00     | 0.00%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 6% 12/09/20/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD 0.00000000                                                                                             | CUSIP: P97475AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       30000 | NS      | $1875.00       | 0.00%             | 2049-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  3.9% 05/15/24                | ENERGY TRANSFER LP REGD 3.90000000                                                                                                | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1106000 | NS      | $1077157.02    | 0.00%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20- 4.25% 11/15/32                | BRITISH AIR 20-1 A PPT REGD 144A P/P 4.25000000                                                                                   | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      322321 | NS      | $288327.67     | 0.00%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2017-2 A1 V/R 07/25/59                  | MILL CITY MORTGAGE LOAN TRUST 2017-2 SER 2017-2 CL A1 V/R REGD 144A P/P 2.75000000                                                | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       54789 | NS      | $53908.16      | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2027 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-6477.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G08800 3.5% 02/01/48                  | FREDDIE MAC GOLD POOL P#G08800 3.50000000                                                                                         | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      767713 | NS      | $711706.77     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HNGRY 2018-1A 4.959% 06/20/25                 | HARDEE'S FUNDING LLC SER 2018-1A CL A2II REGD 144A P/P 4.95900000                                                                 | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7195612 | NS      | $6757709.11    | 0.02%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SMB 2015-C B 3.5% 03/15/26                    | SMB PRIVATE EDUCATION LOAN TRUST 2015-C SER 2015-C CL B REGD 144A P/P 3.50000000                                                  | CUSIP: 78448RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1295000 | NS      | $1217614.43    | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS 2014-C2 4.378% 05/15/24                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C20 SER 2014-C20 CL B REGD 4.37800000                                                        | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2365000 | NS      | $2035107.81    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.625% 08/01/30                | FREEPORT-MCMORAN INC REGD 4.62500000                                                                                              | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    10465000 | NS      | $9747043.34    | 0.04%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 5.375% 11/15/29                   | NETFLIX INC REGD 144A P/P 5.37500000                                                                                              | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1415000 | NS      | $1372550.00    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T/L  SUNSHINE LU 0% 10/01/2026                | T/L  SUNSHINE LUXEMBOURG VII   SARL REGD 0.00000000                                                                               | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     6509242 | NS      | $6223551.30    | 0.02%             | 2026-10-01      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0297 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#SD0297 4.00000000                                                                                         | CUSIP: 3132DMKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4977432 | NS      | $4754529.81    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRU 5.152% 03/20/28                | SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000                                                                                 | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27661000 | NS      | $27260653.77   | 0.10%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/33                       | US BANCORP REGD V/R 5.85000000                                                                                                    | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8795000 | NS      | $9130438.13    | 0.03%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| T/L ENTEGRIS INC 0% 03/02/2029                | T/L ENTEGRIS INC REGD 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1610000 | NS      | $1603962.50    | 0.01%             | 2029-03-02      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                    | CITIGROUP INC REGD V/R 3.05700000                                                                                                 | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    22388000 | NS      | $18067446.23   | 0.07%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ILPT 2019-SUR 4.145% 02/11/29                 | ILPT TRUST 2019-SURF SER 2019-SURF CL A REGD 144A P/P 4.14500000                                                                  | CUSIP: 44965LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7575000 | NS      | $6829865.43    | 0.02%             | 2041-02-11      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 03/01/48                     | BOEING CO REGD 3.62500000                                                                                                         | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1941000 | NS      | $1269928.87    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBSBB 2012-C2 D V/R 07/10/22                  | UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 20 SER 2012-C2 CL D V/R REGD 144A P/P 4.70209900                                           | CUSIP: 90269CAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1135000 | NS      | $56750.00      | 0.00%             | 2063-05-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE8 M1 V/R 09/25/34                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE8 SER 2004-HE8 CL M1 V/R REGD 5.34871000                                            | CUSIP: 61744CHA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1322836 | NS      | $1252681.69    | 0.00%             | 2034-09-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 D 2.3% 11/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2021-N4 SER 2021-N4 CL D REGD 2.30000000                                                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5760000 | NS      | $5229837.50    | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 1.8% 01/15/31                | L3HARRIS TECH INC REGD 1.80000000                                                                                                 | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     6607000 | NS      | $5070480.37    | 0.02%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CWL 2004-14 M4 V/R 06/25/35                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2004-13 SER 2004-14 CL M4 V/R REGD 5.81371000                                               | CUSIP: 126673SV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4270344 | NS      | $4111018.88    | 0.01%             | 2035-06-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0198 4% 11/01/40                     | FANNIE MAE POOL UMBS P#BF0198 4.00000000                                                                                          | CUSIP: 3140FXGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1072144 | NS      | $1019082.72    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA  5.75% 07/14/26                | SUZANO AUSTRIA GMBH REGD 144A P/P 5.75000000                                                                                      | CUSIP: 05674XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      230000 | NS      | $230614.25     | 0.00%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A9 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A9 V/R REGD 4.92871000                                                | CUSIP: 61754PAX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1878552 | NS      | $746894.14     | 0.00%             | 2037-04-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| GSMBS 2020-INV1  V/R 10/25/50                 | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 SER 2020-INV1 CL A14 V/R REGD 144A P/P 2.93181000                                   | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3873941 | NS      | $3243368.30    | 0.01%             | 2050-10-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM F 5.5% 09/04/26                | LIQUID TELECOM FINANCE REGD 144A P/P 5.50000000                                                                                   | CUSIP: 536333AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      355000 | NS      | $253825.00     | 0.00%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCAR 2021-1 D 1.21% 11/18/24                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL D REGD 1.21000000                                                   | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5425000 | NS      | $4854013.87    | 0.02%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELIN 2.6% 10/15/25                | GRAY OAK PIPELINE LLC REGD 144A P/P 2.60000000                                                                                    | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      532000 | NS      | $482427.54     | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5  V/R 01/25/34                 | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL M2 V/R REGD 144A P/P 5.57768000                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3013213 | NS      | $2971814.04    | 0.01%             | 2034-01-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2040 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS2040 2.00000000                                                                                          | CUSIP: 3140XHHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29011087 | NS      | $23643790.65   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PER 3.55% 03/10/51                | REPUBLIC OF PERU REGD 3.55000000                                                                                                  | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     2819000 | NS      | $2003823.79    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HO 6.379% 07/15/32                | CELANESE US HOLDINGS LLC REGD 6.37900000                                                                                          | CUSIP: 15089QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | NS      | $1616611.48    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R05.53PMXIE 05/04/27 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-22384.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CXHE 2005-B M2 V/R 03/25/35                   | CENTEX HOME EQUITY LOAN TRUST 2005-B SER 2005-B CL M2 V/R REGD 5.03371000                                                         | CUSIP: 152314NC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3170157 | NS      | $3115337.43    | 0.01%             | 2035-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.6% 10/15/32                | GENERAL MOTORS CO REGD 5.60000000                                                                                                 | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5625000 | NS      | $5225604.19    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 2.6% 12/02/31                | AON CORP/AON GLOBAL HOLD REGD 2.60000000                                                                                          | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6275000 | NS      | $5121705.64    | 0.02%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERUS 2019-4 A1 V/R 11/25/59                  | VERUS SECURITIZATION TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.64200000                                                   | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      710023 | NS      | $673496.89     | 0.00%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNIT 7.875% 02/15/25                | UNITI GRP/UNITI HLD/CSL REGD 144A P/P 7.87500000                                                                                  | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4839465.00    | 0.02%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 4.9% 06/01/30                | REPUBLIC OF GUATEMALA REGD REG S 4.90000000                                                                                       | CUSIP: P5015VAH9<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      650000 | NS      | $614103.87     | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.125% 03/07/28/EUR/                  | ROMANIA /EUR/ REGD REG S EMTN 2.12500000                                                                                          | CUSIP: X7360WCF7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      397000 | NS      | $353427.72     | 0.00%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | IRS P02.00RSOFR 12/21/29 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-16892844.99  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WFCM 2020-C56 2.448% 03/15/30                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56 SER 2020-C56 CL A5 REGD 2.44800000                                                 | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      229000 | NS      | $190196.36     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| REALT 2019- V/R 04/12/24 /CAD/                | REAL ESTATE ASSET LIQUIDITY TRUST SER 2019-1A CL A1 V/R REGD 144A P/P /CAD/ 2.41900000                                            | CUSIP: 75585RRE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     7359637 | NS      | $5317636.86    | 0.02%             | 2054-06-12      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R07.15PMXIE 06/11/27 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-50067.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.75% 05/01/25                | MARRIOTT INTERNATIONAL REGD SER EE 5.75000000                                                                                     | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      472000 | NS      | $476069.26     | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.2% 03/01/29                | PACIFIC GAS & ELECTRIC REGD 4.20000000                                                                                            | CUSIP: 694308KB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7834000 | NS      | $6994006.17    | 0.03%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EART 2022-2A D 4.56% 07/17/28                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 4.56000000                                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2920000 | NS      | $2736368.21    | 0.01%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER 3.95% 09/01/32                | WISCONSIN POWER & LIGHT REGD 3.95000000                                                                                           | CUSIP: 976826BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      654000 | NS      | $598535.59     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4564 3% 03/01/52                     | FANNIE MAE POOL UMBS P#MA4564 3.00000000                                                                                          | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44476712 | NS      | $39049302.84   | 0.14%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LI 5.875% 06/30/26                | SABINE PASS LIQUEFACTION REGD 5.87500000                                                                                          | CUSIP: 785592AV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8035000 | NS      | $8130148.06    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL LCH GSC USD                   | CASH COLLATERAL LCH GSC USD 4.23000000                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |     3196000 | NS      | $3196000.00    | 0.01%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH 4.45% 01/15/53                | BURLINGTN NORTH SANTA FE REGD 4.45000000                                                                                          | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1178000 | NS      | $1046381.01    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PAR 4.95% 04/28/31                | REPUBLIC OF PARAGUAY REGD 144A P/P 4.95000000                                                                                     | CUSIP: 699149AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |     1200000 | NS      | $1159654.15    | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.375% 04/15/26                | GLP CAPITAL LP / FIN II REGD 5.37500000                                                                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9110000 | NS      | $8937521.37    | 0.03%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/28/33                | PNC FINANCIAL SERVICES REGD V/R 6.03700000                                                                                        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     8655000 | NS      | $9010717.73    | 0.03%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 11/15/31                  | UNITED STATES TREASURY NOTE 1.37500000                                                                                            | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   308700000 | NS      | $251252859.38  | 0.91%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5191 3.5% 05/20/48                | GINNIE MAE II POOL P#MA5191 3.50000000                                                                                            | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3237408 | NS      | $3016196.91    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 1.591% 04/03/28                | NTT FINANCE CORP REGD 144A P/P 1.59100000                                                                                         | CUSIP: 62954WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      777000 | NS      | $651145.56     | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 3.95% 07/15/30                   | AES CORP/THE REGD 144A P/P 3.95000000                                                                                             | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2040000 | NS      | $1799280.00    | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPI 1.25% 01/10/25                | JOHN DEERE CAPITAL CORP REGD MTN 1.25000000                                                                                       | CUSIP: 24422EVY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9965000 | NS      | $9320570.13    | 0.03%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/32                | HSBC HOLDINGS PLC REGD V/R 2.80400000                                                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    16365000 | NS      | $12661257.82   | 0.05%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC  3.95% 04/01/30                | NSTAR ELECTRIC CO REGD 3.95000000                                                                                                 | CUSIP: 67021CAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      902000 | NS      | $847919.27     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28                | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                                                 | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16876000 | NS      | $14721199.42   | 0.05%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| OCT15 2013-1A A1 V/R 07/19/30                 | OCTAGON INVESTMENT PARTNERS XV LTD SER 2013-1A CL A1RR V/R REGD 144A P/P 5.19657000                                               | CUSIP: 67590EBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8915000 | NS      | $8812138.73    | 0.03%             | 2030-07-19      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/19/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796XS3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   434300000 | PA      | $433601259.07  | 1.58%             | 2023-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RIPON 1RA A V/R 02/28/25 /GBP/                | RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 3.74434000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    43057274 | NS      | $51197123.05   | 0.19%             | 2056-08-28      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 BP 12/20/2027 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $99646.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 07/15/30                | SIMON PROPERTY GROUP LP REGD 2.65000000                                                                                           | CUSIP: 828807DK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3540000 | NS      | $2944165.47    | 0.01%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9996 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#BV9996 3.50000000                                                                                          | CUSIP: 3140MQDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49749 | NS      | $45242.26      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN7755 3% 09/01/49                     | FANNIE MAE POOL UMBS P#BN7755 3.00000000                                                                                          | CUSIP: 3140JQTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18813630 | NS      | $16754606.21   | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31                    | CITIGROUP INC REGD V/R 2.57200000                                                                                                 | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5160000 | NS      | $4173357.12    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.45% 06/08/27                | JEFFERIES FIN GROUP INC REGD 6.45000000                                                                                           | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     3660000 | NS      | $3819388.46    | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SEK/USD FWD 20230216 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $383846.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LL 3.302% 01/15/35                | CAMERON LNG LLC REGD 144A P/P 3.30200000                                                                                          | CUSIP: 133434AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6165000 | NS      | $4963545.94    | 0.02%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                | UNITED MEXICAN STATES REGD 3.50000000                                                                                             | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      773000 | NS      | $618607.67     | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLO 4.5% 03/15/29                | REPUBLIC OF COLOMBIA REGD 4.50000000                                                                                              | CUSIP: 195325DP7<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      583000 | NS      | $503741.06     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5530 4% 11/01/50                     | FANNIE MAE POOL UMBS P#FM5530 4.00000000                                                                                          | CUSIP: 3140X9EC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      184526 | NS      | $174562.56     | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY 2.8% 02/01/26                | NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 2.80000000                                                                             | CUSIP: 64971WA75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1850000 | NS      | $1731494.92    | 0.01%             | 2026-02-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.07PUS3M 07/24/25 CITIBANK NA FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-6704766.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                                                      | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19260000 | NS      | $16207175.98   | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 3.9% 02/28/52                | AON CORP/AON GLOBAL HOLD REGD 3.90000000                                                                                          | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | NS      | $973904.73     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 11/17/27                | PHILIP MORRIS INTL INC REGD 5.12500000                                                                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     6331000 | NS      | $6377237.89    | 0.02%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C38 3.453% 07/15/50                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL A5 REGD 3.45300000                                                 | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1695000 | NS      | $1563996.67    | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR23                   | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        8013 | NC      | $864840589.94  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#CA4108 3% 09/01/49                     | FANNIE MAE POOL UMBS P#CA4108 3.00000000                                                                                          | CUSIP: 3140QBR67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15227644 | NS      | $13629314.00   | 0.05%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 4.4% 03/24/51                | DIAMONDBACK ENERGY INC REGD 4.40000000                                                                                            | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2064000 | NS      | $1572318.17    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2450 3.5% 01/01/47                   | FANNIE MAE POOL UMBS P#BD2450 3.50000000                                                                                          | CUSIP: 3140F9WL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6449349 | NS      | $5992276.59    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STACR 2018-DNA2  V/R 12/25/30                 | FREDDIE MAC STACR TRUST 2018-DNA2 SER 2018-DNA2 CL M2AS V/R REGD 144A P/P 5.33871000                                              | CUSIP: 35563TAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4044075 | NS      | $3998808.90    | 0.01%             | 2030-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RATE 2021-HB1 A1 V/R 12/25/51                 | RATE MORTGAGE TRUST 2021-HB1 SER 2021-HB1 CL A1 V/R REGD 144A P/P 2.50000000                                                      | CUSIP: 75409XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16134791 | NS      | $12951316.38   | 0.05%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-5A A1R V/R 01/15/35                 | CIFC FUNDING 2019-V LTD SER 2019-5A CL A1R1 V/R REGD 144A P/P 5.21914000                                                          | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3350000 | NS      | $3238662.75    | 0.01%             | 2035-01-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM 2018-R5 A1 V/R 07/25/58                   | CIM TRUST 2018-R5 SER 2018-R5 CL A1 V/R REGD 144A P/P 3.75000000                                                                  | CUSIP: 12553UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4339897 | NS      | $4164015.14    | 0.02%             | 2058-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 4.875% 10/01/25                | AVIATION CAPITAL GROUP REGD 144A P/P 4.87500000                                                                                   | CUSIP: 05367AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2789000 | NS      | $2628141.61    | 0.01%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HVMLT 2007-6 1A1 V/R 11/19/15                 | HARBORVIEW MORTGAGE LOAN TRUST 2007-6 SER 2007-6 CL 1A1A V/R REGD 4.53914000                                                      | CUSIP: 41165BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6138723 | NS      | $4980374.60    | 0.02%             | 2037-08-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 6.6% 02/15/33                | OHIO POWER COMPANY REGD SER G 6.60000000                                                                                          | CUSIP: 677415CF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | NS      | $800168.74     | 0.00%             | 2033-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/24                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                                         | CUSIP: 912828WU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    65903726 | NS      | $63777310.36   | 0.23%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP 3.375% 08/15/61                 | WESTLAKE CORP REGD 3.37500000                                                                                                     | CUSIP: 960413BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1302000 | NS      | $767812.82     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 A V/R 12/16/36                  | BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 5.68914000                                                                 | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15910000 | NS      | $15394977.39   | 0.06%             | 2036-12-16      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230221 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6287.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/24                | GOLDMAN SACHS GROUP INC REGD V/R 0.92500000                                                                                       | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13124000 | NS      | $12572794.89   | 0.05%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FI 3.75% 12/01/31                | JBS USA/FOOD/FINANCE REGD 144A P/P 3.75000000                                                                                     | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7152000 | NS      | $5842474.09    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA IN 5.5% 02/15/26                | WASTE PRO USA INC REGD 144A P/P 5.50000000                                                                                        | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     4920000 | NS      | $4344852.00    | 0.02%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JAN 23                    | GNMA TBA 30 UR 2.5% JAN 23 TO BE ANNOUNCED 2.50000000                                                                             | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   114496800 | NS      | $99195225.52   | 0.36%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FFML 2003-FFH2 M V/R 02/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH2 SER 2003-FFH2 CL M1A V/R REGD 5.77014000                                             | CUSIP: 32027NES6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4168188 | NS      | $4087892.72    | 0.01%             | 2034-02-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BCM 1999-B A1B V/R 09/15/10                   | BCMSC TRUST 1999-B SER 1999-B CL A1B V/R REGD 6.60500000                                                                          | CUSIP: 09774XBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3594315 | NS      | $466263.52     | 0.00%             | 2029-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/31                | BANK OF AMERICA CORP REGD V/R MTN 1.89800000                                                                                      | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5367000 | NS      | $4119202.02    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOL 5.2% 01/16/27                | SHIMAO GROUP HOLDINGS LT REGD REG S 5.20000000                                                                                    | CUSIP: G81269AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     4595000 | NS      | $827098.94     | 0.00%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JAN 23                     | FNMA 30YR TBA 4.5% JAN 23      TO BE ANNOUNCED 4.50000000                                                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   355459000 | NS      | $342042658.59  | 1.24%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 02/02/27                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 1.30500000                                                                               | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    24465000 | NS      | $19539790.11   | 0.07%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BFLD 2020-OBRK A V/R 11/15/22                 | BFLD TRUST 2020-OBRK SER 2020-OBRK CL A V/R REGD 144A P/P 6.36800000                                                              | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13350000 | NS      | $13193870.42   | 0.05%             | 2028-11-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/31/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796ZM4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    80000000 | PA      | $79754844.80   | 0.29%             | 2023-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                | VERIZON COMMUNICATIONS REGD 2.55000000                                                                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     9358000 | NS      | $7695631.40    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SF 2.522% 09/17/26                 | FRTKL 2021-SFR1 SER 2021-SFR1 CL E2 REGD 144A P/P 2.52200000                                                                      | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | NS      | $986942.09     | 0.00%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 5.5% 06/27/44                | PETROLEOS MEXICANOS REGD 5.50000000                                                                                               | CUSIP: 71654QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      203000 | NS      | $119262.50     | 0.00%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAPSL 2021-1A 2.521% 06/15/28                 | MAPS 2021-1 TRUST SER 2021-1A CL A REGD 144A P/P 2.52100000                                                                       | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13346945 | NS      | $11074399.34   | 0.04%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| WELF 2017-3A A1 V/R 01/17/31                  | WELLFLEET CLO 2017-3 LTD SER 2017-3A CL A1 V/R REGD 5.22914000                                                                    | CUSIP: 94950HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6181000 | NS      | $6082821.00    | 0.02%             | 2031-01-17      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| SCFET 2022-2A C 6.5% 10/20/28                 | SCF EQUIPMENT LEASING 2022-2 LLC SER 2022-2A CL C REGD 144A P/P 6.50000000                                                        | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3145000 | NS      | $3067100.24    | 0.01%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF16 2 V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16 SER 2006-FF16 CL 2A4 V/R REGD 4.80871000                                             | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5348209 | NS      | $2296275.65    | 0.01%             | 2036-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 0.4% 10/07/23                     | PEPSICO INC REGD 0.40000000                                                                                                       | CUSIP: 713448FB9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2043000 | NS      | $1973644.54    | 0.01%             | 2023-10-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 03/31/25                    | UNITED STATES TREASURY NOTE 0.50000000                                                                                            | CUSIP: 912828ZF0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    95425000 | NS      | $87641898.44   | 0.32%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN H 3.3% 01/12/31                | COUNTRY GARDEN HLDG REGD REG S 3.30000000                                                                                         | CUSIP: G24524BM4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |     4895000 | NS      | $2552941.82    | 0.01%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 2.8% 10/01/29                    | NEWMONT CORP REGD 2.80000000                                                                                                      | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     1304000 | NS      | $1108576.00    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5109 3% 12/01/32                     | FANNIE MAE POOL UMBS P#BM5109 3.00000000                                                                                          | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2490658 | NS      | $2382532.85    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN  2.25% 03/17/28                | ANGLO AMERICAN CAPITAL REGD 144A P/P 2.25000000                                                                                   | CUSIP: 034863AZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1764000 | NS      | $1483438.53    | 0.01%             | 2028-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMBB 2015-C3 3.801% 08/15/25                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 SER 2015-C31 CL A3 REGD 3.80140000                                            | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4397076 | NS      | $4180901.14    | 0.02%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCI 4.25% 07/01/28                | LEVEL 3 FINANCING INC REGD 144A P/P 4.25000000                                                                                    | CUSIP: 527298BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2319000 | NS      | $1826676.30    | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T/L CHARTER 0% 02/01/2027                     | T/L CHARTER COMMUNICATIONS OPERATING LLC AKA CCO SAFARI LLC REGD 0.00000000                                                       | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      484962 | NS      | $472925.67     | 0.00%             | 2027-02-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0212 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FS0212 2.00000000                                                                                          | CUSIP: 3140XFGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3908682 | NS      | $3205083.59    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.85% 08/05/61                      | APPLE INC REGD 2.85000000                                                                                                         | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      983000 | NS      | $632099.03     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV 2.501% 11/25/55                 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV SER 2020-INV1 CL M1 REGD 144A P/P 2.50100000                                         | CUSIP: 85573EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1545000 | NS      | $1300302.44    | 0.00%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLT 2003-1 M1 V/R 02/25/33                   | FREMONT HOME LOAN TRUST 2003-1 SER 2003-1 CL M1 V/R REGD 5.66371000                                                               | CUSIP: 35729PAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1676900 | NS      | $1649088.06    | 0.01%             | 2033-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R /PERP/                  | NATWEST GROUP PLC REGD V/R /PERP/ 4.60000000                                                                                      | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3600000 | NS      | $2577340.94    | 0.01%             | 2171-09-30      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| SESAC 2022-1 A2 5.5% 07/25/26                 | SESAC FINANCE LLC SER 2022-1 CL A2 REGD 144A P/P 5.50000000                                                                       | CUSIP: 78396YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      876802 | NS      | $818161.95     | 0.00%             | 2052-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 03/15/27                | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                                                            | CUSIP: 694308HS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2052000 | NS      | $1825066.59    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20230216 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $551113.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC  7.625% 05/29/32                | ARAB REPUBLIC OF EGYPT REGD REG S 7.62500000                                                                                      | CUSIP: M1487WDG7<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      354000 | NS      | $261429.00     | 0.00%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2022-4 C 7.86% 08/13/25                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4 SER 2022-4 CL C REGD 144A P/P 7.86000000                                      | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | NS      | $1670875.97    | 0.01%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUM 3.25% 03/22/28                | INRETAIL CONSUMER REGD 144A P/P 3.25000000                                                                                        | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      272000 | NS      | $233888.47     | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.00PBW6M 03/21/27 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |           1 | NC      | $2962614.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDER 4.875% 01/15/24                | COMISION FEDERAL DE ELEC REGD 4.87500000                                                                                          | CUSIP: P30179AM0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      374000 | NS      | $370073.00     | 0.00%             | 2024-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL8387 4% 03/01/46                     | FANNIE MAE POOL UMBS P#AL8387 4.00000000                                                                                          | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5122761 | NS      | $4908757.28    | 0.02%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWN 2022-STAY A V/R 08/15/24                 | INTOWN 2022-STAY MORTGAGE TRUST SER 2022-STAY CL A V/R REGD 144A P/P 6.82460000                                                   | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1920000 | NS      | $1907375.23    | 0.01%             | 2039-08-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6636 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6636 2.50000000                                                                                          | CUSIP: 3140QELS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5371388 | NS      | $4618866.81    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6589 3% 04/20/50                  | GINNIE MAE II POOL P#MA6589 3.00000000                                                                                            | CUSIP: 36179VKA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      125386 | NS      | $110105.15     | 0.00%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY F 1.4% 03/15/26                | ALLIANT ENERGY FINANCE REGD 144A P/P 1.40000000                                                                                   | CUSIP: 01882YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | NS      | $802941.04     | 0.00%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN9004 2% 03/01/51                     | FANNIE MAE POOL UMBS P#BN9004 2.00000000                                                                                          | CUSIP: 3140JSAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1227790 | NS      | $1011109.43    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/30/26                | STANDARD CHARTERED PLC REGD V/R 144A P/P 2.81900000                                                                               | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3241000 | NS      | $3013791.12    | 0.01%             | 2026-01-30      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  2.1% 09/15/28                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 2.10000000                                                                                  | CUSIP: 44891ACA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6385000 | NS      | $5240431.80    | 0.02%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2023 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $357388.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.95% 05/15/50                | TRANSCONT GAS PIPE LINE REGD 3.95000000                                                                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1436000 | NS      | $1091923.82    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4534 3% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4534 3.00000000                                                                                          | CUSIP: 3140QCBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22312419 | NS      | $19870517.51   | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0222 3% 11/01/34                     | FREDDIE MAC POOL UMBS P#SB0222 3.00000000                                                                                         | CUSIP: 3132CWG73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      944753 | NS      | $886741.65     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RMIT 2021-2 A 1.9% 01/15/28                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2 SER 2021-2 CL A REGD 144A P/P 1.90000000                                                | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      356000 | NS      | $295870.32     | 0.00%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC 8% 04/01/22                 | RUBY PIPELINE LLC REGD P/P 8.00000000                                                                                             | CUSIP: 781172AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2878788 | NS      | $3123484.85    | 0.01%             | 2023-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 3.8% 05/13/60                 | STATE OF ISRAEL REGD REG S 3.80000000                                                                                             | CUSIP: M87068AT5<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | USGA              | IL        |    16900000 | NS      | $13209885.00   | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP03.23 10/20/72 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $-47508.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.45% 07/15/28                   | CENTENE CORP REGD 2.45000000                                                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     8812000 | NS      | $7437768.60    | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EATON 2019-1A AR V/R 04/15/31                 | EATON VANCE CLO 2019-1 LTD SER 2019-1A CL AR V/R REGD 144A P/P 5.17914000                                                         | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23000000 | NS      | $22358668.00   | 0.08%             | 2031-04-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-2 A1 V/R 03/25/24                   | PRPM 2021-2 LLC SER 2021-2 CL A1 V/R REGD 144A P/P 2.11500000                                                                     | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2372140 | NS      | $2183985.44    | 0.01%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8243 3.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#SD8243 3.50000000                                                                                         | CUSIP: 3132DWEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7601792 | NS      | $6908397.08    | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STWD 2021-LIH E V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL E V/R REGD 7.22100000                                                                | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6877000 | NS      | $6297733.79    | 0.02%             | 2036-11-15      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV3 PT V/R 11/25/56                 | NLT 2021-INV3 TRUST SER 2021-INV3 CL PT V/R REGD 144A P/P 0.00000000                                                              | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20562247 | NS      | $18484934.10   | 0.07%             | 2056-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3522 4.5% 11/01/48                   | FANNIE MAE POOL UMBS P#MA3522 4.50000000                                                                                          | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      569982 | NS      | $557478.67     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-CA  3.52% 05/15/26                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-C SER 2018-CA CL A2 REGD 144A P/P 3.52000000                                       | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185615 | NS      | $182056.31     | 0.00%             | 2042-06-16      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3363 4% 09/01/46                     | FANNIE MAE POOL UMBS P#BM3363 4.00000000                                                                                          | CUSIP: 3140J7WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      522541 | NS      | $496046.98     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA A 1.42% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL AFX REGD 144A P/P 1.42000000                                                      | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7298500 | NS      | $6484138.45    | 0.02%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.25% 10/26/49                | BRISTOL-MYERS SQUIBB CO REGD 4.25000000                                                                                           | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2594000 | NS      | $2229127.57    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47                | GINNIE MAE II POOL P#MA4196 3.50000000                                                                                            | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1980445 | NS      | $1849233.35    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2020-4 A1 V/R 10/25/23                   | PRPM 2020-4 LLC SER 2020-4 CL A1 V/R REGD 144A P/P 2.95100000                                                                     | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2343917 | NS      | $2261340.15    | 0.01%             | 2025-10-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.5% 08/11/32                | ASHTEAD CAPITAL INC REGD 144A P/P 5.50000000                                                                                      | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | NS      | $2367261.29    | 0.01%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0098 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#QF0098 3.50000000                                                                                         | CUSIP: 3133BMDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      251291 | NS      | $228524.91     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 2.8% 09/15/41                  | LOWE'S COS INC REGD 2.80000000                                                                                                    | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1796000 | NS      | $1222180.50    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.47PMXIE 02/27/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-145735.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2019-INV2  V/R 07/25/59                 | VERUS SECURITIZATION TRUST 2019-INV2 SER 2019-INV2 CL A2 V/R REGD 144A P/P 3.11700000                                             | CUSIP: 92537HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1757769 | NS      | $1695263.19    | 0.01%             | 2059-07-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 01/31/24                  | UNITED STATES TREASURY NOTE 0.87500000                                                                                            | CUSIP: 91282CDV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    68555000 | NS      | $65777987.09   | 0.24%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                     | AKER BP ASA REGD 144A P/P 3.10000000                                                                                              | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     5635000 | NS      | $4621395.08    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% JAN 23                      | G2SF 30 YR TBA 4% JAN 23       TO BE ANNOUNCED 4.00000000                                                                         | CUSIP: 21H040616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -1479000 | NS      | $-1399278.11   | -0.01%            | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8201 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD8201 3.00000000                                                                                         | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68854188 | NS      | $60464481.77   | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP 5.25% 07/15/62                       | KLA CORP REGD 5.25000000                                                                                                          | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     3114000 | NS      | $2990293.30    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.32 12/30/25 GOLD FLOAT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $152932.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USPTT 2022-2A  4.25% 06/17/30                 | UPSTART STRUCTURED PASS-THROUGH TRUST SERI SER 2022-2A CL A REGD 144A P/P 4.25000000                                              | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3885358 | NS      | $3719804.84    | 0.01%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB 2022-B A1A 3.94% 02/16/55                 | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000                                                | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34193750 | NS      | $31592299.55   | 0.11%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2024 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-212634.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 2.75% 01/15/27                | ANTARES HOLDINGS REGD 144A P/P 2.75000000                                                                                         | CUSIP: 03666HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8970000 | NS      | $7185641.49    | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/17/27                | WELLS FARGO & COMPANY REGD V/R MTN 3.19600000                                                                                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5739000 | NS      | $5323394.76    | 0.02%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC 2.4% 12/15/31                    | AUTODESK INC REGD 2.40000000                                                                                                      | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      855000 | NS      | $682994.18     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LBMLT 2006-WL1 M V/R 01/25/36                 | LONG BEACH MORTGAGE LOAN TRUST 2006-WL1 SER 2006-WL1 CL M1 V/R REGD 5.01871000                                                    | CUSIP: 542514QW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14655877 | NS      | $13425016.44   | 0.05%             | 2046-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ARCLO 2022-FL1 A V/R 12/15/26                 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2022-FL1 CL A V/R REGD 144A P/P 5.25732000                                       | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | NS      | $9576230.00    | 0.03%             | 2037-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC9043 2.5% 11/01/31                   | FANNIE MAE POOL UMBS P#BC9043 2.50000000                                                                                          | CUSIP: 3140F5BM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      915202 | NS      | $853998.66     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230210 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1239045.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 A V/R 10/25/66                 | CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 1.84100000                                                                   | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12796830 | NS      | $10855603.35   | 0.04%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230112 000011553 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13298.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BU8821 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#BU8821 3.50000000                                                                                          | CUSIP: 3140MAYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13421548 | NS      | $12207054.42   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-6 A1 V/R 07/25/24                   | PRPM 2021-6 LLC SER 2021-6 CL A1 V/R REGD 144A P/P 1.79300000                                                                     | CUSIP: 69360FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21549937 | NS      | $19456205.05   | 0.07%             | 2026-07-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MSBAM 2014-C1 4.255% 02/15/24                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2014-C15 CL AS REGD 4.25500000                                          | CUSIP: 61763KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | NS      | $1884490.78    | 0.01%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LI 5.625% 03/01/25                | SABINE PASS LIQUEFACTION REGD SER WI 5.62500000                                                                                   | CUSIP: 785592AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13831000 | NS      | $13850535.04   | 0.05%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.41 03/31/27 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $11792.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLMI 2006-OPT1 A V/R 08/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES SER 2006-OPT1 CL A1 V/R REGD 4.53371000                                             | CUSIP: 59022VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11926007 | NS      | $10370928.79   | 0.04%             | 2037-08-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.39 12/30/24 GOLD FLOAT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $94136.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD 9.00000000                                                                                             | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     7405000 | NS      | $592400.00     | 0.00%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UPST 2022-1 A 3.12% 01/20/25                  | UPSTART SECURITIZATION TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 3.12000000                                                      | CUSIP: 91679WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12022848 | NS      | $11585373.05   | 0.04%             | 2032-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 03/13/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1124 0.00000000                                                                       | CUSIP: J2S39LYA6<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        |  6180000000 | PA      | $47104915.44   | 0.17%             | 2023-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                     | ORACLE CORP REGD 3.60000000                                                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16600000 | NS      | $11176226.72   | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 5.94% 02/12/29/PEN/                | BONOS DE TESORERIA /PEN/ REGD 5.94000000                                                                                          | CUSIP: P6S32DET6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    21282000 | NS      | $5133708.70    | 0.02%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FIN 6.5% 12/01/52                | JBS USA/FOOD/FINANCE REGD 144A P/P 6.50000000                                                                                     | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7760000 | NS      | $7386057.08    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C30 2.86% 08/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000                                          | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3220000 | NS      | $2928011.37    | 0.01%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5399 4.5% 08/20/48                | GINNIE MAE II POOL P#MA5399 4.50000000                                                                                            | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3385899 | NS      | $3326483.73    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HBCT 2015-HB1 4.154% 08/05/22                 | HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL A10 REGD 144A P/P 4.15450000                                                 | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3540000 | NS      | $3080175.59    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS2 A V/R 08/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000                                            | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6828257 | NS      | $6384241.85    | 0.02%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSU 4% 10/15/33                | ROCKETMTGE C0-ISSUER INC REGD P/P 4.00000000                                                                                      | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29285000 | NS      | $21871795.10   | 0.08%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 6% 01/15/28                          | FLEX LTD REGD 6.00000000                                                                                                          | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     4845000 | NS      | $4834479.03    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP L V/R 06/21/33                | MACQUARIE GROUP LTD REGD V/R 144A P/P 4.44200000                                                                                  | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     6445000 | NS      | $5593584.76    | 0.02%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| TCW 2022-1A A1 V/R 04/22/33                   | TCW CLO 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 2.90577000                                                                 | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9080000 | NS      | $8841377.60    | 0.03%             | 2033-04-22      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 2.3% 11/15/30                | MOTOROLA SOLUTIONS INC REGD 2.30000000                                                                                            | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     7753000 | NS      | $6062480.29    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3540 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3540 3.00000000                                                                                         | CUSIP: 3133BC4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40830 | NS      | $35847.97      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 4.05% 08/15/52                | NORFOLK SOUTHERN CORP REGD SER WI 4.05000000                                                                                      | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2331000 | NS      | $1867091.86    | 0.01%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 A2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL A2 V/R REGD 144A P/P 3.00000000                                                    | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | NS      | $299576.03     | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  5.95% 02/15/28                | HUDSON PACIFIC PROPERTIE REGD 5.95000000                                                                                          | CUSIP: 44409MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1845000 | NS      | $1722560.69    | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 4ABCAMBI6 01.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-108934.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T/L THE EW SCRIPPS 0% 01/07/2028              | T/L THE EW SCRIPPS COMPANY ZCP REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      689812 | NS      | $669489.70     | 0.00%             | 2028-01-07      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2024 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $1374236.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM8309 2% 08/01/51                     | FANNIE MAE POOL UMBS P#FM8309 2.00000000                                                                                          | CUSIP: 3140XCGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7010591 | NS      | $5751887.05    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-6 M1 V/R 11/25/34                  | LONG BEACH MORTGAGE LOAN TRUST 2004-6 SER 2004-6 CL M1 V/R REGD 5.58871000                                                        | CUSIP: 542514JM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18186598 | NS      | $16075877.93   | 0.06%             | 2034-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GWT 2019-WOLF A V/R 12/15/24                  | GREAT WOLF TRUST 2019-WOLF SER 2019-WOLF CL A V/R REGD 144A P/P 5.35200000                                                        | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13655000 | NS      | $13259749.20   | 0.05%             | 2036-12-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH 0.875% 06/01/25                | LIVONGO HEALTH REGD CONVERTIBLE 0.87500000                                                                                        | CUSIP: 539183AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5435000 | NS      | $4749103.00    | 0.02%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.45% 06/15/27                | PACIFIC GAS & ELECTRIC REGD 5.45000000                                                                                            | CUSIP: 694308KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4584000 | NS      | $4520322.74    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5% 01/15/29                          | EQT CORP REGD 5.00000000                                                                                                          | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3110000 | NS      | $2919538.00    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29                | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                                                                   | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13172000 | NS      | $11906448.60   | 0.04%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CBASS 2004-CB2 M V/R 07/25/33                 | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2004-CB2 CL M1 V/R REGD 5.16871000                                        | CUSIP: 12489WHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3619475 | NS      | $3412998.14    | 0.01%             | 2033-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.30 04/07/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $508238.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC 1.75% 08/18/31                     | PFIZER INC REGD 1.75000000                                                                                                        | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     1396000 | NS      | $1120640.41    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GRO 0.875% 11/22/23                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 0.87500000                                                                                 | CUSIP: 928668BJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    35590000 | NS      | $34233638.41   | 0.12%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.3% 05/20/47                    | QUALCOMM INC REGD 4.30000000                                                                                                      | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      857000 | NS      | $736906.16     | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CRSNT 2021-MOON  V/R 04/15/26                 | CRSNT TRUST 2021-MOON SER 2021-MOON CL C V/R REGD 144A P/P 5.87000000                                                             | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | NS      | $11112294.00   | 0.04%             | 2036-04-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RWI6MP05.92 03/15/28 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |           1 | NC      | $11772.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB 2019-B A2A 2.84% 09/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-B SER 2019-B CL A2A REGD 144A P/P 2.84000000                                                | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4505964 | NS      | $4212151.41    | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.25% 02/01/49                | CENTERPOINT ENER HOUSTON REGD SER AC 4.25000000                                                                                   | CUSIP: 15189XAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | NS      | $278202.13     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2837 2% 02/01/52                     | FANNIE MAE POOL UMBS P#CB2837 2.00000000                                                                                          | CUSIP: 3140QNEK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4165647 | NS      | $3426508.56    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 1.75% 02/01/31                    | PROLOGIS LP REGD 1.75000000                                                                                                       | CUSIP: 74340XCA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      704000 | NS      | $554184.48     | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP01.50 06/17/50 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $28056101.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/09/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.43100000                                                                                       | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    35615000 | NS      | $31231075.93   | 0.11%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-3 A2 V/R 06/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-3 SER 2021-3 CL A2 V/R REGD 144A P/P 1.30500000                                                     | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3286059 | NS      | $2673973.22    | 0.01%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-7 A4 V/R 07/25/23                   | SLM STUDENT LOAN TRUST 2008-7 SER 2008-7 CL A4 V/R 5.25843000                                                                     | CUSIP: 78445FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7348352 | NS      | $7271936.49    | 0.03%             | 2023-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| CARMX 2020-4 D 1.75% 10/15/24                 | CARMAX AUTO OWNER TRUST 2020-4 SER 2020-4 CL D REGD 1.75000000                                                                    | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1875000 | NS      | $1711267.88    | 0.01%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RMIT 2022-2B A 7.1% 11/17/32                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2022-2B SER 2022-2B CL A REGD 144A P/P 7.10000000                                              | CUSIP: 75907JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3422000 | NS      | $3441011.26    | 0.01%             | 2032-11-17      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 07/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 1A1 REGD 5.50000000                                                             | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173172 | NS      | $164668.57     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BFLD 2019-DPLO C V/R 10/15/21                 | BFLD 2019-DPLO SER 2019-DPLO CL C V/R REGD 144A P/P 5.85800000                                                                    | CUSIP: 054970AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4650000 | NS      | $4497788.76    | 0.02%             | 2034-10-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.55% 02/15/31                | T-MOBILE USA INC REGD 2.55000000                                                                                                  | CUSIP: 87264ACB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18389000 | NS      | $15022343.17   | 0.05%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIA 4.35% 04/01/47                | APPLIED MATERIALS INC REGD 4.35000000                                                                                             | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      764000 | NS      | $686971.08     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| T/L JAZZ FINANC 0% 05/05/2028                 | T/L JAZZ FINANCING LUX S A R L REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4661452 | NS      | $4614091.66    | 0.02%             | 2028-05-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3802 3% 07/20/46                  | GINNIE MAE II POOL P#MA3802 3.00000000                                                                                            | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4988708 | NS      | $4520361.60    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.73 04/06/27 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $1593.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW 2015-10A AR V/R 10/13/27                  | MOUNTAIN VIEW CLO X LTD SER 2015-10A CL AR V/R REGD 144A P/P 4.76071000                                                           | CUSIP: 62432CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      242155 | NS      | $241552.68     | 0.00%             | 2027-10-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  2.973% 09/16/62                | UNION PACIFIC CORP REGD 2.97300000                                                                                                | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1086000 | NS      | $697579.80     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  5.871% 11/15/39                | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 5.87100000                                                                             | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      300000 | NS      | $288827.25     | 0.00%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 3.65% 09/01/27                | CROWN CASTLE INC REGD 3.65000000                                                                                                  | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7580000 | NS      | $7040587.04    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B 1.000% 2/15/46                | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                                                         | CUSIP: 912810RR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2515460 | NS      | $2134477.76    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2014-GC1 4.383% 01/10/24                 | GS MORTGAGE SECURITIES TRUST 2014-GC18 SER 2014-GC18 CL AS REGD 4.38300000                                                        | CUSIP: 36252RAZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2355000 | NS      | $2252903.45    | 0.01%             | 2047-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08796 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G08796 3.50000000                                                                                         | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      863253 | NS      | $796718.28     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3899000 | NS      | $3109416.75    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R07.82PMXIE 02/06/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $6364.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLNT 2019-1A  3.858% 12/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.85800000                                                       | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1430750 | NS      | $1175275.28    | 0.00%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.5% 05/14/35                      | ABBVIE INC REGD 4.50000000                                                                                                        | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8707000 | NS      | $8065341.64    | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-9 A  V/R 04/25/23                   | SLM STUDENT LOAN TRUST 2008-9 A V/R 5.85843000                                                                                    | CUSIP: 78445JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5108892 | NS      | $5059376.68    | 0.02%             | 2023-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| GFORT 2019-2 C 3.3% 04/15/24                  | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2019-2 CL C REGD 144A P/P 3.30000000                                                      | CUSIP: 361886CF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6875000 | NS      | $6629400.25    | 0.02%             | 2026-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.7% 04/01/28                        | EQT CORP REGD 5.70000000                                                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4537000 | NS      | $4512621.16    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 3.25% 06/30/26                | ITC HOLDINGS CORP REGD 3.25000000                                                                                                 | CUSIP: 465685AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1870391.96    | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1202 3.5% 08/01/49                   | FREDDIE MAC POOL UMBS P#RA1202 3.50000000                                                                                         | CUSIP: 3133KGKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2290324 | NS      | $2108616.88    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/21/25                   | MORGAN STANLEY REGD V/R MTN 1.16400000                                                                                            | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29255000 | NS      | $26929571.83   | 0.10%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD 7% 12/18/25                     | HTA GROUP LTD REGD 144A P/P 7.00000000                                                                                            | CUSIP: 40435WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |      295000 | NS      | $271400.00     | 0.00%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPIT 2.625% 01/15/27                | OWL ROCK CAPITAL CORP REGD 2.62500000                                                                                             | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     7570000 | NS      | $6244727.52    | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER07.91 12/30/27 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-619.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESI 2018-1NCA A V/R 12/05/59                 | RESIMAC BASTILLE TRUST SERIES 2018-1NC SER 2018-1NCA CL A1 V/R REGD 144A P/P 5.02229000                                           | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |      163002 | NS      | $163035.91     | 0.00%             | 2059-12-05      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 1.75000000                                              | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4537943 | NS      | $4101806.05    | 0.01%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| AVNET INC 5.5% 06/01/32                       | AVNET INC REGD 5.50000000                                                                                                         | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     5440000 | NS      | $5023294.48    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTI 4.125% 03/15/29                | VERISK ANALYTICS INC REGD 4.12500000                                                                                              | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     3835000 | NS      | $3590065.64    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DNKN 2019-1A  4.352% 05/20/29                 | DB MASTER FINANCE LLC SER 2019-1A CL A23 REGD 144A P/P 4.35200000                                                                 | CUSIP: 233046AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1789875 | NS      | $1631979.39    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A1 V/R 10/25/25                   | VISTA POINT SECURITIZATION TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.47500000                                             | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1111543 | NS      | $969957.31     | 0.00%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.05% 06/15/48                | BURLINGTN NORTH SANTA FE REGD 4.05000000                                                                                          | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2035000 | NS      | $1695125.47    | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FNMA TBA CONV 30YR 2.5% 2/1/53                | FNMA CONV 30YR                 TO BE ANNOUNCED 2.50000000                                                                         | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -65314000 | NS      | $-55337711.04  | -0.20%            | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8827 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8827 2.50000000                                                                                          | CUSIP: 3140QGYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4627240 | NS      | $3926526.09    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.125% 08/15/30                | VICI PROPERTIES / NOTE REGD 144A P/P 4.12500000                                                                                   | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1223000 | NS      | $1070326.80    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7.75% 07/15/26                   | DILLARDS INC REGD 7.75000000                                                                                                      | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |      135000 | NS      | $140212.74     | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GSMS 2011-GC5 D V/R 07/10/21                  | GS MORTGAGE SECURITIES TRUST 2011-GC5 SER 2011-GC5 CL D V/R REGD 144A P/P 5.15406200                                              | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      265912 | NS      | $110114.96     | 0.00%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                     | BOEING CO REGD 5.70500000                                                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7091000 | NS      | $6761711.47    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ELM15 2022-2A A1 V/R 04/22/35                 | ELMWOOD CLO 15 LTD SER 2022-2A CL A1 V/R REGD 144A P/P 5.37748000                                                                 | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    11210000 | NS      | $10919817.94   | 0.04%             | 2035-04-22      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-2 M3 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-2 SER 2005-2 CL M3 V/R REGD 5.13871000                                                               | CUSIP: 35729PLN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1826230 | NS      | $1767100.27    | 0.01%             | 2035-06-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV V/R /PERP/                    | CEMEX SAB DE CV REGD V/R /PERP/ 144A P/P 5.12500000                                                                               | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     5670000 | NS      | $5239136.70    | 0.02%             | 2171-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7% 12/01/28                      | DILLARDS INC REGD 7.00000000                                                                                                      | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |      380000 | NS      | $387896.98     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C55 2.725% 12/15/30                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 SER 2020-C55 CL A5 REGD 2.72500000                                                 | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5200000 | NS      | $4407872.56    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT 5.1% 06/18/50                | REPUBLICA ORIENT URUGUAY REGD 5.10000000                                                                                          | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |     1868000 | NS      | $1830337.63    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/26                | HSBC HOLDINGS PLC REGD V/R 2.09900000                                                                                             | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5008000 | NS      | $4557262.57    | 0.02%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2023 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $1307279.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2022-4 A1 V/R 04/25/67                  | VERUS SECURITIZATION TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 4.47400000                                                   | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13177645 | NS      | $12660287.61   | 0.05%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERI 5.3% 03/25/44                | SES GLOBAL AMERICAS HLDG REGD P/P 5.30000000                                                                                      | CUSIP: 78413KAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | NS      | $7651605.10    | 0.03%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ICE GSC                       | CASH COLLATERAL ICE GSC 4.23000000                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    58624000 | NS      | $58624000.00   | 0.21%             | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH  4.75% 01/23/29                | ANHEUSER-BUSCH INBEV WOR REGD 4.75000000                                                                                          | CUSIP: 035240AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3780000 | NS      | $3731209.27    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA P#784082 7.5% 08/15/33                   | GINNIE MAE I POOL P#784082 7.50000000                                                                                             | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89232 | NS      | $92810.22      | 0.00%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GREENE KI 4.064% 03/15/35/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD REG S SER A6 4.06430000                                                                        | CUSIP: G415ACAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3158235 | NS      | $3215020.09    | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/48                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                                                         | CUSIP: 912810SB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3988050 | NS      | $3353343.43    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3121 4% 09/01/47                     | FANNIE MAE POOL UMBS P#MA3121 4.00000000                                                                                          | CUSIP: 31418CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112047 | NS      | $106957.83     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17- 3.7% 10/15/25                | AMER AIRLINE 17-2B PTT REGD SER B 3.70000000                                                                                      | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1027367 | NS      | $923147.29     | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50                | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                                                          | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1333000 | NS      | $880876.81     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| T/L LEVEL 3 0% 03/01/27                       | T/L LEVEL 3 FINANCING INC REGD 0.00000000                                                                                         | CUSIP: 52729KAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7586817 | NS      | $7254893.98    | 0.03%             | 2027-03-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.4% 08/15/32                | GLOBAL PAYMENTS INC REGD 5.40000000                                                                                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    12685000 | NS      | $12080566.10   | 0.04%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A3 V/R 02/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-1 SER 2021-1 CL A3 V/R REGD 144A P/P 1.21700000                                                     | CUSIP: 03465CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3064196 | NS      | $2411808.24    | 0.01%             | 2066-01-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| OAKC 2020-6A AR V/R 07/20/34                  | OHA CREDIT FUNDING 6 LTD SER 2020-6A CL AR V/R REGD 144A P/P 5.38257000                                                           | CUSIP: 67098UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6730000 | NS      | $6505500.66    | 0.02%             | 2034-07-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NYO 2021-1290 A V/R 11/15/28                  | NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 5.41300000                                           | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10900000 | NS      | $9875156.93    | 0.04%             | 2038-11-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1  V/R 06/01/42                 | JP MORGAN MORTGAGE TRUST 2020-LTV1 SER 2020-LTV1 CL B1A V/R REGD 144A P/P 3.27895500                                              | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4693530 | NS      | $3902196.81    | 0.01%             | 2050-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                    | AMDOCS LTD REGD 2.53800000                                                                                                        | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | US        |    15503000 | NS      | $12548063.40   | 0.05%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SMB 2017-A A2A 2.88% 09/15/34                 | SMB PRIVATE EDUCATION LOAN TRUST 2017-A SER 2017-A CL A2A REGD 144A P/P 2.88000000                                                | CUSIP: 78448WAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      599635 | NS      | $574776.92     | 0.00%             | 2034-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.35% 03/01/29                       | AT&T INC REGD 4.35000000                                                                                                          | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2424000 | NS      | $2305144.06    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FIN  0%  02/15/23                | GENERAL MTRS FINL CO INC______  ZCP COMMERCIAL PAPER 0.00000000                                                                   | CUSIP: 37046UPF2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     6518000 | PA      | $6475153.93    | 0.02%             | 2023-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH B 3.85% 03/29/26                | GREENKO DUTCH BV REGD 144A P/P 3.85000000                                                                                         | CUSIP: 39530LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4679500 | NS      | $4046831.60    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 3.35% 05/13/25                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 3.35000000                                                                                 | CUSIP: 928668BE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1455000 | NS      | $1389538.17    | 0.01%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 06/15/25                | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                                                            | CUSIP: 694308HM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10754000 | NS      | $10145780.65   | 0.04%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32                | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                                                           | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8931000 | NS      | $7154086.63    | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL 4.8% 03/15/47                | SOUTHERN NATURAL GAS REGD 144A P/P 4.80000000                                                                                     | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $811293.16     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVW 2015-9A A1R V/R 07/15/31                  | MOUNTAIN VIEW CLO IX LTD SER 2015-9A CL A1R V/R REGD 144A P/P 5.19914000                                                          | CUSIP: 62432BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | NS      | $1376022.20    | 0.01%             | 2031-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 09/16/36                   | MORGAN STANLEY REGD V/R 2.48400000                                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6600000 | NS      | $4785866.18    | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.375% 01/23/31                | REPUBLICA ORIENT URUGUAY REGD 4.37500000                                                                                          | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |     3170000 | NS      | $3148699.15    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.05% 08/12/51                     | INTEL CORP REGD 3.05000000                                                                                                        | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      881000 | NS      | $570443.53     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                                         | CUSIP: 91282CCM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2446180 | NS      | $2161353.58    | 0.01%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R /PERP/                       | BARCLAYS PLC REGD V/R /PERP/ 4.37500000                                                                                           | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10985000 | NS      | $8376062.50    | 0.03%             | 2171-12-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NA 5.375% 04/24/30                | KAZMUNAYGAS NATIONAL CO REGD REG S 5.37500000                                                                                     | CUSIP: Y44709AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |     2346000 | NS      | $2095848.27    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB D V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL D V/R REGD 144A P/P 3.54950000                                       | CUSIP: 36197VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5150000 | NS      | $4029270.39    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI D V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 6.28600000                                                                    | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $929839.70     | 0.00%             | 2039-01-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| LXS 2005-5N 3A2 V/R 11/25/35                  | LEHMAN XS TRUST SERIES 2005-5N SER 2005-5N CL 3A2 V/R REGD 4.74871000                                                             | CUSIP: 86359DUT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9083533 | NS      | $7791971.81    | 0.03%             | 2035-11-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB 2020-A A2A 2.23% 02/15/29                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2A REGD 144A P/P 2.23000000                                                | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8581611 | NS      | $7829637.67    | 0.03%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1563 4.5% 04/01/48                   | FANNIE MAE POOL UMBS P#CA1563 4.50000000                                                                                          | CUSIP: 3140Q8WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      728012 | NS      | $711573.88     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR2 D 4.5% 07/17/27                 | FIRSTKEY HOMES 2022-SFR2 TRUST SER 2022-SFR2 CL D REGD 144A P/P 4.50000000                                                        | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10352000 | NS      | $9070527.99    | 0.03%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRYR5 05.000 SP 06/20/2027 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $987084.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDING 3.84% 04/22/51                | TENCENT HOLDINGS LTD REGD 144A P/P MTN 3.84000000                                                                                 | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     8495000 | NS      | $6018621.28    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.625% 03/01/29                | ROCKETMTGE CO-ISSUER INC REGD REG S 3.62500000                                                                                    | CUSIP: U7468CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4385000 | NS      | $3474840.94    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BSST 2021-SSCP A V/R 04/15/26                 | BEAST MORTGAGE TRUST SER 2021-SSCP CL A V/R REGD 144A P/P 5.06800000                                                              | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      524000 | NS      | $501974.71     | 0.00%             | 2036-04-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GSM 2022-7A A1 V/R 07/15/35                   | GULF STREAM MERIDIAN 7 LTD SER 2022-7A CL A1 V/R REGD 144A P/P 5.22361000                                                         | CUSIP: 40257DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18270000 | NS      | $17650153.71   | 0.06%             | 2035-07-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA3 1 V/R 05/25/36                 | ALTERNATIVE LOAN TRUST 2006-OA3 SER 2006-OA3 CL 1A1 V/R REGD 4.78871000                                                           | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4181352 | NS      | $3492735.75    | 0.01%             | 2036-05-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C1 4.441% 08/15/32                 | BBCMS MORTGAGE TRUST 2022-C17 SER 2022-C17 CL A5 REGD 4.44100000                                                                  | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | NS      | $265996.75     | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.00 12/21/27 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-22796.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROG 2020-SFR 1.495% 10/17/27                 | PROGRESS RESIDENTIAL 2020-SFR3 TRUST SER 2020-SFR3 CL B REGD 144A P/P 1.49500000                                                  | CUSIP: 74333AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345000 | NS      | $304774.07     | 0.00%             | 2027-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 3.05% 07/15/61                 | SALESFORCE INC REGD 3.05000000                                                                                                    | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     1429000 | NS      | $907379.55     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AJAXM 2019-F A1 V/R 07/25/59                  | AJAX MORTGAGE LOAN TRUST 2019-F SER 2019-F CL A1 V/R REGD 144A P/P 2.86000000                                                     | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12477244 | NS      | $11741798.09   | 0.04%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| T/L CARNIVAL 0% 6/30/25 /EUR/                 | T/L CARNIVAL CORPORATION REGD  /EUR/ 0.00000000                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PA        |     4875000 | NS      | $4999947.41    | 0.02%             | 2025-06-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-2 M1 V/R 05/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-2 SER 2018-2 CL M1 V/R REGD 144A P/P 3.75000000                                                | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      494254 | NS      | $467780.22     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-5 A1 V/R 09/27/27                   | PRPM 2022-5 LLC SER 2022-5 CL A1 V/R REGD 144A P/P 6.90000000                                                                     | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14849788 | NS      | $14737356.20   | 0.05%             | 2027-09-27      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNIQUE PU 7.395% 03/28/24/GBP/                | UNIQUE PUB FINANCE CO /GBP/ REGD SER M 7.39500000                                                                                 | CUSIP: G8812RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1377022 | NS      | $1649653.12    | 0.01%             | 2024-03-28      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.704% 01/10/36                | CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000                                                                                      | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4168925 | NS      | $3746668.94    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 2.875% 10/15/26                | ROCKETMTGE CO-ISSUER INC REGD P/P 2.87500000                                                                                      | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8290000 | NS      | $7105876.05    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42                 | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 8.92768000                                         | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | NS      | $9580182.30    | 0.03%             | 2052-03-25      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| RCKT 2022-1 A1 V/R 02/25/44                   | RCKT MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.50000000                                                          | CUSIP: 74938FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9682404 | NS      | $7772017.43    | 0.03%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L UNITED AI 0% 04/21/28                     | T/L UNITED AIRLINES INC        REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      664932 | NS      | $655330.33     | 0.00%             | 2028-04-21      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTI 5% 11/26/28                | TAKEDA PHARMACEUTICAL REGD 5.00000000                                                                                             | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2094000 | NS      | $2076137.51    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2013-5R 1A6 V/R 02/27/36                 | CSMC TRUST 2013-5R SER 2013-5R CL 1A6 V/R REGD 144A P/P 4.23388000                                                                | CUSIP: 12647CAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      329830 | NS      | $331928.91     | 0.00%             | 2036-02-27      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BONCER 1.45% 08/13/23/ARS/                    | BONCER /ARS/ REGD SER CER 1.45000000                                                                                              | CUSIP: P8S090UF1<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |   718535000 | NS      | $12862742.63   | 0.05%             | 2023-08-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                | BANK OF AMERICA CORP REGD V/R 1.73400000                                                                                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40854000 | NS      | $35792859.00   | 0.13%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BSPRT 2021-FL7 A V/R 12/15/38                 | BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 5.63786000                                                          | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9900000 | NS      | $9469241.10    | 0.03%             | 2038-12-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20230510 000011091 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-266514.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR C V/R 11/15/23/EUR/                | FORD MOTOR CREDIT CO LLC /EUR/ REGD V/R EMTN 2.49200000                                                                           | CUSIP: 345397ZE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | NS      | $1680510.55    | 0.01%             | 2023-11-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC 7.125% 07/01/28                 | COMMSCOPE INC REGD 144A P/P 7.12500000                                                                                            | CUSIP: 203372AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3740000 | NS      | $2673609.35    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3662 3% 05/20/46                  | GINNIE MAE II POOL P#MA3662 3.00000000                                                                                            | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4093583 | NS      | $3715498.12    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2015-B A3 V/R 07/15/24                    | SMB PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-B CL A3 V/R REGD 144A P/P 6.06786000                                             | CUSIP: 78448QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      701255 | NS      | $700292.17     | 0.00%             | 2032-05-17      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAFC 2015-R9 2A1 V/R 02/26/37                 | BANC OF AMERICA FUNDING 2015-R9 TRUST SER 2015-R9 CL 2A1 V/R REGD 144A P/P 4.59371000                                             | CUSIP: 05970BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3786344 | NS      | $3674415.56    | 0.01%             | 2037-02-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GOOD 2022-3CS  4.95% 09/20/36                 | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3 SER 2022-3CS CL A REGD 144A P/P 4.95000000                                       | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1789714 | NS      | $1656386.87    | 0.01%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AHT1 2018-KEYS B V/R 06/15/20                 | ASHFORD HOSPITALITY TRUST 2018-KEYS SER 2018-KEYS CL B V/R REGD 144A P/P 5.76800000                                               | CUSIP: 04410CAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | NS      | $2883297.90    | 0.01%             | 2035-06-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                                                    | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      825000 | NS      | $861508.48     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 2.242% 02/15/25                | CARRIER GLOBAL CORP REGD SER WI 2.24200000                                                                                        | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      791000 | NS      | $745070.53     | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MELLO 2021-INV4  V/R 02/25/44                 | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021 SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000                                           | CUSIP: 58550NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9515103 | NS      | $7637725.66    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.85% 11/15/23                | PACIFIC GAS & ELECTRIC REGD 3.85000000                                                                                            | CUSIP: 694308HE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1259000 | NS      | $1240997.27    | 0.00%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T/L INTELSAT JAC 0% 02/01/2029                | T/L INTELSAT JACKSON HOLDINGS  S A 0.00000000                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     3011750 | NS      | $2902032.21    | 0.01%             | 2029-02-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST 2.5% 02/15/37                | MASSACHUSETTS ST SCH BLDG AUTH REGD B/E 2.50000000                                                                                | CUSIP: 576000B85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4495000 | NS      | $3205979.64    | 0.01%             | 2037-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OAKC 2017-15A B V/R 01/20/30                  | OHA CREDIT PARTNERS XV LTD SER 2017-15A CL B V/R REGD 144A P/P 5.61257000                                                         | CUSIP: 67707BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15180000 | NS      | $14784348.48   | 0.05%             | 2030-01-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| TRK 2021-1 A1 V/R 07/25/23                    | TOORAK MORTGAGE CORP 2021-1 LTD SER 2021-1 CL A1 V/R REGD 144A P/P 2.23950000                                                     | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7160000 | NS      | $6771166.18    | 0.02%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 4.2% 09/01/48                | ENTERGY LOUISIANA LLC REGD 4.20000000                                                                                             | CUSIP: 29364WBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2366000 | NS      | $1935940.34    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7506 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#RA7506 4.50000000                                                                                         | CUSIP: 3133KPKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4662245 | NS      | $4493442.30    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-42A A V/R 07/16/35                  | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-42A CL A V/R REGD 144A P/P 5.17914000                                               | CUSIP: 64133WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | NS      | $531945.15     | 0.00%             | 2035-07-16      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA 3.125% 01/15/32                | SUZANO AUSTRIA GMBH REGD SER DM3N 3.12500000                                                                                      | CUSIP: 86964WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      300000 | NS      | $233881.20     | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                    | ORACLE CORP REGD 3.95000000                                                                                                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5975000 | NS      | $4256824.52    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.50PMXIE 03/03/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-646812.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMS 2022-SROA A V/R 07/12/24                 | GS MORTGAGE SECURITIES CORP TRUST 2022-SROA SER 2022-SROA CL A V/R REGD 144A P/P 6.83849000                                       | CUSIP: 36266KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1775556 | NS      | $1769374.06    | 0.01%             | 2024-07-12      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR23                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -784 | NC      | $-92732500.00  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CDX 2I65BZDL3 01.000 NA 06/20/2024 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $274254.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 3.05% 03/12/51                | REPUBLIC OF INDONESIA REGD 3.05000000                                                                                             | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     3490000 | NS      | $2504421.00    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AA BOND C 4.875% 07/31/24/GBP/                | AA BOND CO LTD /GBP/ REGD REG S EMTN 4.87500000                                                                                   | CUSIP: G00005AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1000000 | NS      | $1144128.47    | 0.00%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 3.95% 08/01/32                | NEW YORK CITY NY TRANSITIONAL REGD B/E 3.95000000                                                                                 | CUSIP: 64971XGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1900000 | NS      | $1708120.71    | 0.01%             | 2032-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6341 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6341 2.50000000                                                                                          | CUSIP: 3140QEBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5146578 | NS      | $4425674.01    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1283 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#MA1283 3.50000000                                                                                          | CUSIP: 31418AM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      493988 | NS      | $461358.28     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% FEB 23                     | FNCL 30YR TBA 3.5% FEB 23      TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42800000 | NS      | $38893747.15   | 0.14%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6441 4% 12/01/49                     | FANNIE MAE POOL UMBS P#CA6441 4.00000000                                                                                          | CUSIP: 3140QEEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347412 | NS      | $329877.80     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4624 3% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4624 3.00000000                                                                                          | CUSIP: 31418ED64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2175596 | NS      | $1909327.74    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5176 2% 12/01/50                     | FANNIE MAE POOL UMBS P#FM5176 2.00000000                                                                                          | CUSIP: 3140X8XE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3368972 | NS      | $2768198.04    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7400 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7400 4.00000000                                                                                         | CUSIP: 3131Y2GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      629989 | NS      | $600686.62     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 2.85% 02/01/29                | WESTERN DIGITAL CORP REGD 2.85000000                                                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     5191000 | NS      | $4016120.97    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/25                   | MORGAN STANLEY REGD V/R MTN SER GMTN 0.79100000                                                                                   | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5940000 | NS      | $5619533.20    | 0.02%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1890 2.5% 01/01/32                   | FANNIE MAE POOL UMBS P#BM1890 2.50000000                                                                                          | CUSIP: 3140J6C47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      769428 | NS      | $721414.13     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FSRIA 2022-FL4 A V/R 01/19/39                 | FS RIALTO 2022-FL4 ISSUER LLC SER 2022-FL4 CL A V/R REGD 144A P/P 5.70832000                                                      | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6401000 | NS      | $6244092.29    | 0.02%             | 2039-01-19      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS G 6.45% 11/07/24                | CIFI HOLDINGS GROUP REGD REG S 6.45000000                                                                                         | CUSIP: G2140AAU1<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |      660000 | NS      | $171744.47     | 0.00%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB1193 2.5% 07/01/50                   | FREDDIE MAC POOL UMBS P#QB1193 2.50000000                                                                                         | CUSIP: 3133A7KE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      916535 | NS      | $785697.40     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4579 3% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4579 3.00000000                                                                                          | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71960268 | NS      | $63188047.23   | 0.23%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNRT 6A A1R V/R 01/22/35                      | GENERATE CLO 6 LTD SER 6A CL A1R V/R REGD 144A P/P 5.52457000                                                                     | CUSIP: 37148JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | NS      | $728265.75     | 0.00%             | 2035-01-22      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GNMA P#783956 4.5% 05/15/41                   | GINNIE MAE I POOL P#783956 4.50000000                                                                                             | CUSIP: 3622A2MD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262662 | NS      | $256160.09     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION CO 3.55% 07/26/27                | ALIMENTATION COUCHE-TARD REGD 144A P/P 3.55000000                                                                                 | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      600000 | NS      | $554562.60     | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 2.782% 10/01/30                | COMMONSPIRIT HEALTH REGD 2.78200000                                                                                               | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     7175000 | NS      | $5918112.20    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| NETFLIX I 4.625% 05/15/29/EUR/                | NETFLIX INC /EUR/ REGD 4.62500000                                                                                                 | CUSIP: U74079AS0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     5400000 | NS      | $5656613.08    | 0.02%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF11 1 V/R 08/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF11 SER 2006-FF11 CL 1A2 V/R REGD 4.74871000                                             | CUSIP: 32028PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26103918 | NS      | $24752870.82   | 0.09%             | 2036-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL1 A V/R 02/27/51                 | VOLT XCII LLC SER 2021-NPL1 CL A1 V/R REGD 144A P/P 1.89250000                                                                    | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1741088 | NS      | $1502348.45    | 0.01%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.6% 07/15/41                | DEVON ENERGY CORPORATION REGD 5.60000000                                                                                          | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      767000 | NS      | $715557.93     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1615 2% 02/01/51                     | FANNIE MAE POOL UMBS P#BR1615 2.00000000                                                                                          | CUSIP: 3140KYYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3708298 | NS      | $3029090.45    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGMS 2021-1A A1 V/R 04/15/34                  | CARLYLE US CLO 2021-1 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 5.21914000                                                          | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | NS      | $1694873.25    | 0.01%             | 2034-04-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.95% 02/15/30                | VICI PROPERTIES LP REGD 4.95000000                                                                                                | CUSIP: 925650AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1581000 | NS      | $1504981.31    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R07.37PMXIE 10/11/27 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-51849.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBSG 2016-MRP 3.275% 06/05/26                 | BBSG 2016-MRP MORTGAGE TRUST SER 2016-MRP CL A REGD 144A P/P 3.27500000                                                           | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2045000 | NS      | $1771156.30    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| GSTNE 2019-FL2 A V/R 08/15/23                 | GREYSTONE CRE NOTES 2019-FL2 LTD SER 2019-FL2 CL A V/R REGD 144A P/P 5.49786000                                                   | CUSIP: 39809LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1324247 | NS      | $1292741.71    | 0.00%             | 2037-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A2 4.13% 01/25/30                 | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A2 REGD 144A P/P 4.13000000                                                    | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1661128 | NS      | $1545406.25    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9090 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA9090 2.50000000                                                                                          | CUSIP: 3140QHC45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21643480 | NS      | $18352938.66   | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5148 2% 03/01/42                     | FREDDIE MAC POOL UMBS P#RB5148 2.00000000                                                                                         | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3284759 | NS      | $2768806.15    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVTR 2021-1 A V/R 11/15/28                   | NAVIGATOR AIRCRAFT ABS LTD SER 2021-1 CL A V/R REGD 144A P/P 2.77100000                                                           | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13416502 | NS      | $11269214.02   | 0.04%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  1.2% 03/01/26                | GLOBAL PAYMENTS INC REGD 1.20000000                                                                                               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     7320000 | NS      | $6380531.29    | 0.02%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  3.65% 07/21/27                | AERCAP IRELAND CAP/GLOBA REGD 3.65000000                                                                                          | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      200000 | NS      | $180798.09     | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  2.9% 05/15/30                | GLOBAL PAYMENTS INC REGD 2.90000000                                                                                               | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1923000 | NS      | $1575643.45    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9992 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#BV9992 3.50000000                                                                                          | CUSIP: 3140MQC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2976083 | NS      | $2706168.25    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC1  V/R 04/25/57                 | PRKCM 2022-AFC1 TRUST SER 2022-AFC1 CL A1A V/R REGD 144A P/P 4.10000000                                                           | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      295840 | NS      | $277011.52     | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27                | TARGA RESOURCES CORP REGD 5.20000000                                                                                              | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      775000 | NS      | $759602.21     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3799 3% 08/01/47                     | FANNIE MAE POOL UMBS P#BM3799 3.00000000                                                                                          | CUSIP: 3140J8GH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6243319 | NS      | $5592103.16    | 0.02%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN 2.625% 09/10/30                | ANGLO AMERICAN CAPITAL REGD 144A P/P 2.62500000                                                                                   | CUSIP: 034863AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    44379000 | NS      | $36066145.39   | 0.13%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH  4.125% 11/16/28                | RAYTHEON TECH CORP REGD 4.12500000                                                                                                | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7233000 | NS      | $6922759.92    | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WLAKE 2021-2A  1.23% 12/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.23000000                                            | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5075000 | NS      | $4621944.60    | 0.02%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-9A A V/R 02/12/30                   | CBAM 2019-9 LTD SER 2019-9A CL A V/R REGD 144A P/P 5.35914000                                                                     | CUSIP: 14987VAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11469976 | NS      | $11386417.42   | 0.04%             | 2030-02-12      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPE 2.95% 07/15/31                | ESSENTIAL PROPER REGD 2.95000000                                                                                                  | CUSIP: 29670VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | NS      | $2035949.13    | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH C 3.03% 03/15/52                | RAYTHEON TECH CORP REGD 3.03000000                                                                                                | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3227000 | NS      | $2187740.71    | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/29                | BANK OF AMERICA CORP REGD V/R MTN 4.27100000                                                                                      | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7889000 | NS      | $7356494.71    | 0.03%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-2A  5.24% 04/15/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL B REGD 144A P/P 5.24000000                                                 | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2646000 | NS      | $2566110.12    | 0.01%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.9% 05/01/28                | UNITED AIR 2019-2 A PTT REGD SER A 2.90000000                                                                                     | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1313931 | NS      | $1054028.71    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DRMT 2022-2 A1 V/R 03/25/67                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.30000000                                              | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10307723 | NS      | $9680287.97    | 0.04%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/28                   | MORGAN STANLEY REGD V/R MTN 2.47500000                                                                                            | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    26536000 | NS      | $23578645.06   | 0.09%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| HOF 2020-2 A1 V/R 05/25/65                    | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.65700000                                          | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81783 | NS      | $81231.21      | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC2  V/R 08/25/57                 | PRKCM 2022-AFC2 TRUST SER 2022-AFC2 CL A1 V/R REGD 144A P/P 5.33500000                                                            | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2189812 | NS      | $2147320.91    | 0.01%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC2 E V/R 05/15/38                  | MHC TRUST 2021-MHC2 SER 2021-MHC2 CL E V/R REGD 144A P/P 6.26800000                                                               | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2050000 | NS      | $1925276.77    | 0.01%             | 2038-05-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| SAST 2006-1 M1 V/R 03/25/36                   | SAXON ASSET SECURITIES TRUST 2006-1 SER 2006-1 CL M1 V/R REGD 4.85371000                                                          | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1051693 | NS      | $994677.46     | 0.00%             | 2036-03-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08833 5% 07/01/48                    | FREDDIE MAC GOLD POOL P#G08833 5.00000000                                                                                         | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      549521 | NS      | $551054.55     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRSLF 2020-83A A V/R 01/18/32                 | DRYDEN 83 CLO LTD SER 2020-83A CL A V/R REGD 144A P/P 5.41371000                                                                  | CUSIP: 26246EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | NS      | $1223755.00    | 0.00%             | 2032-01-18      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 BOASW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $8138.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNT 2.607% 10/01/32                | MIAMI-DADE CNTY FL AVIATION RE REGD B/E 2.60700000                                                                                | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      900000 | NS      | $714310.47     | 0.00%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONI 7% 12/15/47                | YPF SOCIEDAD ANONIMA REGD 144A P/P 7.00000000                                                                                     | CUSIP: 984245AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      342000 | NS      | $205096.90     | 0.00%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67706 3.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G67706 3.50000000                                                                                         | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16412892 | NS      | $15269038.38   | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAN 4.125% 03/31/29                | ALCOA NEDERLAND HOLDING REGD 144A P/P 4.12500000                                                                                  | CUSIP: 013822AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2945000 | NS      | $2612682.22    | 0.01%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/26/25                 | DEUTSCHE BANK NY REGD V/R 3.96100000                                                                                              | CUSIP: 251526CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7223000 | NS      | $6902043.90    | 0.03%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUE V/R 10/19/2039                | FS RIALTO ISSUER LTD 22-FL7 B VARIABLE REGD 144A P/P 6.80770000                                                                   | CUSIP: 30329XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1583000 | NS      | $1572072.87    | 0.01%             | 2039-10-19      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/22/27                | HSBC HOLDINGS PLC REGD V/R 2.25100000                                                                                             | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      634000 | NS      | $549072.63     | 0.00%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/05/30                    | CITIGROUP INC REGD V/R 2.97600000                                                                                                 | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4260000 | NS      | $3581917.06    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 11/19/30/EUR/                | DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.75000000                                                                             | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | NS      | $672167.23     | 0.00%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0646 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS0646 2.00000000                                                                                          | CUSIP: 3140XFWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2190822 | NS      | $1802081.76    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/35                | REPUBLIC OF ARGENTINA REGD S/UP SER * 1.50000000                                                                                  | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     4446707 | NS      | $1127887.80    | 0.00%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| T/L AXALTA CO 0% 12/07/29                     | T/L AXALTA COATING SYSTEMS     DUTCH HOLDING B B.V./REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       66523 | NS      | $66523.46      | 0.00%             | 2029-12-07      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-24A A V/R 01/23/32                  | SYMPHONY CLO XXIV LTD SER 2020-24A CL A V/R REGD 144A P/P 5.52457000                                                              | CUSIP: 87167QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | NS      | $641702.10     | 0.00%             | 2032-01-23      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FSMT 2017-2 B1 V/R 10/25/47                   | FLAGSTAR MORTGAGE TRUST 2017-2 SER 2017-2 CL B1 V/R REGD 144A P/P 4.04128400                                                      | CUSIP: 33850RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1201561 | NS      | $1070847.37    | 0.00%             | 2047-10-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4127 3.5% 12/20/46                | GINNIE MAE II POOL P#MA4127 3.50000000                                                                                            | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1632149 | NS      | $1522164.53    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0406 3% 09/01/43                     | FANNIE MAE POOL UMBS P#AS0406 3.00000000                                                                                          | CUSIP: 3138W9NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721283 | NS      | $654983.58     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PH 2.457% 05/05/30                | REPUBLIC OF PHILIPPINES REGD 2.45700000                                                                                           | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     3387000 | NS      | $2938653.77    | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAROT 2020-A A 1.38% 12/16/24                 | NISSAN AUTO RECEIVABLES 2020-A OWNER TRUST SER 2020-A CL A3 REGD 1.38000000                                                       | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2635397 | NS      | $2599590.25    | 0.01%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                                                            | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    73150000 | NS      | $71618421.88   | 0.26%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9385 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AL9385 3.00000000                                                                                          | CUSIP: 3138ERNB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1070005 | NS      | $957400.05     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMED/ 11.5% 07/15/26                | EXELA INTERMED/EXELA FIN REGD 144A P/P 11.50000000                                                                                | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | NS      | $37060.00      | 0.00%             | 2026-07-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 5.05% 05/15/52                | PIEDMONT NATURAL GAS CO REGD 5.05000000                                                                                           | CUSIP: 720186AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | NS      | $3699282.69    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRET 2021-NPL5 A V/R 10/25/24                 | PRET 2021-NPL5 LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 2.48700000                                                               | CUSIP: 74143KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23868225 | NS      | $21551301.02   | 0.08%             | 2051-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| OCP 2020-19A AR V/R 10/20/34                  | OCP CLO 2020-19 LTD SER 2020-19A CL AR V/R REGD 144A P/P 5.39257000                                                               | CUSIP: 670881AM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12450000 | NS      | $12048437.70   | 0.04%             | 2034-10-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURC 8.95% 03/11/25                | VEDANTA RESOURCES REGD 144A P/P 8.95000000                                                                                        | CUSIP: 92243XAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      509000 | NS      | $345483.75     | 0.00%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN 5.4% 11/14/34                | FREEPORT-MCMORAN INC REGD 5.40000000                                                                                              | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     5945000 | NS      | $5614351.94    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 08/15/59                | UNITEDHEALTH GROUP INC REGD 3.87500000                                                                                            | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      656000 | NS      | $513190.68     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVEW 2017-1A AR V/R 10/16/29                  | MOUNTAIN VIEW CLO 2017-1 LLC SER 2017-1A CL AR V/R REGD 144A P/P 5.16914000                                                       | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12985127 | NS      | $12781078.79   | 0.05%             | 2029-10-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 15.5% 10/17/26/ARS/                | REPUBLIC OF ARGENTINA /ARS/ REGD 15.50000000                                                                                      | CUSIP: P8S090XK7<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |   110804000 | NS      | $163936.75     | 0.00%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATI 5.1% 03/28/35                | RUSSIAN FEDERATION REGD REG S 5.10000000                                                                                          | CUSIP: X5424XCG1<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      200000 | NS      | $80000.00      | 0.00%             | 2035-03-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JABIL INC 3% 01/15/31                         | JABIL INC REGD 3.00000000                                                                                                         | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     2470000 | NS      | $2044564.83    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF BUEN V/R 03/29/24/ARS/                | CITY OF BUENOS AIRES /ARS/ REGD V/R SER 22 59.45340000                                                                            | CUSIP: P4R148DY5<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |   314346000 | NS      | $1822976.13    | 0.01%             | 2024-03-29      | Variable      | 59.45%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 2.5% 08/15/50                | DUKE ENERGY PROGRESS LLC REGD 2.50000000                                                                                          | CUSIP: 26442UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | NS      | $1140065.70    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 4.3% 01/08/26                 | SANDS CHINA LTD REGD 4.30000000                                                                                                   | CUSIP: 80007RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     2000000 | NS      | $1845581.92    | 0.01%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4699 3.5% 08/01/52                   | FANNIE MAE POOL UMBS P#MA4699 3.50000000                                                                                          | CUSIP: 31418EGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      961057 | NS      | $873399.59     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51                | OHIO POWER COMPANY REGD SER R 2.90000000                                                                                          | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2238000 | NS      | $1456087.05    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.95% 06/30/62                | CHARTER COMM OPT LLC/CAP REGD 3.95000000                                                                                          | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32753000 | NS      | $19320996.99   | 0.07%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2024 CHASUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $4319.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L AVOLON TLB BO ZCP 01/15/25                | T/L AVOLON TLB BORROWER 1 US REGD ZCP TERM LOAN 0.00000000                                                                        | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      281300 | NS      | $280011.20     | 0.00%             | 2025-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.95% 08/01/59                      | BOEING CO REGD 3.95000000                                                                                                         | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4388000 | NS      | $2946630.46    | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7548 2.5% 11/01/51                   | FREDDIE MAC POOL UMBS P#SD7548 2.50000000                                                                                         | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19780497 | NS      | $17009635.18   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/15/32                  | UNITED STATES TREASURY NOTE 1.87500000                                                                                            | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   198230000 | NS      | $168162535.05  | 0.61%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9972 4% 07/01/47                     | FANNIE MAE POOL UMBS P#AS9972 4.00000000                                                                                          | CUSIP: 3138WLCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      662048 | NS      | $631775.63     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.95000000                                                                                        | CUSIP: 715638BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    10939000 | NS      | $2712178.91    | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.688% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E2 REGD 144A P/P 2.68800000                                                       | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | NS      | $1274264.99    | 0.00%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB5 A V/R 06/25/36                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-CB5 CL A3 V/R REGD 4.66871000                                              | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4066511 | NS      | $2565517.71    | 0.01%             | 2036-06-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/15/24                | SANTANDER UK GROUP HLDGS REGD V/R 4.79600000                                                                                      | CUSIP: 80281LAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    14535000 | NS      | $14290674.06   | 0.05%             | 2024-11-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20230315 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188255.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWL 2006-22 2A4 V/R 05/25/47                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-22 SER 2006-22 CL 2A4 V/R REGD 4.60871000                                              | CUSIP: 12666BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7348597 | NS      | $6885381.41    | 0.03%             | 2047-05-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| LMAT 2020-GS1 A1 V/R 10/25/59                 | LEGACY MORTGAGE ASSET TRUST 2020-GS1 SER 2020-GS1 CL A1 V/R REGD 144A P/P 2.88200000                                              | CUSIP: 52474PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2972832 | NS      | $2950683.91    | 0.01%             | 2059-10-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2838 2% 02/01/52                     | FANNIE MAE POOL UMBS P#CB2838 2.00000000                                                                                          | CUSIP: 3140QNEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9249403 | NS      | $7592888.18    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                 | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000                                                         | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | NS      | $2672909.70    | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| HOF 2022-1 A1 V/R 07/25/67                    | HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 5.08200000                                            | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2089329 | NS      | $2028160.11    | 0.01%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INF SWAP GB NI 4.0 09/15/21-10Y LCH /FLOAT/                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-1054406.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA1146 4% 08/01/42                     | FANNIE MAE POOL UMBS P#MA1146 4.00000000                                                                                          | CUSIP: 31418AHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1060857 | NS      | $1016439.73    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.25% 07/12/25                | LOGAN GROUP CO LTD REGD REG S 4.25000000                                                                                          | CUSIP: G5631SAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     2205000 | NS      | $485100.00     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-FLWR  V/R 07/15/36                 | STWD TRUST 2021-FLWR SER 2021-FLWR CL E V/R REGD 144A P/P 6.24199000                                                              | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9325000 | NS      | $8740220.86    | 0.03%             | 2036-07-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| RCKT 2021-6 A1 V/R 04/25/43                   | RCKT MORTGAGE TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 2.50000000                                                          | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15629793 | NS      | $12545957.03   | 0.05%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 3.75% 08/08/31                | SANDS CHINA LTD REGD 3.75000000                                                                                                   | CUSIP: 80007RAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     1900000 | NS      | $1495102.57    | 0.01%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.55% 09/15/55                       | AT&T INC REGD 3.55000000                                                                                                          | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9187000 | NS      | $6129967.69    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS XS1819575066 01.000 SP 06/20/2025 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-640531.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 2.25% 04/01/23                | HP ENTERPRISE CO REGD 2.25000000                                                                                                  | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     8289000 | NS      | $8227230.70    | 0.03%             | 2023-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPSMT 2010-1 B V/R 03/25/50                   | JP MORGAN SEASONED MORTGAGE TRUST 2010-1 SER 2010-1 CL B V/R REGD 144A P/P 0.00000000                                             | CUSIP: 46635HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6589076 | NS      | $5447819.94    | 0.02%             | 2050-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 04/01/31                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 4.19400000                                                                               | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    10164000 | NS      | $7890254.86    | 0.03%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW 4.75% 04/15/29                | ENTEGRIS ESCROW CORP REGD 144A P/P 4.75000000                                                                                     | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19155000 | NS      | $17468158.98   | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 05/28/32                 | DEUTSCHE BANK NY REGD V/R 3.03500000                                                                                              | CUSIP: 251526CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3300000 | NS      | $2501178.34    | 0.01%             | 2032-05-28      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/33                   | MORGAN STANLEY REGD V/R MTN 2.94300000                                                                                            | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9550000 | NS      | $7725742.86    | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.5% 02/15/31                    | COMCAST CORP REGD 1.50000000                                                                                                      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2905000 | NS      | $2261834.80    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-JWDR D V/R 09/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2019-JWDR CL D V/R REGD 144A P/P 3.32610000                                             | CUSIP: 95002NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | NS      | $8431974.00    | 0.03%             | 2031-09-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48                  | UNITED STATES TREASURY BOND 3.12500000                                                                                            | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    12780000 | NS      | $10740691.44   | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QH8 A V/R 10/25/37                  | RALI SERIES 2007-QH8 TRUST SER 2007-QH8 CL A V/R REGD 2.64362300                                                                  | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      806631 | NS      | $698666.80     | 0.00%             | 2037-10-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| AJAXM 2021-F A V/R 06/25/61                   | AJAX MORTGAGE LOAN TRUST 2021-F SER 2021-F CL A V/R REGD 144A P/P 1.87500000                                                      | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1019352 | NS      | $898946.62     | 0.00%             | 2061-06-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2469 4% 10/01/48                     | FANNIE MAE POOL UMBS P#CA2469 4.00000000                                                                                          | CUSIP: 3140Q9W74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      486832 | NS      | $464189.68     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A V/R  01/25/60                | OBX 2020-EXP3 TRUST SER 2020-EXP3 CL 1A9 V/R REGD 144A P/P 3.00000000                                                             | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2102769 | NS      | $1821173.11    | 0.01%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-OS 3.397% 06/05/29                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000                                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8012500 | NS      | $6962608.50    | 0.03%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8082 1.5% 10/01/50                   | FREDDIE MAC POOL UMBS P#SD8082 1.50000000                                                                                         | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4747179 | NS      | $3667601.29    | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAMP 2005-RS5 M5 V/R 05/25/35                 | RAMP SERIES 2005-RS5 TRUST SER 2005-RS5 CL M5 V/R REGD 5.40871000                                                                 | CUSIP: 76112BQA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $489110.50     | 0.00%             | 2035-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BARC 2022-NQM1 A V/R 07/25/52                 | BARCLAYS MORTGAGE LOAN TRUST 2022-NQM1 SER 2022-NQM1 CL A1 V/R REGD 144A P/P 4.55000000                                           | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2097097 | NS      | $2008865.81    | 0.01%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 A 2.2% 01/17/29                    | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000                                                    | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15650884 | NS      | $13174199.20   | 0.05%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC 8% 11/01/31                | ALLY FINANCIAL INC REGD SER * 8.00000000                                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     8450000 | NS      | $8723325.98    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R5 A1A V/R 08/25/61                  | CIM TRUST 2021-R5 SER 2021-R5 CL A1A V/R REGD 144A P/P 2.00000000                                                                 | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23798398 | NS      | $20095472.22   | 0.07%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SNDPT 2017-1A AR V/R 01/23/29                 | SOUND POINT CLO XV LTD SER 2017-1A CL ARR V/R REGD 144A P/P 5.22457000                                                            | CUSIP: 83609RAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2053484 | NS      | $2031856.42    | 0.01%             | 2029-01-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230314 000001733 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71574.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 2.65% 02/15/32                | NXP BV/NXP FDG/NXP USA REGD 2.65000000                                                                                            | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4325000 | NS      | $3384932.14    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KSTRL 2018-1A  4.25% 10/15/25                 | KESTREL AIRCRAFT FUNDING LTD SER 2018-1A CL A REGD P/P 4.25000000                                                                 | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2856417 | NS      | $2256683.57    | 0.01%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 7.5% 01/15/28                  | VAR ENERGI ASA REGD 144A P/P 7.50000000                                                                                           | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |     5135000 | NS      | $5230520.14    | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                                                            | CUSIP: 912810TM0<br>LEI: N/A                  | Short            | DBT              | UST               | US        |   -70000000 | NS      | $-68534375.00  | -0.25%            | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 04/10/25                    | AIB GROUP PLC REGD V/R MTN 4.26300000                                                                                             | CUSIP: 00135TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2400000 | NS      | $2315550.10    | 0.01%             | 2025-04-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/40                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                                                         | CUSIP: 912810QF8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      275758 | NS      | $291716.62     | 0.00%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PH 1.648% 06/10/31                | REPUBLIC OF PHILIPPINES REGD 1.64800000                                                                                           | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      563000 | NS      | $449091.24     | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 6.05% 02/15/63                | UNITEDHEALTH GROUP INC REGD 6.05000000                                                                                            | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1005000 | NS      | $1090564.56    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 23                     | FNMA 30YR TBA 2.5% JAN 23     TO BE ANNOUNCED 2.50000000                                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -53532000 | NS      | $-45315604.04  | -0.16%            | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES IN 2.5% 04/01/31                | CBRE SERVICES INC REGD 2.50000000                                                                                                 | CUSIP: 12505BAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | NS      | $3862153.74    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOCA 2022-BOCA A V/R 05/15/27                 | BOCA COMMERCIAL MORTGAGE TRUST 2022-BOCA SER 2022-BOCA CL A V/R REGD 144A P/P 6.10521000                                          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      824019 | NS      | $807393.35     | 0.00%             | 2039-05-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| F/C JPN 10Y BOND(OSE) MAR23                   | FUTURE CONTRACT ON           JPN 10Y BOND(OSE) MAR23 /JPY/ 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |        -227 | NC      | $-251595702.53 | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL  1.95% 07/02/23                | CNH INDUSTRIAL CAP LLC REGD 1.95000000                                                                                            | CUSIP: 12592BAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3871000 | NS      | $3804977.85    | 0.01%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7972 4% 11/01/49                     | FANNIE MAE POOL UMBS P#FM7972 4.00000000                                                                                          | CUSIP: 3140XB2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354834 | NS      | $337571.33     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMAT 3.6% 11/15/31                | STEWART INFORMATION SERV REGD 3.60000000                                                                                          | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    14990000 | NS      | $11487244.88   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  3.839% 03/20/60                | UNION PACIFIC CORP REGD 3.83900000                                                                                                | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     4239000 | NS      | $3274549.50    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| T/L MARKET B 0% 11/04/27 /EUR/                | T/L MARKET BIDCO LTD REGD      /EUR/ 0.00000000                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    13957353 | NS      | $12961012.64   | 0.05%             | 2027-11-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.65% 03/25/41                    | ORACLE CORP REGD 3.65000000                                                                                                       | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3412000 | NS      | $2518715.71    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH C 2.82% 09/01/51                | RAYTHEON TECH CORP REGD 2.82000000                                                                                                | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1636000 | NS      | $1059741.85    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3% 06/01/30                       | TEXTRON INC REGD 3.00000000                                                                                                       | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    23695000 | NS      | $20136652.90   | 0.07%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZDM1 01.000 SP 12/20/2024 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $306825.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2022-RN3 A1 V/R 08/25/52                 | PRETIUM MORTGAGE CREDIT PARTNERS LLC SER 2022-RN3 CL A1 V/R REGD 144A P/P 5.00000000                                              | CUSIP: 69381PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    33945495 | NS      | $32757976.04   | 0.12%             | 2052-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.55% 03/15/35                     | ABBVIE INC REGD 4.55000000                                                                                                        | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4451000 | NS      | $4162037.12    | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIE 2% 10/15/31                | THERMO FISHER SCIENTIFIC REGD 2.00000000                                                                                          | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      955000 | NS      | $773425.19     | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LMAT 2020-GS5 A S/UP 06/25/60                 | LEGACY MORTGAGE ASSET TRUST 2020-GS5 SER 2020-GS5 CL A1 S/UP REGD 144A P/P 3.25000000                                             | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      790775 | NS      | $777911.40     | 0.00%             | 2060-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TICP 2018-10A B V/R 04/20/31                  | TICP CLO X LTD SER 2018-10A CL B V/R REGD 144A P/P 5.71257000                                                                     | CUSIP: 87249CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4080000 | NS      | $3946967.52    | 0.01%             | 2031-04-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3410 3% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3410 3.00000000                                                                                          | CUSIP: 3140QNYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      977067 | NS      | $857392.53     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GA 5.875% 03/15/41                | SOUTHERN CO GAS CAPITAL REGD 5.87500000                                                                                           | CUSIP: 001192AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7873000 | NS      | $7818191.64    | 0.03%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK4764 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK4764 4.00000000                                                                                          | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10133 | NS      | $9650.92       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WPT 5.35% 07/05/23                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL DFX REGD 144A P/P 5.35030000                                       | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10060000 | NS      | $8757107.27    | 0.03%             | 2033-07-05      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 08/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 3A1 REGD 5.50000000                                                             | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175115 | NS      | $167832.56     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BABSN 2018-3A A1 V/R 07/20/29                 | BARINGS CLO LTD 2018-III SER 2018-3A CL A1 V/R REGD 5.19257000                                                                    | CUSIP: 06760PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      497069 | NS      | $492525.84     | 0.00%             | 2029-07-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| T/L SBA SENIOR FI 0% 04/11/25                 | T/L SBA SENIOR FINANCE II LLC  REGD 0.00000000                                                                                    | CUSIP: 78404XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1681847 | NS      | $1674379.86    | 0.01%             | 2025-04-11      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| LMAT 2019-GS7 A1 V/R 11/25/59                 | LEGACY MORTGAGE ASSET TRUST 2019-GS7 SER 2019-GS7 CL A1 V/R REGD 144A P/P 6.25000000                                              | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4106599 | NS      | $4099282.29    | 0.01%             | 2059-11-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50                | ENERGY TRANSFER LP REGD 5.00000000                                                                                                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8655000 | NS      | $6914746.33    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-3 D 3.469% 10/15/31                 | COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL D REGD 144A P/P 3.46900000                                                   | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1630000 | NS      | $1232497.77    | 0.00%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8070 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#SD8070 4.00000000                                                                                         | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       93462 | NS      | $88364.11      | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.25% 06/15/26                      | BOEING CO REGD 2.25000000                                                                                                         | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2170000 | NS      | $1953422.89    | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 4.375% 05/15/30                    | LEIDOS INC REGD SER WI 4.37500000                                                                                                 | CUSIP: 52532XAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3660000 | NS      | $3300438.20    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1310 2% 08/01/51                     | FANNIE MAE POOL UMBS P#CB1310 2.00000000                                                                                          | CUSIP: 3140QLN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10491185 | NS      | $8555412.32    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICA 5.25% 08/15/27                | IHEARTCOMMUNICATIONS INC REGD 144A P/P 5.25000000                                                                                 | CUSIP: 45174HBE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3710000 | NS      | $3142679.12    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40                | VERIZON COMMUNICATIONS REGD 2.65000000                                                                                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     6126000 | NS      | $4134950.70    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                | BAT CAPITAL CORP REGD 2.72600000                                                                                                  | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29370000 | NS      | $22914980.05   | 0.08%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GWOLF 2018-2A A1 V/R 10/20/31                 | GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 5.40332000                                                               | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | NS      | $491051.50     | 0.00%             | 2031-10-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA5103 3.5% 12/01/47                   | FREDDIE MAC POOL UMBS P#ZA5103 3.50000000                                                                                         | CUSIP: 31329NU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      154779 | NS      | $143385.71     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 4.625% 04/29/30                | FAIRFAX FINL HLDGS LTD REGD SER WI 4.62500000                                                                                     | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     3201000 | NS      | $2903706.77    | 0.01%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FAR 5.75% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 5.75000000                                                                                    | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3240577 | NS      | $3070446.71    | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.4% 12/01/61                | CHARTER COMM OPT LLC/CAP REGD 4.40000000                                                                                          | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2017000 | NS      | $1290221.15    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6818 2% 08/20/50                  | GINNIE MAE II POOL P#MA6818 2.00000000                                                                                            | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14280372 | NS      | $12065271.60   | 0.04%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 4.95% 11/07/47                | HUARONG FINANCE 2017 CO REGD REG S EMTN 4.95000000                                                                                | CUSIP: G463PSAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      400000 | NS      | $272981.07     | 0.00%             | 2047-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA8002 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA8002 4.00000000                                                                                         | CUSIP: 3133A23K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60715 | NS      | $57245.84      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2020-3 D 2.4% 10/13/23                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-3 SER 2020-3 CL D REGD 144A P/P 2.40000000                                      | CUSIP: 025297AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105000 | NS      | $101983.27     | 0.00%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5182 3.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AS5182 3.50000000                                                                                          | CUSIP: 3138WEXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      759906 | NS      | $705982.37     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1133 4% 10/01/51                     | FANNIE MAE POOL UMBS P#FS1133 4.00000000                                                                                          | CUSIP: 3140XGHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24680957 | NS      | $23360764.04   | 0.08%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1177 3.5% 09/01/42                   | FANNIE MAE POOL UMBS P#MA1177 3.50000000                                                                                          | CUSIP: 31418AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73454 | NS      | $68592.61      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL2 A V/R 01/25/24                 | VOLT XCIII LLC SER 2021-NPL2 CL A1 V/R REGD 144A P/P 1.89250000                                                                   | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4465242 | NS      | $4016987.41    | 0.01%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.3% 03/25/28                 | CVS HEALTH CORP REGD 4.30000000                                                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1311000 | NS      | $1268055.17    | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 02/22/27                 | T/L TRANSDIGM INC REGD 0.00000000                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2737772 | NS      | $2724439.22    | 0.01%             | 2027-02-22      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230223 000000902 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $109816.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNE 2020-25A A V/R 01/25/32                 | MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.55843000                                                                  | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18000000 | NS      | $17763138.00   | 0.06%             | 2032-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CIM 2021-NR2 A1 V/R 07/25/59                  | CIM TRUST 2021-NR2 SER 2021-NR2 CL A1 V/R REGD 144A P/P 2.56800000                                                                | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6199405 | NS      | $5704107.93    | 0.02%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 4.15% 04/15/32                | INVITATION HOMES OP REGD 4.15000000                                                                                               | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7743000 | NS      | $6774239.28    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/33                   | MORGAN STANLEY REGD V/R MTN 4.88900000                                                                                            | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1711000 | NS      | $1607520.94    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-5CB 1A 6% 04/25/37                 | ALTERNATIVE LOAN TRUST 2007-5CB SER 2007-5CB CL 1A4 REGD 6.00000000                                                               | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12859758 | NS      | $7476069.10    | 0.03%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.75PSOFR 06/15/29 GOLD FIXED                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-407473.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.209% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E1 REGD 144A P/P 2.20900000                                                 | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2185000 | NS      | $1819465.01    | 0.01%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE C 6% 04/01/27                | TRAVEL + LEISURE CO REGD 6.00000000                                                                                               | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     6035000 | NS      | $5727758.81    | 0.02%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY OF BUEN V/R 02/22/28/ARS/                | CITY OF BUENOS AIRES /ARS/ REGD V/R SER 23 70.16430000                                                                            | CUSIP: P4R148CY6<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |   401380000 | NS      | $2325438.52    | 0.01%             | 2028-02-22      | Variable      | 70.16%                | No            |                  2 | On Loan: No      |
| UMBS P#AL0160 4.5% 05/01/41                   | FANNIE MAE POOL UMBS P#AL0160 4.50000000                                                                                          | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2463680 | NS      | $2437670.80    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-2 AH 1.5% 06/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-2 CL AH 1.50000000                                                              | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13248492 | NS      | $10499270.99   | 0.04%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-RTL1 A V/R 03/28/29                 | CAFL 2021-RTL1 ISSUER LLC SER 2021-RTL1 CL A1 V/R REGD 144A P/P 2.23900000                                                        | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8260000 | NS      | $7511191.35    | 0.03%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.45% 09/15/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 2.45000000                                                                              | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | NS      | $3729899.66    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 3.95% 04/23/27                 | MORGAN STANLEY REGD MTN 3.95000000                                                                                                | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13820000 | NS      | $13051510.43   | 0.05%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                                                            | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6569000 | NS      | $6103963.80    | 0.02%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-1 A1 V/R 11/25/28                   | TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.72175000                                                    | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5598478 | NS      | $5267659.89    | 0.02%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K736  V/R 07/25/26                 | FREMF 2019-K736 MORTGAGE TRUST SER 2019-K736 CL B V/R REGD 144A P/P 3.76038100                                                    | CUSIP: 30298MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5440000 | NS      | $5035311.33    | 0.02%             | 2026-07-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 06/14/27                | SANTANDER UK GROUP HLDGS REGD V/R 1.67300000                                                                                      | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    11405000 | NS      | $9697588.59    | 0.04%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| BX 2022-GPA A V/R 08/09/24                    | BX TRUST 2022-GPA SER 2022-GPA CL A V/R REGD 144A P/P 6.50061000                                                                  | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6760000 | NS      | $6717666.85    | 0.02%             | 2039-10-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND  5.5% 12/15/27                | ALCOA NEDERLAND HOLDING REGD 144A P/P 5.50000000                                                                                  | CUSIP: 013822AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2745000 | NS      | $2645248.76    | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                                                          | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10769141 | NS      | $9451351.14    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL3 A V/R 01/25/24                 | VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 2.23950000                                                                    | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3935761 | NS      | $3557978.13    | 0.01%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230301 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1471730.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2019-4 M1 V/R 11/25/33                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL M1 V/R REGD 144A P/P 3.50000000                                                    | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1155000 | NS      | $937189.64     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4185 4.5% 09/01/46                   | FANNIE MAE POOL UMBS P#BM4185 4.50000000                                                                                          | CUSIP: 3140J8UK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1161351 | NS      | $1140871.14    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL G 4.75% 04/01/48                | AMERICAN INTL GROUP REGD 4.75000000                                                                                               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      896000 | NS      | $798985.00     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/18/31                | HSBC HOLDINGS PLC REGD V/R 2.35700000                                                                                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2999000 | NS      | $2291510.86    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2  V/R 08/25/50                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2020-EXP2 CL A4 V/R REGD 144A P/P 2.50000000                                                | CUSIP: 17328PAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1194515 | NS      | $971130.53     | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.3% 07/01/30                | CROWN CASTLE INC REGD 3.30000000                                                                                                  | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     9059000 | NS      | $7924751.69    | 0.03%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX 2022-LBA6 A V/R 01/15/27                   | BX TRUST 2022-LBA6 SER 2022-LBA6 CL A V/R REGD 5.33561000                                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      712000 | NS      | $687912.04     | 0.00%             | 2039-01-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.55PMXIE 02/27/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-924888.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 4.65% 08/15/43                | VIRGINIA ELEC & POWER CO REGD SER D 4.65000000                                                                                    | CUSIP: 927804FP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      732000 | NS      | $642652.82     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 3.6% 08/15/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL A2A REGD 144A P/P 3.60000000                                                | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2884354 | NS      | $2761093.03    | 0.01%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2039 4% 07/01/48                     | FANNIE MAE POOL UMBS P#CA2039 4.00000000                                                                                          | CUSIP: 3140Q9HR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2739302 | NS      | $2606369.28    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 4.5% 10/22/25                | OFFICE CHERIFIEN DES PHO REGD 4.50000000                                                                                          | CUSIP: V6811PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |      259000 | NS      | $252077.45     | 0.00%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE I 1.875% 07/12/28                | ENEL FINANCE INTL NV REGD 144A P/P 1.87500000                                                                                     | CUSIP: 29278GAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      519000 | NS      | $412243.61     | 0.00%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/08/26                    | CITIGROUP INC REGD V/R 3.10600000                                                                                                 | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1756000 | NS      | $1662199.15    | 0.01%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| NAROT 2019-C A 1.93% 03/15/23                 | NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST SER 2019-C CL A3 REGD 1.93000000                                                       | CUSIP: 65479JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      701801 | NS      | $699289.44     | 0.00%             | 2024-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5714 3.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#QE5714 3.50000000                                                                                         | CUSIP: 3133BFK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      999901 | NS      | $908696.60     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-EA  2.03% 12/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL B REGD 144A P/P 2.03000000                                        | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1680000 | NS      | $1070365.30    | 0.00%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACI 5.125% 01/15/28                | VTR COMUNICACIONES SPA REGD 144A P/P 5.12500000                                                                                   | CUSIP: 918367AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      381000 | NS      | $236620.87     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A2 V/R 09/25/35                 | SEQUOIA MORTGAGE TRUST 2018-CH2 SER 2018-CH2 CL A21 V/R REGD 144A P/P 4.00000000                                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152736 | NS      | $140791.75     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NE 3.7% 02/21/25                | CREDIT SUISSE NEW YORK REGD SER FXD 3.70000000                                                                                    | CUSIP: 22550L2H3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9610000 | NS      | $8861307.39    | 0.03%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.5% 01/31/50                | UNITED MEXICAN STATES REGD 4.50000000                                                                                             | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     7786000 | NS      | $5910952.74    | 0.02%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR 8.25% 01/24/24                | TURK IHRACAT KR BK REGD 144A P/P 8.25000000                                                                                       | CUSIP: 90015LAF4<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     1000000 | NS      | $1010690.00    | 0.00%             | 2024-01-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 4.75% 08/01/28                 | S&P GLOBAL INC REGD 144A P/P 4.75000000                                                                                           | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7466000 | NS      | $7378813.69    | 0.03%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANCHC 2014-3RA A V/R 01/28/31                 | ANCHORAGE CAPITAL CLO 3-R LTD SER 2014-3RA CL A V/R REGD 144A P/P 5.42386000                                                      | CUSIP: 03330AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      490415 | NS      | $483600.10     | 0.00%             | 2031-01-28      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA AJV V/R 02/15/23                  | BX TRUST 2021-LBA SER 2021-LBA CL AJV V/R REGD 5.11800000                                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1885000 | NS      | $1791668.56    | 0.01%             | 2036-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 1.923% 08/01/31                   | NEW YORK NY REGD N/C B/E 1.92300000                                                                                               | CUSIP: 64966QRQ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4350000 | NS      | $3364342.20    | 0.01%             | 2031-08-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 2.75% 08/15/51                | AEP TRANSMISSION CO LLC REGD SER N 2.75000000                                                                                     | CUSIP: 00115AAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1644000 | NS      | $1042445.77    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UK TSY    3.25% 01/22/44 /GBP/                | UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000                                                                                          | CUSIP: G4527HCQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      150000 | NS      | $160639.45     | 0.00%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.419% 04/15/33                  | BROADCOM INC REGD 144A P/P 3.41900000                                                                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12621000 | NS      | $10118353.26   | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/42                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                                                         | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      659435 | NS      | $551555.79     | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER07.99 12/21/27 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-106.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CA 4.95% 03/23/27                | GAZPROM (GAZ CAPITAL SA) REGD REG S 4.95000000                                                                                    | CUSIP: L4191BCA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    20900000 | NS      | $14630000.00   | 0.05%             | 2027-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 1.75% 06/15/30                | DUKE ENERGY FLORIDA LLC REGD 1.75000000                                                                                           | CUSIP: 26444HAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1868000 | NS      | $1484513.76    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.625% 06/15/25                | VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000                                                                                   | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8280000 | NS      | $7938450.00    | 0.03%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4  1.72% 11/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2021-N4 SER 2021-N4 CL C REGD 1.72000000                                                           | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2540000 | NS      | $2424563.35    | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.25% 12/15/41                | DUKE ENERGY CAROLINAS REGD 4.25000000                                                                                             | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | NS      | $1423963.81    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2026 JPM LONG                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $1941.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G67707 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G67707 3.50000000                                                                                         | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11465167 | NS      | $10746508.66   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 8.25% 10/13/24/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 8.25000000                                                                                  | CUSIP: P97475AP5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     7294000 | NS      | $583520.00     | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230111 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42998.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/29/27                | JPMORGAN CHASE & CO REGD V/R 3.96000000                                                                                           | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2050000 | NS      | $1954155.82    | 0.01%             | 2027-01-29      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K94 B V/R 07/25/29                 | FREMF 2019-K94 MORTGAGE TRUST SER 2019-K94 CL B V/R REGD 144A P/P 4.10137500                                                      | CUSIP: 30310XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | NS      | $2481034.36    | 0.01%             | 2052-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG 6.2% 03/22/26                | TIMES CHINA HLDG LT REGD REG S 6.20000000                                                                                         | CUSIP: G8879TAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     1950000 | NS      | $316078.02     | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG I 8% 12/31/26                | DIG INTL FIN/DIG INTL HL REGD 144A P/P 8.00000000                                                                                 | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |       73308 | NS      | $32255.52      | 0.00%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7541 2% 05/01/51                     | FREDDIE MAC POOL UMBS P#SD7541 2.00000000                                                                                         | CUSIP: 3132DVLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2204504 | NS      | $1815465.45    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | HUF/USD FWD 20230112 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26844.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE SEC 2.125% 02/15/27                | BLACKSTONE SECURED LEND REGD SER WI 2.12500000                                                                                    | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    21770000 | NS      | $18025907.88   | 0.07%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FCAT 2018-2 D 4.23% 07/15/22                  | FLAGSHIP CREDIT AUTO TRUST 2018-2 SER 2018-2 CL D REGD 144A P/P 4.23000000                                                        | CUSIP: 33844NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      977542 | NS      | $975143.19     | 0.00%             | 2024-09-16      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                | BANK OF AMERICA CORP REGD V/R 2.68700000                                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20298000 | NS      | $16246196.26   | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCAR 2018-2 D 4.01% 07/18/24                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-2 SER 2018-2 CL D REGD 4.01000000                                                   | CUSIP: 03066LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2905223 | NS      | $2900236.96    | 0.01%             | 2024-07-18      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ALLIED WORLD AS 4.35% 10/29/25                | ALLIED WORLD ASSURANCE REGD 4.35000000                                                                                            | CUSIP: 01959EAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      821000 | NS      | $786155.45     | 0.00%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/ 5.25% 08/15/27                | ARDAGH PKG FIN/HLDGS USA REGD 144A P/P 5.25000000                                                                                 | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3320000 | NS      | $2482504.04    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2019-RPL1 A V/R 10/25/68                 | GCAT 2019-RPL1 TRUST SER 2019-RPL1 CL A1 V/R REGD 144A P/P 2.65000000                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1892827 | NS      | $1775189.80    | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| SMB 2017-B A2A 2.82% 07/15/26                 | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SER 2017-B CL A2A REGD 144A P/P 2.82000000                                                | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1320545 | NS      | $1257238.61    | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-7 A15 V/R 09/01/42                 | JP MORGAN MORTGAGE TRUST 2020-7 SER 2020-7 CL A15 V/R REGD 144A P/P 3.00000000                                                    | CUSIP: 46591XBT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3091209 | NS      | $2532233.42    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TUR 4.25% 03/13/25                | REPUBLIC OF TURKEY REGD 4.25000000                                                                                                | CUSIP: 900123CX6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      400000 | NS      | $373000.00     | 0.00%             | 2025-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784472 3.5% 02/20/48                | GINNIE MAE II POOL P#784472 3.50000000                                                                                            | CUSIP: 3622A26H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4096140 | NS      | $3814945.24    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3333 4% 04/01/48                     | FANNIE MAE POOL UMBS P#MA3333 4.00000000                                                                                          | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      202167 | NS      | $193278.39     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SF 2.372% 09/17/26                 | FRTKL 2021-SFR1 SER 2021-SFR1 CL E1 REGD 144A P/P 2.37200000                                                                      | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420000 | NS      | $1180966.00    | 0.00%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR1 2.241% 09/17/25                 | FIRSTKEY HOMES 2020-SFR1 TRUST SER 2020-SFR1 CL D REGD 144A P/P 2.24100000                                                        | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1590000 | NS      | $1414509.32    | 0.01%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/23/25                | JPMORGAN CHASE & CO REGD V/R SER F2F 0.96900000                                                                                   | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    31140000 | NS      | $29027744.22   | 0.11%             | 2025-06-23      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| T/L SPIN HOLDCO 0% 03/04/2028                 | T/L SPIN HOLDCO INC REGD 0.00000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3030962 | NS      | $2545250.48    | 0.01%             | 2028-03-04      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| STWD 2019-FL1 A V/R 08/15/23                  | STWD 2019-FL1 LTD SER 2019-FL1 CL A V/R REGD 5.52020000                                                                           | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14882701 | NS      | $14729974.33   | 0.05%             | 2038-07-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 B 4% 10/17/27                  | AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL B REGD 144A P/P 4.00000000                                                                  | CUSIP: 66981YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20305000 | NS      | $18171841.98   | 0.07%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 3.2% 11/15/31                | ARES CAPITAL CORP REGD 3.20000000                                                                                                 | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    18865000 | NS      | $13844080.44   | 0.05%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/25/33                | JPMORGAN CHASE & CO REGD V/R 2.96300000                                                                                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19096000 | NS      | $15542276.61   | 0.06%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9538 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9538 2.00000000                                                                                          | CUSIP: 3140XDS49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3024747 | NS      | $2489962.87    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC 7.125% 06/15/24                    | SPRINT LLC REGD SER WI 7.12500000                                                                                                 | CUSIP: 85207UAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12500000 | NS      | $12744250.00   | 0.05%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.2% 11/18/29                     | EQUINIX INC REGD 3.20000000                                                                                                       | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    15054000 | NS      | $13103321.95   | 0.05%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ8592 4% 04/01/48                     | FANNIE MAE POOL UMBS P#BJ8592 4.00000000                                                                                          | CUSIP: 3140HARN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59340 | NS      | $56580.88      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2022-AGSS A V/R 11/15/27                 | GS MORTGAGE SECURITIES CORP TRUST 2022-AGSS SER 2022-AGSS CL A V/R REGD 144A P/P 7.02755000                                       | CUSIP: 36270DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2930000 | NS      | $2936835.98    | 0.01%             | 2027-11-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW I 5% 10/01/29                | MODIVCARE ESCROW ISSUER REGD 144A P/P 5.00000000                                                                                  | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5100000 | NS      | $4300830.00    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3385 4% 06/01/45                     | FANNIE MAE POOL UMBS P#BM3385 4.00000000                                                                                          | CUSIP: 3140J7XP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2234017 | NS      | $2108133.37    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIXST 2020-16A A V/R 10/20/32                 | SIXTH STREET CLO XVI LTD SER 2020-16A CL A1A V/R REGD 144A P/P 5.56257000                                                         | CUSIP: 83012DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6370000 | NS      | $6310650.71    | 0.02%             | 2032-10-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| EATON 2014-1RA A V/R 07/15/30                 | EATON VANCE CLO 2014-1R LTD SER 2014-1RA CL A2 V/R REGD 144A P/P 5.56914000                                                       | CUSIP: 27830TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | NS      | $972966.00     | 0.00%             | 2030-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/08/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796ZP7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   114900000 | PA      | $112654471.38  | 0.41%             | 2023-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 3.875% 06/01/30                 | OWENS CORNING REGD 3.87500000                                                                                                     | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1103000 | NS      | $980058.57     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OZLM 2014-6A A1S V/R 04/17/31                 | OZLM VI LTD SER 2014-6A CL A1S V/R REGD 5.15914000                                                                                | CUSIP: 67108LAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15516944 | NS      | $15163111.60   | 0.06%             | 2031-04-17      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-7A A1 V/R 01/23/35                  | CIFC FUNDING 2021-VII LTD SER 2021-7A CL A1 V/R REGD 144A P/P 5.45457000                                                          | CUSIP: 12567HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11700000 | NS      | $11271721.50   | 0.04%             | 2035-01-23      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ECMC 2017-2A A V/R 05/25/67                   | ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 5.43871000                                                     | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6880276 | NS      | $6621645.63    | 0.02%             | 2067-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4698 3% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4698 3.00000000                                                                                          | CUSIP: 31418EGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16164668 | NS      | $14189216.32   | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCIN 4.375% 09/18/26                | SASOL FINANCING USA LLC REGD 4.37500000                                                                                           | CUSIP: 80386WAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      684000 | NS      | $604701.94     | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDIN 2.85% 04/27/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.85000000                                                                                     | CUSIP: 378272BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10245000 | NS      | $8383740.96    | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN 5.125% 05/07/29                | MONG DUONG FIN HLDGS BV REGD 5.12500000                                                                                           | CUSIP: N6000DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VN        |      300000 | NS      | $249023.45     | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN A V/R 04/15/26                 | ALEN 2021-ACEN MORTGAGE TRUST SER 2021-ACEN CL A V/R REGD 144A P/P 5.46800000                                                     | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11160000 | NS      | $10243137.92   | 0.04%             | 2034-04-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LL 2.902% 07/15/31                | CAMERON LNG LLC REGD 144A P/P 2.90200000                                                                                          | CUSIP: 133434AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1474000 | NS      | $1243390.15    | 0.00%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| T/L INGEN 0% 07/25/2028 /EUR/                 | T/L INGENICO GROUP REGD /EUR/ 0.00000000                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    36800000 | NS      | $37029005.68   | 0.13%             | 2028-07-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| AMERICAN HOMES 2.375% 07/15/31                | AMERICAN HOMES 4 RENT REGD 2.37500000                                                                                             | CUSIP: 02666TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1690000 | NS      | $1303544.76    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC 0% 04/29/27                    | T/L AMSURG LLC /REGD/ 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1269231 | NS      | $1230366.92    | 0.00%             | 2027-04-29      | Variable      | 12.12%                | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS 5.375% 08/15/26                | DIAMOND SPORTS GR/DIAMON REGD 144A P/P 5.37500000                                                                                 | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19000000 | NS      | $2232500.00    | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ES 2% 05/18/32                | ALEXANDRIA REAL ESTATE E REGD 2.00000000                                                                                          | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1058000 | NS      | $810122.74     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 3.65% 04/05/29                 | LOWE'S COS INC REGD SER 10YR 3.65000000                                                                                           | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2157000 | NS      | $1992919.64    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HARVT 21A 1.04% 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A2R REGD 144A P/P /EUR/ 1.04000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     4100000 | NS      | $3934551.19    | 0.01%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JAN 23                     | FNMA 30YR TBA 5.5% JAN 23      TO BE ANNOUNCED 5.50000000                                                                         | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38760000 | NS      | $38855605.42   | 0.14%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47                | GINNIE MAE II POOL P#MA4837 3.50000000                                                                                            | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6222746 | NS      | $5793200.96    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.7% 03/01/30                | UNITED AIR 2018-1 A PTT REGD SER A 3.70000000                                                                                     | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      517833 | NS      | $431434.34     | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RPL1  V/R 04/25/61                 | CSMCM 2022-RPL1 TRUST SER 2022-RPL1 CL CERT V/R REGD 144A P/P 4.23104000                                                          | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1283862 | NS      | $1143133.27    | 0.00%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30                      | BOEING CO REGD 5.15000000                                                                                                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3620000 | NS      | $3531814.16    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.875% 04/01/32                | CONTINENTAL RESOURCES REGD 144A P/P 2.87500000                                                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    15949000 | NS      | $11813236.26   | 0.04%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/11/33                | HSBC HOLDINGS PLC REGD V/R 5.40200000                                                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5980000 | NS      | $5537618.08    | 0.02%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                                                         | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    79924481 | NS      | $67757305.05   | 0.25%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45                | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                                                            | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11317000 | NS      | $8023616.74    | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERT 6.75% 01/15/30                | FERTITTA ENTERTAINMENT REGD 144A P/P 6.75000000                                                                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | NS      | $1008250.00    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31                  | UNITED STATES TREASURY NOTE 1.62500000                                                                                            | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14846000 | NS      | $12485138.01   | 0.05%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 2.1% 07/01/30                   | AEP TEXAS INC REGD SER I 2.10000000                                                                                               | CUSIP: 00108WAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1836000 | NS      | $1488444.69    | 0.01%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.875% 03/30/31                | ENERGEAN ISRAEL FINANCE REGD 5.87500000                                                                                           | CUSIP: M4R2A7AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     6495000 | NS      | $5658768.75    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMCAR 2019-3 D 2.58% 09/18/23                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-3 SER 2019-3 CL D REGD 2.58000000                                                   | CUSIP: 03066NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1330000 | NS      | $1278721.19    | 0.00%             | 2025-09-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8318 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8318 3.00000000                                                                                          | CUSIP: 3138WJG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      764955 | NS      | $683973.86     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QS2  6.25% 01/25/37                 | RALI SERIES 2007-QS2 TRUST SER 2007-QS2 CL A4 REGD 6.25000000                                                                     | CUSIP: 74923CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14463883 | NS      | $11461396.40   | 0.04%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230112 000011553 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21041.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 4.95% 04/15/25                | EDISON INTERNATIONAL REGD 4.95000000                                                                                              | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4433000 | NS      | $4359417.74    | 0.02%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-8 A1 V/R 11/25/66                  | VERUS SECURITIZATION TRUST 2021-8 SER 2021-8 CL A1 V/R REGD 144A P/P 1.82400000                                                   | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13829014 | NS      | $11646718.20   | 0.04%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MA 1.6% 04/06/24                | ELEMENT FLEET MANAGEMENT REGD 144A P/P 1.60000000                                                                                 | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     2195000 | NS      | $2079363.30    | 0.01%             | 2024-04-06      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 5.625% 03/15/23                | ONEMAIN FINANCE CORP REGD 5.62500000                                                                                              | CUSIP: 85172FAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3658000 | NS      | $3644849.49    | 0.01%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4586 3.5% 07/20/47                | GINNIE MAE II POOL P#MA4586 3.50000000                                                                                            | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2014021 | NS      | $1878716.55    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4961 3% 01/20/48                  | GINNIE MAE II POOL P#MA4961 3.00000000                                                                                            | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2247378 | NS      | $2030828.23    | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 C V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL C V/R REGD 144A P/P 6.11800000                                             | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6550000 | NS      | $5729349.85    | 0.02%             | 2038-05-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PSTAT 2020-1A B V/R 02/20/28                  | PALMER SQUARE LOAN FUNDING 2020-1 LTD SER 2020-1A CL B V/R REGD 6.57543000                                                        | CUSIP: 69701EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4589775 | NS      | $4511725.88    | 0.02%             | 2028-02-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 05/15/52                | VICI PROPERTIES LP REGD 5.62500000                                                                                                | CUSIP: 925650AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6534000 | NS      | $5779780.38    | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.6% 06/01/51                | NORTHERN STATES PWR-MINN REGD 2.60000000                                                                                          | CUSIP: 665772CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2262000 | NS      | $1433769.83    | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7.75% 05/15/27                   | DILLARDS INC REGD 7.75000000                                                                                                      | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       85000 | NS      | $88976.88      | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 01/11/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1111 0.00000000                                                                       | CUSIP: J2S39LWV2<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        |  2326000000 | PA      | $17723768.20   | 0.06%             | 2023-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.25% 12/15/27                   | CENTENE CORP REGD SER WI 4.25000000                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    14078000 | NS      | $13203238.27   | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORDO 2020-C A 0.41% 07/15/25                 | FORD CREDIT AUTO OWNER TRUST 2020-C SER 2020-C CL A3 REGD 0.41000000                                                              | CUSIP: 34533YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6710878 | NS      | $6548500.77    | 0.02%             | 2025-07-15      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 5.375% 02/01/28                | CSC HOLDINGS LLC REGD 144A P/P 5.37500000                                                                                         | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | NS      | $427312.50     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 4% 01/15/25                | GENERAL MOTORS FINL CO REGD 4.00000000                                                                                            | CUSIP: 37045XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      963000 | NS      | $934392.04     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.375% 03/15/29                       | HCA INC REGD 144A P/P 3.37500000                                                                                                  | CUSIP: 404119CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8475000 | NS      | $7445530.39    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FI 5.75% 04/01/33                | JBS USA/FOOD/FINANCE REGD 144A P/P 5.75000000                                                                                     | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | NS      | $9537800.00    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIA 2016-1A AR V/R 07/20/31                   | TIAA CLO I LTD SER 2016-1A CL AR V/R REGD 144A P/P 5.44257000                                                                     | CUSIP: 87271LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18750000 | NS      | $18400331.25   | 0.07%             | 2031-07-20      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20230119 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1498110.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G08726 3% 10/01/46                    | FREDDIE MAC GOLD POOL P#G08726 3.00000000                                                                                         | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2667851 | NS      | $2396256.70    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELE 6.05% 07/01/32                | PUERTO RICO ELEC PWR AUTH PWR REGD B/E 0.00000000                                                                                 | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      100000 | NS      | $72750.00      | 0.00%             | 2032-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L UBER TECH 0% 02/25/2027                   | T/L UBER TECHNOLOGIES INC.     REGD 0.00000000                                                                                    | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10307592 | NS      | $10279967.27   | 0.04%             | 2027-02-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| BARGE 2018-1A A S/UP 05/15/23                 | HARLEY MARINE FINANCING LLC SER 2018-1A CL A2 S/UP REGD 144A P/P 6.68200000                                                       | CUSIP: 41284LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      685578 | NS      | $676809.27     | 0.00%             | 2043-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO 4.875% 05/01/25                     | BOEING CO REGD 4.87500000                                                                                                         | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3005000 | NS      | $2981990.81    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5771 4% 04/01/50                     | FANNIE MAE POOL UMBS P#FM5771 4.00000000                                                                                          | CUSIP: 3140X9MV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119592 | NS      | $113417.72     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7554 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#SD7554 2.50000000                                                                                         | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21738790 | NS      | $18592444.19   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4383 4% 04/20/47                  | GINNIE MAE II POOL P#MA4383 4.00000000                                                                                            | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1075457 | NS      | $1031928.37    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2863 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2863 2.50000000                                                                                          | CUSIP: 3140QNFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      987925 | NS      | $847614.69     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07957 4% 01/01/45                    | FREDDIE MAC GOLD POOL P#G07957 4.00000000                                                                                         | CUSIP: 3128MAE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      852938 | NS      | $822783.13     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.5% 09/01/44                | MOTOROLA SOLUTIONS INC REGD 5.50000000                                                                                            | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1063000 | NS      | $957106.55     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 4.5% 08/15/28                | FIDELITY NATL FINANCIAL REGD SER WI 4.50000000                                                                                    | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    15455000 | NS      | $14657754.60   | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.05% 05/15/41                | UNITEDHEALTH GROUP INC REGD 3.05000000                                                                                            | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      699000 | NS      | $525247.93     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                                                            | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    36285000 | NS      | $28303717.30   | 0.10%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/15/47                | ENERGY TRANSFER LP REGD 5.30000000                                                                                                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1124000 | NS      | $935155.25     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL12 A V/R 08/19/38                  | BDS 2022-FL12 LLC SER 2022-FL12 CL A V/R REGD 144A P/P 6.46106000                                                                 | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030000 | NS      | $1016264.95    | 0.00%             | 2038-08-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.55% 02/20/48                | BRISTOL-MYERS SQUIBB CO REGD 4.55000000                                                                                           | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      817000 | NS      | $734606.24     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.95% 08/08/56                 | MICROSOFT CORP REGD 3.95000000                                                                                                    | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      933000 | NS      | $791127.23     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL L 3.882% 04/19/31                | GENM CAPITAL LABUAN REGD 144A P/P 3.88200000                                                                                      | CUSIP: 37231BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MY        |    10990000 | NS      | $8182572.41    | 0.03%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2554 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2554 2.50000000                                                                                          | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4467095 | NS      | $3808037.70    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5066 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#QE5066 3.50000000                                                                                         | CUSIP: 3133BETX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2971595 | NS      | $2701777.90    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.894% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.89400000                                                   | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4695000 | NS      | $3914488.18    | 0.01%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANC 4.25% 12/15/25                | BAYER US FINANCE II LLC REGD 144A P/P 4.25000000                                                                                  | CUSIP: 07274NAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5060000 | NS      | $4902763.79    | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.15% 08/12/32/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 6.15000000                                                                                   | CUSIP: 715638BY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     1752000 | NS      | $406047.31     | 0.00%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CWL 2007-12 1A1 V/R 06/25/37                  | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 5.12871000                                         | CUSIP: 126697AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3238417 | NS      | $3109742.43    | 0.01%             | 2047-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| GT 1996-3 M1 V/R 05/15/27                     | CONSECO FINANCE CORP SER 1996-3 CL M1 V/R REGD 393505MG4 7.70000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |     2898718 | NS      | $2696701.73    | 0.01%             | 2027-05-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| OCT43 2019-1A A2 V/R 10/25/32                 | OCTAGON INVESTMENT PARTNERS 43 LTD SER 2019-1A CL A2 V/R REGD 144A P/P 6.00843000                                                 | CUSIP: 67573LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | NS      | $1214197.50    | 0.00%             | 2032-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRES 6.875% 04/15/40                | ROCKIES EXPRESS PIPELINE REGD P/P 6.87500000                                                                                      | CUSIP: 77340RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3535000 | NS      | $2967936.40    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20230216 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $112388.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FKH 2020-SFR1 2.791% 09/17/25                 | FIRSTKEY HOMES 2020-SFR1 TRUST SER 2020-SFR1 CL E REGD 144A P/P 2.79100000                                                        | CUSIP: 33767MAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | NS      | $718670.27     | 0.00%             | 2037-08-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A C 1.79% 11/20/37                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL C REGD 144A P/P 1.79000000                                         | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564674 | NS      | $516197.15     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.5% 08/15/29                | UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000                                                                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     6200000 | NS      | $5401781.00    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0080 3% 09/01/49                     | FREDDIE MAC POOL UMBS P#SD0080 3.00000000                                                                                         | CUSIP: 3132DMCR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1296348 | NS      | $1163477.17    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OOMLT 2005-2 M1 V/R 05/25/35                  | OPTION ONE MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL M1 V/R REGD 5.04871000                                                        | CUSIP: 68389FHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81021 | NS      | $80174.71      | 0.00%             | 2035-05-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7531 3% 12/01/50                     | FREDDIE MAC POOL UMBS P#SD7531 3.00000000                                                                                         | CUSIP: 3132DVLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8022568 | NS      | $7144352.02    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3238 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#MA3238 3.50000000                                                                                          | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4715125 | NS      | $4372302.76    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LL 3.402% 01/15/38                | CAMERON LNG LLC REGD 144A P/P 3.40200000                                                                                          | CUSIP: 133434AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3468000 | NS      | $2815587.60    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T/L TRANS UNION 0% 11/16/26                   | T/L TRANS UNION LLC REGD 0.00000000                                                                                               | CUSIP: 89334GAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2005411 | NS      | $1974968.90    | 0.01%             | 2026-11-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3384 4% 06/01/48                     | FANNIE MAE POOL UMBS P#MA3384 4.00000000                                                                                          | CUSIP: 31418CXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3591416 | NS      | $3431625.23    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 2.55% 03/23/31                   | ILLUMINA INC REGD 2.55000000                                                                                                      | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    11640000 | NS      | $9318608.96    | 0.03%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 7.65% 04/21/25/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 7.65000000                                                                                  | CUSIP: P97497TZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      534000 | NS      | $42720.00      | 0.00%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT I 2.5% 09/30/29                | ABU DHABI GOVT INT'L REGD REG S 2.50000000                                                                                        | CUSIP: M0152WAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | AE        |     2541000 | NS      | $2277213.71    | 0.01%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4176 2% 11/01/40                     | FANNIE MAE POOL UMBS P#MA4176 2.00000000                                                                                          | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18792269 | NS      | $16004400.10   | 0.06%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.3% 02/01/32                | CHARTER COMM OPT LLC/CAP REGD 2.30000000                                                                                          | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20750000 | NS      | $15283380.54   | 0.06%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SDART 2020-1 C 4.11% 01/15/24                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-1 SER 2020-1 CL C REGD 4.11000000                                                     | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      542714 | NS      | $540111.98     | 0.00%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CWL 2005-7 MV4 V/R 09/25/35                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-7 SER 2005-7 CL MV4 V/R REGD 5.43871000                                                | CUSIP: 1266732K7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       49616 | NS      | $49440.70      | 0.00%             | 2035-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K98 B V/R 08/25/29                 | FREMF 2019-K98 MORTGAGE TRUST SER 2019-K98 CL B V/R REGD 144A P/P 3.73812200                                                      | CUSIP: 30312DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2895000 | NS      | $2545835.79    | 0.01%             | 2052-10-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 2 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 2A1 V/R REGD 4.64871000                                                           | CUSIP: 02149LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9613977 | NS      | $7090921.50    | 0.03%             | 2047-03-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3384 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW3384 3.00000000                                                                                          | CUSIP: 3140MUXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1096541 | NS      | $962761.22     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8182 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD8182 2.00000000                                                                                         | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4899642 | NS      | $3993125.49    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH  1.25% 06/01/27                | TELADOC HEALTH INC REGD CONVERTIBLE 1.25000000                                                                                    | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    16800000 | NS      | $12905672.64   | 0.05%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27                        | EQT CORP REGD 3.90000000                                                                                                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    18555000 | NS      | $17129331.03   | 0.06%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNR 2019-90 HE 3% 07/20/49                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-90 CL HE 3.00000000                                                             | CUSIP: 38381XHZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194972 | NS      | $179253.72     | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/09/33                     | BARCLAYS PLC REGD V/R 5.74600000                                                                                                  | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3930000 | NS      | $3712520.32    | 0.01%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CANBY 1 A2 V/R 05/16/56 /GBP/                 | CANTERBURY FINANCE NO 1 PLC SER 1 CL A2 V/R REGD REG S /GBP/ 4.36400000                                                           | CUSIP: G1825MAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     3919019 | NS      | $4727886.49    | 0.02%             | 2056-05-16      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC C 3.85% 02/14/72                | UNION PACIFIC CORP REGD 3.85000000                                                                                                | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      864000 | NS      | $635250.94     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4.3% 02/15/29                | CROWN CASTLE INC REGD 4.30000000                                                                                                  | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    13213000 | NS      | $12477556.89   | 0.05%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0476 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS0476 2.00000000                                                                                          | CUSIP: 3140XFQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17704654 | NS      | $14529325.88   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WPT 2017-WWP  3.526% 11/10/27                 | WORLDWIDE PLAZA TRUST 2017-WWP SER 2017-WWP CL A REGD 144A P/P 3.52630000                                                         | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740000 | NS      | $1492141.87    | 0.01%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.9% 09/17/29                     | TEXTRON INC REGD 3.90000000                                                                                                       | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      869000 | NS      | $787095.44     | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD 5.125% 12/15/29                | WYNN MACAU LTD REGD 144A P/P 5.12500000                                                                                           | CUSIP: 98313RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |      600000 | NS      | $485454.00     | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATENTO LUXCO 1 SA 8% 02/10/26                 | ATENTO LUXCO 1 SA REGD 144A P/P 8.00000000                                                                                        | CUSIP: 04684LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      444000 | NS      | $235320.00     | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC I 3.875% 08/26/26                | OLD REPUBLIC INTL CORP REGD 3.87500000                                                                                            | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     5155000 | NS      | $4880205.30    | 0.02%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CA 4.125% 01/15/31                | SEAGATE HDD CAYMAN REGD 4.12500000                                                                                                | CUSIP: 81180WBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3970000 | NS      | $3098845.95    | 0.01%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MDPK 2015-18A AR V/R 10/21/30                 | MADISON PARK FUNDING XVIII LTD SER 2015-18A CL ARR V/R REGD 144A P/P 5.21757000                                                   | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5185000 | NS      | $5098348.28    | 0.02%             | 2030-10-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 8.2% 08/12/26/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 8.20000000                                                                                   | CUSIP: 715638AX0<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    15908000 | NS      | $4381136.06    | 0.02%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA 7% 01/31/25                    | GOL FINANCE SA REGD 144A P/P 7.00000000                                                                                           | CUSIP: 36254VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      358000 | NS      | $157670.44     | 0.00%             | 2025-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVE 6.875% 11/26/24                | KENBOURNE INVEST SA REGD 144A P/P 6.87500000                                                                                      | CUSIP: 48855KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      300000 | NS      | $285600.00     | 0.00%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.875% 02/15/26                       | HCA INC REGD 5.87500000                                                                                                           | CUSIP: 404119BS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2132000 | NS      | $2145453.41    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 05/07/28/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD REG S/OFAC FAIL/ 9.25000000                                                                            | CUSIP: P17625AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      420000 | NS      | $34650.00      | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP V/R /PERP/                | CHARLES SCHWAB CORP REGD V/R /PERP/ SER I 4.00000000                                                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    12000000 | NS      | $10410000.00   | 0.04%             | 2171-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  1.863% 01/01/31                | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 1.86300000                                                                            | CUSIP: 646140DU4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     2370000 | NS      | $1867004.95    | 0.01%             | 2031-01-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  1.716% 01/07/25                | ATHENE GLOBAL FUNDING REGD 144A P/P 1.71600000                                                                                    | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    27575000 | NS      | $25441005.77   | 0.09%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| RAD 2021-15A A V/R 01/20/34                   | RAD CLO 15 LTD SER 2021-15A CL A V/R REGD 144A P/P 5.33257000                                                                     | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5310000 | NS      | $5186478.78    | 0.02%             | 2034-01-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-EC1 M V/R 11/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-EC1 SER 2005-EC1 CL M3 V/R REGD 5.16871000                                      | CUSIP: 0738795E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8442077 | NS      | $8376875.88    | 0.03%             | 2035-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SCFET 2021-1A  1.93% 09/20/30                 | SCF EQUIPMENT LEASING 2021-1 LLC SER 2021-1A CL D REGD 144A P/P 1.93000000                                                        | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | NS      | $298742.80     | 0.00%             | 2030-09-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1626 4% 11/01/48                     | FANNIE MAE POOL UMBS P#FM1626 4.00000000                                                                                          | CUSIP: 3140X4YY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24776 | NS      | $23609.35      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE CO 11% 02/15/28                 | NOBLE FINANCE CO REGD 11.00000000                                                                                                 | CUSIP: 65505JAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34836 | NS      | $38406.69      | 0.00%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29                | T-MOBILE USA INC REGD 3.37500000                                                                                                  | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15220000 | NS      | $13405311.79   | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HPA 2019-2 D 3.121% 10/19/27                  | HOME PARTNERS OF AMERICA 2019-2 TRUST SER 2019-2 CL D REGD 144A P/P 3.12100000                                                    | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1191722 | NS      | $990487.62     | 0.00%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1066 4% 02/01/47                     | FANNIE MAE POOL UMBS P#BM1066 4.00000000                                                                                          | CUSIP: 3140J5FG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1505278 | NS      | $1441817.19    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JMP 2017-1A AR V/R 07/17/29                   | JMP CREDIT ADVISORS CLO IV LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.35914000                                                     | CUSIP: 46647YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4515601 | NS      | $4482943.96    | 0.02%             | 2029-07-17      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9107 4.5% 03/01/46                   | FANNIE MAE POOL UMBS P#AL9107 4.50000000                                                                                          | CUSIP: 3138ERDM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      716572 | NS      | $704109.24     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCI 3.75% 07/15/29                | LEVEL 3 FINANCING INC REGD 144A P/P 3.75000000                                                                                    | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7200000 | NS      | $5179465.15    | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 5.875% 11/15/40                | TIME WARNER CABLE LLC REGD 5.87500000                                                                                             | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6520000 | NS      | $5680398.93    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-CW1 M V/R 05/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-CW1 SER 2006-CW1 CL M2 V/R REGD 4.82371000                                              | CUSIP: 46628MAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11322000 | NS      | $9684091.55    | 0.04%             | 2036-05-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                                                        | CUSIP: N7163RAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4100000 | NS      | $2955009.28    | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 B V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL B V/R REGD 144A P/P 4.09150000                                       | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4700000 | NS      | $4232390.89    | 0.02%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC  0% 04/29/27                   | T/L AMSURG LLC /REGD/ 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      230769 | NS      | $223703.08     | 0.00%             | 2027-04-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2021-DM A V/R 11/15/23                   | GS MORTGAGE SECURITIES CORP TRUST 2021-DM SER 2021-DM CL A V/R REGD 144A P/P 5.20300000                                           | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11038000 | NS      | $10663404.50   | 0.04%             | 2036-11-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF2 A5 V/R 02/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF2 SER 2006-FF2 CL A5 V/R REGD 4.98871000                                                | CUSIP: 32027NA35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9665009 | NS      | $8763194.70    | 0.03%             | 2036-02-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FHR 4879 BC 3% 04/15/49                       | FREDDIE MAC REMICS SER 4879 CL BC 3.00000000                                                                                      | CUSIP: 3137FLUD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2253412 | NS      | $1980107.45    | 0.01%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS C 3.625% 02/01/25                | SITE CENTERS CORP REGD 3.62500000                                                                                                 | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     1914000 | NS      | $1806418.39    | 0.01%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US836205AN45 01.000 SP 06/20/2024 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $164689.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA6359 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6359 2.50000000                                                                                          | CUSIP: 3140QEB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3289359 | NS      | $2838659.37    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN F 2.4% 08/15/31                | FIRST AMERICAN FINANCIAL REGD 2.40000000                                                                                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     6800000 | NS      | $4968989.91    | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAG 5% 09/26/48                | INTL FLAVOR & FRAGRANCES REGD 5.00000000                                                                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     9965000 | NS      | $8461326.34    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-C M1 V/R 08/25/34                   | FREMONT HOME LOAN TRUST 2004-C SER 2004-C CL M1 V/R REGD 5.36371000                                                               | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7136823 | NS      | $6559399.05    | 0.02%             | 2034-08-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER07.61 01/23/23 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-431475.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TRANSM 2.65% 01/15/32                | AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000                                                                                 | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10211000 | NS      | $8379776.11    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C35 3.184% 07/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 SER 2016-C35 CL AS REGD 3.18400000                                                 | CUSIP: 95000FAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3155000 | NS      | $2830382.05    | 0.01%             | 2048-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/33                | BANK OF NY MELLON CORP REGD V/R 5.83400000                                                                                        | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3200000 | NS      | $3317099.78    | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PO 4% 01/15/43                | VIRGINIA ELEC & POWER CO REGD 4.00000000                                                                                          | CUSIP: 927804FL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1847000 | NS      | $1493487.28    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUT 4.3% 10/12/28                | REPUBLIC OF SOUTH AFRICA REGD 4.30000000                                                                                          | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |     1534000 | NS      | $1365260.00    | 0.00%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATIO 5.875% 02/15/27                | NCL CORPORATION LTD REGD 144A P/P 5.87500000                                                                                      | CUSIP: 62886HBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7150000 | NS      | $6194045.00    | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WFCM 2014-LC16 4.02% 05/15/24                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 SER 2014-LC16 CL AS REGD 4.02000000                                               | CUSIP: 94988XAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3015000 | NS      | $2882807.63    | 0.01%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.758% 07/01/34                | LOS ANGELES CA UNIF SCH DIST REGD N/C B/E 6.75800000                                                                              | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2990000 | NS      | $3344938.42    | 0.01%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.9% 08/15/37                        | AT&T INC REGD SER WI 4.90000000                                                                                                   | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2132000 | NS      | $1959518.85    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R11.65PCETIP 01/02/25 JPMSW LONG                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $-18811.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA1607 3% 10/01/33                     | FANNIE MAE POOL UMBS P#MA1607 3.00000000                                                                                          | CUSIP: 31418AYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1023132 | NS      | $959371.14     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPS 2022-C A 4.18% 02/15/24                   | CPS AUTO RECEIVABLES TRUST 2022-C SER 2022-C CL A REGD 144A P/P 4.18000000                                                        | CUSIP: 12664DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13990713 | NS      | $13867142.73   | 0.05%             | 2030-04-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T/L CONNECTW 0% 09/29/2028                    | T/L CONNECTWISE LLC REGD 0.00000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1404810 | NS      | $1331492.97    | 0.00%             | 2028-09-29      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 09/15/27/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 0.00000000                                                                                  | CUSIP: 922646AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |     1049000 | NS      | $91787.50      | 0.00%             | 2027-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LNCR 2022-CRE7 A V/R 01/17/37                 | LOANCORE 2022-CRE7 ISSUER LTD SER 2022-CRE7 CL A V/R REGD 144A P/P 5.35832000                                                     | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10854000 | NS      | $10498694.31   | 0.04%             | 2037-01-17      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2026 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $5887.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2023 BNPAFRPPXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-3344.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 05/14/32                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 3.09100000                                                                               | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    33455000 | NS      | $23115613.15   | 0.08%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| TITULOS DE 7.25% 10/18/34/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 7.25000000                                                                                  | CUSIP: P6S32JS68<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |  2725000000 | NS      | $369699.34     | 0.00%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18713 3.5% 11/01/33                  | FREDDIE MAC GOLD POOL P#G18713 3.50000000                                                                                         | CUSIP: 3128MMYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2849816 | NS      | $2743564.13    | 0.01%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9924 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#BV9924 3.50000000                                                                                          | CUSIP: 3140MQA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3966050 | NS      | $3606752.13    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCLP 2021-1 D 2.04% 09/25/30                  | SOFI CONSUMER LOAN PROGRAM 2021-1 TRUST SER 2021-1 CL D REGD 144A P/P 2.04000000                                                  | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      925000 | NS      | $838205.68     | 0.00%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GH 7.625% 05/16/29                | REPUBLIC OF GHANA REGD REG S 7.62500000                                                                                           | CUSIP: V71795AM6<br>LEI: N/A                  | Long             | DBT              | USGA              | GH        |      232000 | NS      | $85376.00      | 0.00%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDE 2.749% 12/03/30                | BANCO SANTANDER SA REGD 2.74900000                                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3200000 | NS      | $2450883.42    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T/L ELANCO ANIMAL 0% 8/1/27                   | T/L ELANCO ANIMAL HEALTH       INCORPORATED REGD 0.00000000                                                                       | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7938647 | NS      | $7609907.92    | 0.03%             | 2027-08-01      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/08/32                | JPMORGAN CHASE & CO REGD V/R 2.54500000                                                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    18044000 | NS      | $14262536.78   | 0.05%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 2.25% 05/01/30                     | BIOGEN INC REGD 2.25000000                                                                                                        | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     1990000 | NS      | $1621235.41    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/18/24                 | DEUTSCHE BANK NY REGD V/R 2.22200000                                                                                              | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4895000 | NS      | $4727707.84    | 0.02%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SA 3.875% 06/27/24                | GRUPO BIMBO SAB DE CV REGD 3.87500000                                                                                             | CUSIP: P4949BAJ3<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      219000 | NS      | $214466.15     | 0.00%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AI1888 4.5% 05/01/41                   | FANNIE MAE POOL UMBS P#AI1888 4.50000000                                                                                          | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1477223 | NS      | $1460171.49    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXP 2017-GM A 3.379% 06/13/27                 | BXP TRUST 2017-GM SER 2017-GM CL A REGD 144A P/P 3.37900000                                                                       | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3800000 | NS      | $3381130.18    | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                     | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                                                          | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      663539 | NS      | $627295.04     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.85% 03/15/52                | COMMONWEALTH EDISON CO REGD SER 133 3.85000000                                                                                    | CUSIP: 202795JV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1535000 | NS      | $1221725.17    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08710 3% 06/01/46                    | FREDDIE MAC GOLD POOL P#G08710 3.00000000                                                                                         | CUSIP: 3128MJYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2219386 | NS      | $1992435.90    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOL 4.375% 03/17/25                | CREDIT AGRICOLE SA REGD P/P 4.37500000                                                                                            | CUSIP: 225313AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1717000 | NS      | $1656295.21    | 0.01%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08750 3% 03/01/47                    | FREDDIE MAC GOLD POOL P#G08750 3.00000000                                                                                         | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2189809 | NS      | $1958674.51    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOHT 2019-HNLA A V/R 04/15/21                 | NEW ORLEANS HOTEL TRUST 2019-HNLA SER 2019-HNLA CL A V/R REGD 144A P/P 5.30671000                                                 | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | NS      | $4749906.50    | 0.02%             | 2032-04-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| SDART 2021-3 D 1.33% 06/15/25                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SER 2021-3 CL D REGD 1.33000000                                                     | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9445000 | NS      | $8750829.34    | 0.03%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| DNKN 2017-1A A 4.03% 11/20/27                 | DB MASTER FINANCE LLC SER 2017-1A CL A2II REGD 144A P/P 4.03000000                                                                | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2091690 | NS      | $1901319.02    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COLT 2022-4 A1 V/R 03/25/67                   | COLT 2022-4 MORTGAGE LOAN TRUST SER 2022-4 CL A1 V/R REGD 144A P/P 4.30100000                                                     | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26118837 | NS      | $24953829.90   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 10.25% 05/01/30                    | CARVANA CO REGD 144A P/P 10.25000000                                                                                              | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    23700000 | NS      | $11136238.00   | 0.04%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GNMA P#783411 5% 09/15/41                     | GINNIE MAE I POOL P#783411 5.00000000                                                                                             | CUSIP: 36241LYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105768 | NS      | $108259.38     | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67708 3.5% 03/01/48                  | FREDDIE MAC GOLD POOL P#G67708 3.50000000                                                                                         | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14317840 | NS      | $13289699.49   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IVORY COA 6.625% 03/22/48/EUR/                | IVORY COAST /EUR/ REGD REG S 6.62500000                                                                                           | CUSIP: V73789BD6<br>LEI: N/A                  | Long             | DBT              | USGA              | CI        |      322000 | NS      | $242003.26     | 0.00%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.45% 04/15/51                | DUKE ENERGY CAROLINAS REGD 3.45000000                                                                                             | CUSIP: 26442CBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3353000 | NS      | $2447383.13    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  4.27% 05/15/47                | TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000                                                                                 | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | NS      | $421097.45     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOL 2.5% 01/15/27                | OWL ROCK TECHNOLOGY FINA REGD 2.50000000                                                                                          | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    10635000 | NS      | $8669537.78    | 0.03%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 4.45% 05/15/25                    | BACARDI LTD REGD 144A P/P 4.45000000                                                                                              | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    13995000 | NS      | $13579398.60   | 0.05%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMMT 2015-1 B4 V/R 08/25/19                  | JP MORGAN TRUST 2015-1 SER 2015-1 CL B4 V/R REGD 144A P/P 4.69360000                                                              | CUSIP: 46643UDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1059560 | NS      | $1003702.95    | 0.00%             | 2044-12-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  4.190% 01/03/23                | RC R/P BOFA S  4.190% 01/03/23 4.19000000                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    69100000 | PA      | $69100000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOROX COMPANY 1.8% 05/15/30                  | CLOROX COMPANY REGD 1.80000000                                                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     1924000 | NS      | $1531828.69    | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                                                         | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69514 | NS      | $66131.25      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7755 3% 10/01/50                     | FANNIE MAE POOL UMBS P#CA7755 3.00000000                                                                                          | CUSIP: 3140QFTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3641810 | NS      | $3212127.63    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF17 A V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF17 SER 2006-FF17 CL A5 V/R REGD 4.53871000                                              | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3002653 | NS      | $2717401.89    | 0.01%             | 2036-12-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISS 2.85% 06/01/28                | ENTERGY MISSISSIPPI LLC REGD 2.85000000                                                                                           | CUSIP: 29364NAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | NS      | $834458.91     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2B 5% 12/15/23                | AIR CANADA 2015-2B PTT REGD 144A P/P 5.00000000                                                                                   | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      965635 | NS      | $945245.72     | 0.00%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE  2% 09/15/23                | GRAY OAK PIPELINE LLC REGD 144A P/P 2.00000000                                                                                    | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      504000 | NS      | $490275.76     | 0.00%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVEL 4.7% 03/12/24/MXN/                | ASIAN DEVELOPMENT BANK /MXN/ REGD MTN SER GMTN 4.70000000                                                                         | CUSIP: Y000A9R87<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    12200000 | NS      | $575217.32     | 0.00%             | 2024-03-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.172% 07/14/28                | NOMURA HOLDINGS INC REGD 2.17200000                                                                                               | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    19200000 | NS      | $15853056.19   | 0.06%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN C 3% 03/15/32                | NORFOLK SOUTHERN CORP REGD 3.00000000                                                                                             | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1159000 | NS      | $989517.20     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5598 5.5% 11/20/48                | GINNIE MAE II POOL P#MA5598 5.50000000                                                                                            | CUSIP: 36179UGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      626606 | NS      | $640163.36     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAD 2015-11MD A V/R 09/10/25                  | ELEVEN MADISON TRUST 2015-11MD MORT SER 2015-11MD CL A V/R REGD 144A P/P 3.55480000                                               | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | NS      | $803508.60     | 0.00%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD C V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL C V/R REGD 144A P/P 6.75000000                                                                 | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2880000 | NS      | $2632372.70    | 0.01%             | 2038-12-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A5 V/R 12/25/49                 | OBX 2020-INV1 TRUST SER 2020-INV1 CL A5 V/R REGD 144A P/P 3.50000000                                                              | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1245370 | NS      | $1105820.17    | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0858 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#CA0858 3.50000000                                                                                          | CUSIP: 3140Q75U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1234881 | NS      | $1140123.71    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1A V/R 06/25/57                  | CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000                                                                 | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29050645 | NS      | $25499075.55   | 0.09%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 1.85% 09/16/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000                                                                              | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45200000 | NS      | $37734688.45   | 0.14%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 4.65% 11/15/28                | CONSTELLATION BRANDS INC REGD 4.65000000                                                                                          | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4330000 | NS      | $4187462.98    | 0.02%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORDO 2020-B A 0.56% 06/15/23                 | FORD CREDIT AUTO OWNER TRUST 2020-B SER 2020-B CL A3 REGD 0.56000000                                                              | CUSIP: 34533GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2963092 | NS      | $2930817.48    | 0.01%             | 2024-10-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 06/20/2024 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-14492.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING  4.45% 05/08/25                | LLOYDS BANKING GROUP PLC REGD 4.45000000                                                                                          | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3665000 | NS      | $3594842.33    | 0.01%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.7% 11/12/26                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.70000000                                                                                 | CUSIP: 29449WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | NS      | $923200.85     | 0.00%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQ 5.75% 05/15/24                | SABINE PASS LIQUEFACTION REGD SER WI 5.75000000                                                                                   | CUSIP: 785592AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | NS      | $705170.28     | 0.00%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/30                | BANK OF AMERICA CORP REGD V/R MTN 3.19400000                                                                                      | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       54000 | NS      | $46444.50      | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 3.25% 01/31/32                | CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000                                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2950000 | NS      | $2344384.88    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.2% 03/15/28                | CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000                                                                                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3376000 | NS      | $3102927.48    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                  | UNITED STATES TREASURY BOND 2.37500000                                                                                            | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    36035000 | NS      | $25852297.45   | 0.09%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7719 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA7719 4.00000000                                                                                         | CUSIP: 3133A2SG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      168510 | NS      | $160674.83     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/05/24                   | MORGAN STANLEY REGD V/R 0.73100000                                                                                                | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15461000 | NS      | $15239249.53   | 0.06%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| T/L DTI HOLDCO 0% 04/21/2029                  | T/L DTI HOLDCO  INC.           REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      287730 | NS      | $263586.38     | 0.00%             | 2029-04-21      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-1 A1 V/R 02/25/23                   | ANGEL OAK MORTGAGE TRUST I LLC 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.92000000                                               | CUSIP: 03464MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75687 | NS      | $75264.45      | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5145 2% 02/01/42                     | FREDDIE MAC POOL UMBS P#RB5145 2.00000000                                                                                         | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      890137 | NS      | $750322.74     | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 2.95% 03/15/31                | EXPEDIA GROUP INC REGD 2.95000000                                                                                                 | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30140000 | NS      | $24236518.29   | 0.09%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.05% 08/22/47                 | AMAZON.COM INC REGD 4.05000000                                                                                                    | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      746000 | NS      | $639653.65     | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67711 4% 03/01/48                    | FREDDIE MAC GOLD POOL P#G67711 4.00000000                                                                                         | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4032553 | NS      | $3868443.59    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2019-44 CA 3.5% 12/20/48                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-44 CL CA 3.50000000                                                             | CUSIP: 38381TVA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       39088 | NS      | $37924.45      | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2019-FBLU 3.75% 12/10/24                 | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU SER 2019-FBLU CL C REGD 144A P/P 3.75000000                                             | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7500000 | NS      | $6981447.75    | 0.03%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 04/01/44                | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                                                          | CUSIP: 958254AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1256000 | NS      | $1043384.32    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL  8.75% 03/15/32                | SPRINT CAPITAL CORP REGD 8.75000000                                                                                               | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | NS      | $1428120.00    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 CHASUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-20868.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM 2021-R1 A2 V/R 08/25/56                   | CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000                                                                  | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19334502 | NS      | $16551086.18   | 0.06%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4451 3.5% 05/20/47                | GINNIE MAE II POOL P#MA4451 3.50000000                                                                                            | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116239 | NS      | $108722.61     | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 2.85% 05/14/23                     | ABBVIE INC REGD 2.85000000                                                                                                        | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $992761.12     | 0.00%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230306 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5748336.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMS 2013-GC16 B V/R 11/10/46                 | GS MORTGAGE SECURITIES TRUST 2013-GC16 SER 2013-GC16 CL B V/R REGD 5.16100000                                                     | CUSIP: 36248GAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7561000 | NS      | $7363215.58    | 0.03%             | 2046-11-10      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| HERTZ 2022-1A  4.85% 06/25/25                 | HERTZ VEHICLE FINANCING III LLC SER 2022-1A CL D REGD 144A P/P 4.85000000                                                         | CUSIP: 42806MAM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11604000 | NS      | $10247126.87   | 0.04%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.25% 11/09/32                    | ORACLE CORP REGD 6.25000000                                                                                                       | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2616552.15    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAAV 2017-1A  3.844% 11/15/24                 | WAVE 2017-1 TRUST SER 2017-1A CL A REGD 144A P/P 3.84400000                                                                       | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4174788 | NS      | $3152006.55    | 0.01%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5305 2% 12/01/50                     | FANNIE MAE POOL UMBS P#FM5305 2.00000000                                                                                          | CUSIP: 3140X83P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1074710 | NS      | $885052.34     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK0920 4% 07/01/48                     | FANNIE MAE POOL UMBS P#BK0920 4.00000000                                                                                          | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157433 | NS      | $150016.71     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2285000 | NS      | $1686432.83    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T/L 1011778 B C 0% 11/19/26                   | T/L 1011778 B.C UNLIMITED      LIABILITY COMPANY NEW RED      INC AKA BURGER KING TIM        HORTONS TERM LOAN B4 REGD 0.00000000 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     1543576 | NS      | $1514634.01    | 0.01%             | 2026-11-19      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.7% 12/01/47                | DUKE ENERGY CAROLINAS REGD 3.70000000                                                                                             | CUSIP: 26442CAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | NS      | $1901849.43    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230314 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $185803.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA4778 3.5% 10/20/47                | GINNIE MAE II POOL P#MA4778 3.50000000                                                                                            | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      359801 | NS      | $335312.78     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALL 2017-1A A1R V/R 07/15/31                 | GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.16914000                                                      | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    34600000 | NS      | $34023079.60   | 0.12%             | 2031-07-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| VERUS 2019-INV3  V/R 11/25/59                 | VERUS SECURITIZATION TRUST 2019-INV3 SER 2019-INV3 CL A1 V/R REGD 144A P/P 2.69200000                                             | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850006 | NS      | $1736634.53    | 0.01%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  6.814% 11/15/40                | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 6.81400000                                                                             | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      310000 | NS      | $323917.61     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 06/15/47                         | HCA INC REGD 5.50000000                                                                                                           | CUSIP: 404119BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14217000 | NS      | $12626417.11   | 0.05%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.75% 01/15/26                | ENERGY TRANSFER LP REGD 4.75000000                                                                                                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4720000 | NS      | $4597366.14    | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 3.28% 09/26/33                 | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC SER 2019-A CL A REGD 144A P/P 3.28000000                                           | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1291262 | NS      | $1212728.54    | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.525% 07/17/26                 | PROGRESS RESIDENTIAL TRUST SER 2021-SFR6 CL E2 REGD 144A P/P 2.52500000                                                           | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1375000 | NS      | $1125602.23    | 0.00%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ATHORA NE 2.375% 05/17/24/EUR/                | ATHORA NETHERLANDS /EUR/ REGD REG S 2.37500000                                                                                    | CUSIP: N9353HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | NS      | $516467.60     | 0.00%             | 2024-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 08/15/42                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                                                            | CUSIP: 694308HA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1883000 | NS      | $1262364.57    | 0.00%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT 3.125% 04/16/30                | ABU DHABI GOVT INT'L REGD REG S EMTN 3.12500000                                                                                   | CUSIP: M0152WAK7<br>LEI: N/A                  | Long             | DBT              | USGA              | AE        |      900000 | NS      | $834526.80     | 0.00%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5578 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV5578 3.00000000                                                                                          | CUSIP: 3140MKFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      974242 | NS      | $855005.11     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 4.875% 03/12/29                | GLENCORE FUNDING LLC REGD 144A P/P 4.87500000                                                                                     | CUSIP: 378272AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8160000 | NS      | $7820685.74    | 0.03%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 3.25% 03/15/50                | AMEREN ILLINOIS CO REGD 3.25000000                                                                                                | CUSIP: 02361DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      720000 | NS      | $515314.42     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 2.5% 06/01/31                | SOUTHERN CAL EDISON REGD SER G 2.50000000                                                                                         | CUSIP: 842400HD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3224000 | NS      | $2656612.85    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 11/01/53                | FARMERS EXCHANGE CAP II REGD V/R 6.15100000                                                                                       | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3860000 | NS      | $3689220.48    | 0.01%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31                | AMERICAN TOWER CORP REGD 2.30000000                                                                                               | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6000000 | NS      | $4664205.72    | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1391 3.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BW1391 3.50000000                                                                                          | CUSIP: 3140MSRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2765153 | NS      | $2513797.44    | 0.01%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 1.75% 10/01/30                | CENTERPOINT ENERGY RES REGD 1.75000000                                                                                            | CUSIP: 15189YAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1572000 | NS      | $1239331.24    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACE 2.05% 03/31/30                | TAKEDA PHARMACEUTICAL REGD 2.05000000                                                                                             | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     6803000 | NS      | $5552944.26    | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.45% 01/31/31                | REPUBLIC OF CHILE REGD 2.45000000                                                                                                 | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     2749000 | NS      | $2280094.93    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CO 4% 11/15/32                | JETBLUE AIRWAYS CORP REGD SER 1A 4.00000000                                                                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3041941 | NS      | $2704483.41    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA AV V/R 02/15/23                   | BX TRUST 2021-LBA SER 2021-LBA CL AV V/R REGD 5.11800000                                                                          | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381000 | NS      | $362135.66     | 0.00%             | 2036-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BPR 2022-STAR A V/R 08/15/24                  | BPR TRUST 2022-STAR SER 2022-STAR CL A V/R REGD 144A P/P 7.56761000                                                               | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8395000 | NS      | $8261328.93    | 0.03%             | 2024-08-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.4% 03/15/29                | T-MOBILE USA INC REGD SER WI 2.40000000                                                                                           | CUSIP: 87264ACS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1515000 | NS      | $1278549.87    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC O 5.25% 10/06/25                | ARAB REPUBLIC OF EGYPT REGD REG S 5.25000000                                                                                      | CUSIP: M1487WDH5<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      400000 | NS      | $358072.00     | 0.00%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R07.74PMXIE 01/05/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $3223.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CB2633 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2633 2.50000000                                                                                          | CUSIP: 3140QM4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2669285 | NS      | $2289978.49    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL6 A V/R 09/25/51                 | VCAT 2021-NPL6 LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 1.91730000                                                               | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9973918 | NS      | $8682956.55    | 0.03%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| DCLO 2021-1A A1A V/R 07/15/36                 | DIAMETER CAPITAL CLO 1 LTD SER 2021-1A CL A1A V/R REGD 144A P/P 5.31914000                                                        | CUSIP: 25255DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4390000 | NS      | $4211120.67    | 0.02%             | 2036-07-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1A  2.434% 06/15/28                 | SLAM 2021-1 LTD SER 2021-1A CL A REGD 144A P/P 2.43400000                                                                         | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8998566 | NS      | $7444873.59    | 0.03%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6060 2.455% 04/01/40                 | FANNIE MAE POOL UMBS P#BL6060 2.45500000                                                                                          | CUSIP: 3140HXWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8775000 | NS      | $6071213.22    | 0.02%             | 2040-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| T/L SIGMA BI 0% 07/02/25 /EUR/                | T/L SIGMA BIDCO BV REGD /EUR/ 0.00000000                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     7690000 | NS      | $7103021.36    | 0.03%             | 2025-07-02      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| FSMT 2021-5INV A V/R 02/25/45                 | FLAGSTAR MORTGAGE TRUST 2021-5INV SER 2021-5INV CL A2 V/R REGD 144A P/P 2.50000000                                                | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5579332 | NS      | $4478501.52    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8117 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8117 3.00000000                                                                                          | CUSIP: 3140MNAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2121114 | NS      | $1861464.83    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2019-3 D 2.85% 08/15/23                 | CARMAX AUTO OWNER TRUST 2019-3 SER 2019-3 CL D REGD 2.85000000                                                                    | CUSIP: 14315PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | NS      | $1087211.44    | 0.00%             | 2026-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC - CLASS B                     | IHEARTMEDIA INC - CLASS B 0.00000000                                                                                              | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      365379 | NS      | $2015795.94    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/24                | GOLDMAN SACHS GROUP INC REGD V/R SER * 0.65700000                                                                                 | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6303000 | NS      | $6063715.56    | 0.02%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| T/L AMENTUM GOVER 0% 01/29/27                 | T/L AMENTUM GOVERNMENT  SERVICES HOLDINGS LLC REGD 0.00000000                                                                     | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      406472 | NS      | $396647.46     | 0.00%             | 2027-01-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-2RA A1 V/R 05/15/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO 2 SER 2014-2RA CL A1 V/R REGD 144A P/P 5.65614000                                            | CUSIP: 14314LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1167978 | NS      | $1147935.64    | 0.00%             | 2031-05-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE 4% 04/01/27                | NORTHWEST PIPELINE LLC REGD SER WI 4.00000000                                                                                     | CUSIP: 66775VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3392000 | NS      | $3206372.53    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L  TRANSDIGM IN 0% 12/09/25                 | T/L  TRANSDIGM INC REGD 0.00000000                                                                                                | CUSIP: 89364MBR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    20614776 | NS      | $20338125.60   | 0.07%             | 2025-12-09      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| OAKC 2021-16A A V/R 10/18/34                  | OHA CREDIT PARTNERS XVI SER 2021-16A CL A V/R REGD 144A P/P 5.34371000                                                            | CUSIP: 67115LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6680000 | NS      | $6496153.04    | 0.02%             | 2034-10-18      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.1% 03/15/52                     | EXELON CORP REGD 144A P/P 4.10000000                                                                                              | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1925000 | NS      | $1538197.83    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS  3.7% 06/15/30                | REGENCY CENTERS LP REGD 3.70000000                                                                                                | CUSIP: 75884RBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1359000 | NS      | $1185493.17    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3745 3% 11/01/47                     | FANNIE MAE POOL UMBS P#BM3745 3.00000000                                                                                          | CUSIP: 3140J8ET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2434517 | NS      | $2173021.02    | 0.01%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8236 3.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#SD8236 3.50000000                                                                                         | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155173 | NS      | $141019.52     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3664 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3664 4.00000000                                                                                          | CUSIP: 3140X7CA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10707152 | NS      | $10196156.54   | 0.04%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC 7.625% 03/01/26                    | SPRINT LLC REGD 7.62500000                                                                                                        | CUSIP: 85207UAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | NS      | $144165.92     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08838 5% 09/01/48                    | FREDDIE MAC GOLD POOL P#G08838 5.00000000                                                                                         | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167737 | NS      | $168101.63     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4 A1 V/R 09/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000                                           | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    78785000 | NS      | $77559522.96   | 0.28%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 03/15/24                   | UNITED STATES TREASURY NOTE 0.25000000                                                                                            | CUSIP: 91282CBR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    64441000 | NS      | $61090571.28   | 0.22%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-4 A4 V/R 07/25/40                   | SLM STUDENT LOAN TRUST 2005-4 SER 2005-4 CL A4 V/R 4.52843000                                                                     | CUSIP: 78442GPH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11000000 | NS      | $10311088.70   | 0.04%             | 2040-07-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP 4.875% 12/15/23                   | LENNAR CORP REGD 4.87500000                                                                                                       | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      510000 | NS      | $507572.58     | 0.00%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NE 4.96% 08/01/46                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 4.96000000                                                                            | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1010000 | NS      | $980171.57     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE  8% 10/09/23/IDR/                | INTL FINANCE CORP /IDR/ REGD MTN SER GMTN 8.00000000                                                                              | CUSIP: U4R843LF7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |  9100000000 | NS      | $593202.51     | 0.00%             | 2023-10-09      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29                | CDW LLC/CDW FINANCE REGD 3.25000000                                                                                               | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3875000 | NS      | $3300298.75    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 1.75000000                                              | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9214458 | NS      | $8328894.58    | 0.03%             | 2061-07-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7539 2% 04/01/51                     | FREDDIE MAC POOL UMBS P#SD7539 2.00000000                                                                                         | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4062158 | NS      | $3352859.28    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.283% 01/17/29                 | PROGRESS RESIDENTIAL 2021-SFR11 TRUST SER 2021-SFR11 CL A REGD 144A P/P 2.28300000                                                | CUSIP: 74333XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11973464 | NS      | $9877281.97    | 0.04%             | 2039-01-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                                                         | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9123633 | NS      | $8487633.99    | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/13/31                | BANK OF AMERICA CORP REGD V/R MTN 2.49600000                                                                                      | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22369000 | NS      | $18181335.08   | 0.07%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3536 4% 12/01/48                     | FANNIE MAE POOL UMBS P#MA3536 4.00000000                                                                                          | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592433 | NS      | $564880.03     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAP 4% 09/11/27                | ANGLO AMERICAN CAPITAL REGD 144A P/P 4.00000000                                                                                   | CUSIP: 034863AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | NS      | $942114.62     | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20230112 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2827.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC 4.3% 12/15/42                        | AT&T INC REGD SER WI 4.30000000                                                                                                   | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2482000 | NS      | $2036218.13    | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PR 3% 04/15/52                | NATIONAL RETAIL PROP INC REGD 3.00000000                                                                                          | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      687000 | NS      | $408803.27     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD6256 3% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD6256 3.00000000                                                                                         | CUSIP: 3133B35R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76153 | NS      | $66835.87      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A A V/R 07/17/35                  | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL A V/R REGD 144A P/P 5.20914000                                               | CUSIP: 64134AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29715000 | NS      | $29023502.24   | 0.11%             | 2035-07-17      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| LXS 2007-6 2A1 V/R 05/25/37                   | LEHMAN XS TRUST 2007-6 SER 2007-6 CL 2A1 V/R REGD 4.80871000                                                                      | CUSIP: 52524PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6907382 | NS      | $5550789.48    | 0.02%             | 2037-05-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON ING 3.844% 05/01/25                | HUNTINGTON INGALLS INDUS REGD SER WI 3.84400000                                                                                   | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     3995000 | NS      | $3860002.00    | 0.01%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20230202 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-794498.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB 2022-B A1B V/R 02/16/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 4.66771000                                            | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30837864 | NS      | $29885116.34   | 0.11%             | 2055-02-16      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 4.15% 03/01/47                | GILEAD SCIENCES INC REGD 4.15000000                                                                                               | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      967000 | NS      | $798664.87     | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP V/R /PERP/                | CHARLES SCHWAB CORP REGD V/R /PERP/ SER H 4.00000000                                                                              | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     6634000 | NS      | $5290283.30    | 0.02%             | 2171-03-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 3.75% 01/25/60                 | CSMC 2021-RPL3 TRUST SER 2021-RPL3 CL M2 REGD 144A P/P 3.75000000                                                                 | CUSIP: 12661GAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      995000 | NS      | $701789.52     | 0.00%             | 2060-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4  2.33% 04/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 SER 2021-P4 CL C REGD 2.33000000                                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720000 | NS      | $2235921.33    | 0.01%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5299 4% 05/01/51                     | FREDDIE MAC POOL UMBS P#RA5299 4.00000000                                                                                         | CUSIP: 3133KL3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      219038 | NS      | $205813.17     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.5% 02/01/45                | GILEAD SCIENCES INC REGD 4.50000000                                                                                               | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1042000 | NS      | $916715.36     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2017-A A 2.88% 05/15/25                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A SER 2017-A CL A2A REGD 144A P/P 2.88000000                                            | CUSIP: 63939XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107604 | NS      | $105621.72     | 0.00%             | 2058-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.16% 03/31/34                | GALAXY PIPELINE ASSETS REGD 144A P/P 2.16000000                                                                                   | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |     1951957 | NS      | $1658407.31    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 03/08/29                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 4.30200000                                                                              | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     8600000 | NS      | $7759389.22    | 0.03%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.1% 01/17/24                | GENERAL MOTORS FINL CO REGD 5.10000000                                                                                            | CUSIP: 37045XCR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4451000 | NS      | $4433407.51    | 0.02%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08840 5% 08/01/48                    | FREDDIE MAC GOLD POOL P#G08840 5.00000000                                                                                         | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      245232 | NS      | $245726.75     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/28                | JPMORGAN CHASE & CO REGD V/R 2.18200000                                                                                           | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6206000 | NS      | $5426420.90    | 0.02%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28                | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13964000 | NS      | $12324469.59   | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.547% 04/17/26                 | PROGRESS RESIDENTIAL 2021-SFR2 TRUST SER 2021-SFR2 CL E1 REGD 144A P/P 2.54700000                                                 | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4365000 | NS      | $3692966.78    | 0.01%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2425 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FS2425 3.50000000                                                                                          | CUSIP: 3140XHVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6966668 | NS      | $6336251.44    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.95% 04/15/28                 | EPR PROPERTIES REGD 4.95000000                                                                                                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      414000 | NS      | $353214.84     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66                  | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                                                   | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21672869 | NS      | $17301704.94   | 0.06%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| WELF 2019-XA A1R V/R 07/20/32                 | WELLFLEET CLO X LTD SER 2019-XA CL A1R V/R REGD 144A P/P 5.41257000                                                               | CUSIP: 94949WAM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8700000 | NS      | $8404774.20    | 0.03%             | 2032-07-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PI 4.6% 03/15/48                | TRANSCONT GAS PIPE LINE REGD SER WI 4.60000000                                                                                    | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1694000 | NS      | $1407912.93    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.875% 09/16/43                | RUSSIAN FEDERATION REGD 5.87500000                                                                                                | CUSIP: X74359AC8<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     2600000 | NS      | $1638000.00    | 0.01%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONA 3.75% 08/05/26                | EMPRESA NACIONAL DEL PET REGD REG S 3.75000000                                                                                    | CUSIP: P37110AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      374000 | NS      | $350118.36     | 0.00%             | 2026-08-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS0599 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FS0599 2.00000000                                                                                          | CUSIP: 3140XFUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      779532 | NS      | $641969.61     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTA 2005-1 M2 V/R 01/25/35                  | BEAR STEARNS ALT-A TRUST 2005-1 SER 2005-1 CL M2 V/R REGD 5.51371000                                                              | CUSIP: 07386HQJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6693835 | NS      | $6093633.96    | 0.02%             | 2035-01-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7549 2% 01/01/52                     | FREDDIE MAC POOL UMBS P#SD7549 2.00000000                                                                                         | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20405978 | NS      | $16796670.80   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLD 4.125% 02/15/30                | OPEN TEXT HOLDINGS INC REGD 144A P/P 4.12500000                                                                                   | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5035000 | NS      | $4038900.78    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4224 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE4224 3.00000000                                                                                         | CUSIP: 3133BDVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1061284 | NS      | $931880.08     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25% 01/15/33                   | COMCAST CORP REGD 4.25000000                                                                                                      | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4442000 | NS      | $4186839.13    | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.85% 10/01/24                     | HUMANA INC REGD 3.85000000                                                                                                        | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     4014000 | NS      | $3933135.84    | 0.01%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7200 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV7200 3.00000000                                                                                          | CUSIP: 3140MMAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      363380 | NS      | $318903.63     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICE 9.033% 12/04/25                | ARTERA SERVICES LLC REGD 144A P/P 9.03300000                                                                                      | CUSIP: 73939VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6400000 | NS      | $5331776.00    | 0.02%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4 A V/R 05/15/21                 | CREDIT SUISSE MORTGAGE CAPITAL CER SER 2019-ICE4 CL A V/R REGD 144A P/P 5.29800000                                                | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8943000 | NS      | $8844329.20    | 0.03%             | 2036-05-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926% 05/15/37                  | BROADCOM INC REGD 144A P/P 4.92600000                                                                                             | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3040000 | NS      | $2651990.39    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4540 2% 02/01/42                     | FANNIE MAE POOL UMBS P#MA4540 2.00000000                                                                                          | CUSIP: 31418EBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1458143 | NS      | $1229105.30    | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3411 3.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3411 3.50000000                                                                                          | CUSIP: 3140QNYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000003 | NS      | $4544981.43    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0663 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BN0663 4.00000000                                                                                          | CUSIP: 3140JGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71607 | NS      | $68276.52      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORA 4.25% 03/01/30                | FREEPORT-MCMORAN INC REGD 4.25000000                                                                                              | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    10475000 | NS      | $9510361.23    | 0.03%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.987% 10/30/56                | VERIZON COMMUNICATIONS REGD SER WI 2.98700000                                                                                     | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1158000 | NS      | $706495.95     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PLMRS 2013-2A A2 V/R 10/17/31                 | PALMER SQUARE CLO 2013-2 LTD SER 2013-2A CL A2R3 V/R REGD 144A P/P 5.72657000                                                     | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $243088.25     | 0.00%             | 2031-10-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AMMST 2021-MF 2.574% 08/15/31                 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3 SER 2021-MF3 CL A5 REGD 144A P/P 2.57470000                                  | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      525000 | NS      | $425333.06     | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2079 2% 11/01/51                     | FANNIE MAE POOL UMBS P#CB2079 2.00000000                                                                                          | CUSIP: 3140QMJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5737799 | NS      | $4676230.47    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR2 A V/R 02/25/52                 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A4 V/R REGD 144A P/P 2.50000000                                      | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3607070 | NS      | $2737567.61    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6314 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6314 3.00000000                                                                                          | CUSIP: 3140QEAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2077312 | NS      | $1836063.22    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.844% 06/20/30                | REPUBLIC OF PERU REGD 2.84400000                                                                                                  | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     1370000 | NS      | $1157225.11    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.95% 03/15/48                | DUKE ENERGY CAROLINAS REGD 3.95000000                                                                                             | CUSIP: 26442CAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      807000 | NS      | $645604.11     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC 2.55% 03/15/31                | PERKINELMER INC REGD 2.55000000                                                                                                   | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    11115000 | NS      | $8984664.53    | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATI 5.125% 10/06/24                | PUMA INTERNATIONAL FINAN REGD 144A P/P 5.12500000                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      531000 | NS      | $494764.56     | 0.00%             | 2024-10-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.95% 01/15/27                | ALEXANDRIA REAL ESTATE E REGD 3.95000000                                                                                          | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      253000 | NS      | $241714.64     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VEN 5.5% 04/12/37 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 5.50000000                                                                                          | CUSIP: P7807HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     2500000 | NS      | $112589.28     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP ZCP 12/15/25                | DISH NETWORK CORP REGD ZCP CONVERTIBLE 0.00000000                                                                                 | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     2700000 | NS      | $1722600.00    | 0.01%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2  4.4% 09/22/23                | AMER AIRLN 15-2 B PTT REGD 4.40000000                                                                                             | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6698678 | NS      | $6583737.13    | 0.02%             | 2023-09-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 4.55% 06/01/53                | NORFOLK SOUTHERN CORP REGD 4.55000000                                                                                             | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1125000 | NS      | $977831.35     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR13 A V/R 10/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR13 CL A1A1 V/R REGD 4.96871000                                    | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1986031 | NS      | $1827672.16    | 0.01%             | 2045-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2891 3% 06/20/45                  | GINNIE MAE II POOL P#MA2891 3.00000000                                                                                            | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13002844 | NS      | $11856664.64   | 0.04%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APID 2015-20A A1 V/R 07/16/31                 | APIDOS CLO XX SER 2015-20A CL A1RA V/R REGD 144A P/P 5.17914000                                                                   | CUSIP: 03765LAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4190000 | NS      | $4133221.31    | 0.02%             | 2031-07-16      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2024 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-7294.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES 2021-62A B V/R 01/25/34                  | ARES LXII CLO LTD SER 2021-62A CL B V/R REGD 144A P/P 6.00843000                                                                  | CUSIP: 00192WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8350000 | NS      | $8053040.60    | 0.03%             | 2034-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 06/15/48                | ENERGY TRANSFER LP REGD SER 30Y 6.00000000                                                                                        | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2857000 | NS      | $2575436.45    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211  3.9% 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A2 REGD 144A P/P 3.90050000                                        | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4300000 | NS      | $3992147.09    | 0.01%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.85% 11/01/48                      | BOEING CO REGD 3.85000000                                                                                                         | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1465000 | NS      | $1005571.69    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-1 A1 V/R 02/25/25                   | PRPM 2022-1 LLC SER 2022-1 CL A1 V/R REGD 144A P/P 3.72000000                                                                     | CUSIP: 693582AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36019435 | NS      | $33678287.03   | 0.12%             | 2027-02-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HL 2% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.00000000                                                                                          | CUSIP: 42225UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7780000 | NS      | $5889719.85    | 0.02%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L OPEN TEXT 0% 11/16/29                     | T/L OPEN TEXT CORPORATION      REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      580622 | NS      | $566541.90     | 0.00%             | 2029-11-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INF SWAP GB NI 4.066 09/15/21 10Y LCH /FLOAT/                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-1783924.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.5% 05/15/30                | SABINE PASS LIQUEFACTION REGD SER WI 4.50000000                                                                                   | CUSIP: 785592AX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11629000 | NS      | $10779114.19   | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4299 3% 03/01/30                     | FANNIE MAE POOL UMBS P#BM4299 3.00000000                                                                                          | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3379053 | NS      | $3268892.27    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-FRE2  V/R 02/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE2 SER 2006-FRE2 CL M2 V/R REGD 4.92871000                                             | CUSIP: 46626LHC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8467499 | NS      | $7169200.24    | 0.03%             | 2036-02-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MSBAM 2012-CK 3.277% 10/15/22                 | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012 SER 2012-CKSV CL A2 REGD 144A P/P 3.27700000                                      | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      748319 | NS      | $602949.68     | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 15YR 1.5% JAN 23                     | UMBS TBA 15YR 1.5% JAN 23     TO BE ANNOUNCED 1.50000000                                                                          | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20761000 | NS      | $17971460.07   | 0.07%             | 2038-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20230216 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15652.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.42 06/14/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $634883.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO FINANCIAL G 5.25% 05/30/25                | CNO FINANCIAL GROUP INC REGD 5.25000000                                                                                           | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      580000 | NS      | $575399.35     | 0.00%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.75% 12/01/28                  | DISH DBS CORP REGD 144A P/P 5.75000000                                                                                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8850000 | NS      | $7063406.25    | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2.3% 11/15/28                | INVITATION HOMES OP REGD 2.30000000                                                                                               | CUSIP: 46188BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | NS      | $1219661.67    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-1 A1 V/R 01/25/67                  | VERUS SECURITIZATION TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.72400000                                                   | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10912056 | NS      | $9483801.02    | 0.03%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4322 4% 03/20/47                  | GINNIE MAE II POOL P#MA4322 4.00000000                                                                                            | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      517053 | NS      | $496285.20     | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FO 2.492% 10/01/50                | ROCKEFELLER FOUNDATION REGD SER 2020 2.49200000                                                                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     6000000 | NS      | $3801430.08    | 0.01%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| T/L TRANS UNION 0% 12/01/2028                 | T/L TRANS UNION LLC REGD 0.00000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      820319 | NS      | $811204.83     | 0.00%             | 2028-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| DTAOT 2021-1A  1.16% 09/15/24                 | DT AUTO OWNER TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 1.16000000                                                              | CUSIP: 23344GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | NS      | $2440497.36    | 0.01%             | 2026-11-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52                      | UNITED STATES TREASURY BOND 4.00000000                                                                                            | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   291845000 | NS      | $292255407.03  | 1.06%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP V/R /PERP/                | CREDIT SUISSE GROUP AG REGD V/R /PERP/ 144A P/P 7.25000000                                                                        | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1100000 | NS      | $790744.27     | 0.00%             | 2171-03-12      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 4.6% 02/23/28                | MOTOROLA SOLUTIONS INC REGD 4.60000000                                                                                            | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     2834000 | NS      | $2744875.15    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EART 2021-1A D 1.08% 01/15/25                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-1A CL D REGD 1.08000000                                                       | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2515000 | NS      | $2351253.88    | 0.01%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP02.00 03/15/33 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $2825858.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 2.85% 02/14/30                | REPUBLIC OF INDONESIA REGD 2.85000000                                                                                             | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |     3783000 | NS      | $3357871.79    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/25                    | CITIGROUP INC REGD V/R 0.98100000                                                                                                 | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | NS      | $749152.60     | 0.00%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7233 3% 05/01/46                     | FANNIE MAE POOL UMBS P#AS7233 3.00000000                                                                                          | CUSIP: 3138WHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3455770 | NS      | $3097447.21    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                  | UNITED STATES TREASURY NOTE 3.87500000                                                                                            | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    13625000 | NS      | $13550488.28   | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.258% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E1 REGD 144A P/P 2.25800000                                                       | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3380000 | NS      | $2800673.41    | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                                                       | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13410000 | NS      | $11567833.70   | 0.04%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNAT 3.95% 04/01/30                | BAXTER INTERNATIONAL INC REGD 3.95000000                                                                                          | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      726000 | NS      | $660978.10     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2963 4.5% 07/20/45                | GINNIE MAE II POOL P#MA2963 4.50000000                                                                                            | CUSIP: 36179RJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1530465 | NS      | $1534067.75    | 0.01%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GPIF 2022-2A B V/R 08/01/23                   | GRACIE POINT INTERNATIONAL FUNDING 2022-2 SER 2022-2A CL B V/R REGD 144A P/P 7.07536000                                           | CUSIP: 38411JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1257000 | NS      | $1257184.02    | 0.00%             | 2024-07-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| SDART 2020-1 D 5.35% 04/15/24                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-1 SER 2020-1 CL D REGD 5.35000000                                                     | CUSIP: 80287AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7195000 | NS      | $7183218.19    | 0.03%             | 2028-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 1.5% JAN 23                     | UMBS TBA 30YR 1.5% JAN 23 TO BE ANNOUNCED 1.50000000                                                                              | CUSIP: 01F012619<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5334000 | NS      | $-4105634.53   | -0.01%            | 2053-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 3.1% 01/12/32                | GENERAL MOTORS FINL CO REGD 3.10000000                                                                                            | CUSIP: 37045XDS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7429000 | NS      | $5820931.66    | 0.02%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN  5.5% 04/01/28                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     2075000 | NS      | $1655943.38    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP 7.125% 03/15/33                     | HESS CORP REGD 7.12500000                                                                                                         | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      517000 | NS      | $556837.09     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT EME WT EX 02/11/27                   | INTELSAT EMERGENCE SA WARRANTS  EXPIRE 02/11/27 0.00000000                                                                        | CUSIP: L5217E104<br>LEI: N/A                  | N/A              | DE               | CORP              | LU        |        3810 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW YORK CITY  6.011% 06/15/42                | NEW YORK CITY NY MUNI WTR FIN REGD N/C B/E 6.01100000                                                                             | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      255000 | NS      | $282957.95     | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| HUNTN 2005-1A A2 V/R 11/05/40                 | HUNTINGTON CDO LTD SER 2005-1A CL A2 V/R REGD 144A P/P 5.03157000                                                                 | CUSIP: 446279AE1<br>LEI: 549300EZEV0J075U3O12 | Long             | ABS-CBDO         | CORP              | KY        |     7833217 | NS      | $7596614.88    | 0.03%             | 2040-11-05      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.375% 08/01/28                | FREEPORT-MCMORAN INC REGD 4.37500000                                                                                              | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1505000 | NS      | $1404721.85    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROL ZCP 10/10/36                | OCCIDENTAL PETROLEUM COR REGD ZCP 0.00000000                                                                                      | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1253000 | NS      | $625723.14     | 0.00%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60646 4.5% 05/01/46                  | FREDDIE MAC GOLD POOL P#G60646 4.50000000                                                                                         | CUSIP: 31335AWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      435544 | NS      | $431230.05     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JAN 23                       | UMBS TBA 30YR 2% JAN 23        TO BE ANNOUNCED 2.00000000                                                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   441772017 | NS      | $359363979.81  | 1.31%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 2.3% 05/15/30                | SHERWIN-WILLIAMS CO REGD 2.30000000                                                                                               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1046000 | NS      | $859914.39     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON V/R 08/09/24                    | UBS AG LONDON REGD V/R 144A P/P 3.13630000                                                                                        | CUSIP: 902674YL8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     8170000 | NS      | $8113030.10    | 0.03%             | 2024-08-09      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/33                | BANK OF AMERICA CORP REGD V/R 5.01500000                                                                                          | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9562000 | NS      | $9078085.63    | 0.03%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51                | GINNIE MAE II POOL P#MA7195 3.50000000                                                                                            | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10016417 | NS      | $9293021.22    | 0.03%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4901 4% 12/20/47                  | GINNIE MAE II POOL P#MA4901 4.00000000                                                                                            | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911570 | NS      | $875199.78     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASIA 2022- V/R 05/22/34 /EUR/                | CASSIA 2022-1 SRL SER 2022-1A CL A V/R REGD 144A P/P /EUR/ 4.32100000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |     2487631 | NS      | $2483683.09    | 0.01%             | 2034-05-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH9212 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#BH9212 3.50000000                                                                                          | CUSIP: 3140GYGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1836773 | NS      | $1707470.20    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR2  2.73% 11/17/27                 | TRICON AMERICAN HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E1 REGD 144A P/P 2.73000000                                                | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1855000 | NS      | $1517100.25    | 0.01%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CR3 3.416% 09/15/22                 | COMM 2012-CCRE3 MORTGAGE TRUST SER 2012-CR3 CL AM REGD 144A P/P 3.41600000                                                        | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2374498 | NS      | $2134603.22    | 0.01%             | 2045-10-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP07.49 01/15/32 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $103390.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#784474 3.5% 02/20/48                | GINNIE MAE II POOL P#784474 3.50000000                                                                                            | CUSIP: 3622A26K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1420250 | NS      | $1319583.53    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 6.35% 10/15/45                | HP ENTERPRISE CO REGD SER WI 6.35000000                                                                                           | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      283000 | NS      | $282257.48     | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 3.75% 08/15/47                | BALTIMORE GAS & ELECTRIC REGD SER * 3.75000000                                                                                    | CUSIP: 059165EJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1765000 | NS      | $1361123.27    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 4.75% 05/09/27                | TEVA PHARMACEUTICAL INDU REGD 4.75000000                                                                                          | CUSIP: 88167AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6755000 | NS      | $6105842.74    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MED 2021-MDLN B V/R 11/15/23                  | MED TRUST 2021-MDLN SER 2021-MDLN CL B V/R REGD 144A P/P 5.76800000                                                               | CUSIP: 58403YAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2060000 | NS      | $1961843.68    | 0.01%             | 2038-11-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8592 2.5% 01/01/51                   | FANNIE MAE POOL UMBS P#CA8592 2.50000000                                                                                          | CUSIP: 3140QGRN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      920994 | NS      | $791031.95     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITA 2.48% 01/28/32                | PETRONAS CAPITAL LTD REGD 144A P/P MTN 2.48000000                                                                                 | CUSIP: 71675CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MY        |     1700000 | NS      | $1403927.58    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DI 8.75% 05/25/24                | DIG INTL FIN/DIG INTL HL REGD 144A P/P 8.75000000                                                                                 | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      187553 | NS      | $161295.58     | 0.00%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                                                            | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6655000 | NS      | $5472732.93    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                | T-MOBILE USA INC REGD SER WI 3.87500000                                                                                           | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    60437000 | NS      | $54744726.04   | 0.20%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK9597 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK9597 4.00000000                                                                                          | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185799 | NS      | $177157.62     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM 2022-I1 A1 V/R 02/25/67                   | CIM TRUST 2022-I1 SER 2022-I1 CL A1 V/R REGD 144A P/P 4.35000000                                                                  | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21746393 | NS      | $19938725.91   | 0.07%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4487 3.5% 06/01/42                   | FREDDIE MAC POOL UMBS P#ZS4487 3.50000000                                                                                         | CUSIP: 3132A46Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29386 | NS      | $27506.84      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.25% 12/01/26                | VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000                                                                                   | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12018000 | NS      | $11211876.90   | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSBAM 2014-C17 B V/R 07/15/24                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2014-C17 CL B V/R REGD 4.46400000                                           | CUSIP: 61763UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | NS      | $115971.93     | 0.00%             | 2047-08-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER08.05 01/31/28 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-3055.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 A1 V/R 08/25/26                 | OBX 2022-NQM7 TRUST SER 2022-NQM7 CL A1 V/R REGD 144A P/P 5.11000000                                                              | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1406841 | NS      | $1380099.80    | 0.01%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3972 3.5% 07/01/50                   | FANNIE MAE POOL UMBS P#FM3972 3.50000000                                                                                          | CUSIP: 3140X7MW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4410283 | NS      | $4057359.99    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60238 3.5% 10/01/45                  | FREDDIE MAC GOLD POOL P#G60238 3.50000000                                                                                         | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5041842 | NS      | $4698633.92    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 3.65% 12/01/27                | ELEVANCE HEALTH INC REGD 3.65000000                                                                                               | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2580000 | NS      | $2432704.29    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5364 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5364 3.00000000                                                                                         | CUSIP: 3133BE5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2283688 | NS      | $2005248.88    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L BAUSCH & LOMB 0% 05/05/27                 | T/L BAUSCH & LOMB INCORPORATED REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1041255 | NS      | $988546.52     | 0.00%             | 2027-05-05      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| MDPK 2017-25A A2 V/R 04/25/29                 | MADISON PARK FUNDING XXV LTD SER 2017-25A CL A2R V/R REGD 144A P/P 6.00843000                                                     | CUSIP: 55820RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8235000 | NS      | $8055592.29    | 0.03%             | 2029-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2835 4% 12/01/46                     | FANNIE MAE POOL UMBS P#MA2835 4.00000000                                                                                          | CUSIP: 31418CEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1991555 | NS      | $1903473.82    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28                | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                                                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    22455000 | NS      | $20793352.00   | 0.08%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 4% 04/15/30                      | AUTOZONE INC REGD 4.00000000                                                                                                      | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     8465000 | NS      | $7838145.67    | 0.03%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/26                | WELLS FARGO & COMPANY REGD V/R 2.18800000                                                                                         | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10160000 | NS      | $9455483.76    | 0.03%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-1 A3 V/R 03/25/65                   | VISTA POINT SECURITIZATION TRUST 2020-1 SER 2020-1 CL A3 V/R REGD 144A P/P 3.20100000                                             | CUSIP: 92838WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3765000 | NS      | $3616591.98    | 0.01%             | 2065-03-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                  | BROADCOM INC REGD 144A P/P 3.13700000                                                                                             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6380000 | NS      | $4690998.99    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| DRSLF 2018-64A A V/R 04/18/31                 | DRYDEN 64 CLO LTD SER 2018-64A CL A V/R REGD 5.16371000                                                                           | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5900000 | NS      | $5792726.20    | 0.02%             | 2031-04-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 4.25% 04/01/28                | CDW LLC/CDW FINANCE REGD 4.25000000                                                                                               | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | NS      | $823695.35     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4364 2% 06/01/41                     | FANNIE MAE POOL UMBS P#MA4364 2.00000000                                                                                          | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25892286 | NS      | $22050541.63   | 0.08%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230117 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1448235.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#RA6397 2.5% 11/01/51                   | FREDDIE MAC POOL UMBS P#RA6397 2.50000000                                                                                         | CUSIP: 3133KNDA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4386637 | NS      | $3760928.55    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2023 MSCSUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-8559.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM1 A V/R 02/25/25                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 SER 2020-NQM1 CL A1 V/R REGD 144A P/P 2.46413000                                    | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1111939 | NS      | $990920.83     | 0.00%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| WELF 2017-2A A1R V/R 10/20/29                 | WELLFLEET CLO 2017-2A LTD SER 2017-2A CL A1R V/R REGD 144A P/P 5.30257000                                                         | CUSIP: 94951MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5047316 | NS      | $4974150.42    | 0.02%             | 2029-10-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFIC 2.75% 04/15/31                | CORPORATE OFFICE PROP LP REGD 2.75000000                                                                                          | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1555000 | NS      | $1163764.33    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DRIVE 2021-1 D 1.45% 11/15/24                 | DRIVE AUTO RECEIVABLES TRUST 2021-1 SER 2021-1 CL D REGD 1.45000000                                                               | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6530000 | NS      | $6119392.95    | 0.02%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M3 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M3 V/R REGD 5.16871000                                                               | CUSIP: 35729PKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10200000 | NS      | $9639296.82    | 0.04%             | 2035-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 04/30/25                  | UNITED STATES TREASURY NOTE 0.37500000                                                                                            | CUSIP: 912828ZL7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    95425000 | NS      | $87090222.66   | 0.32%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48                | DUPONT DE NEMOURS INC REGD 5.41900000                                                                                             | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      845000 | NS      | $804270.59     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 5.75% 11/01/32                | MARSH & MCLENNAN COS INC REGD 5.75000000                                                                                          | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2000000 | NS      | $2091473.48    | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T/L DESSERT HOLD 0% 06/09/2028                | T/L DESSERT HOLDINGS INC REGD 0.00000000                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1524451 | NS      | $1394872.63    | 0.01%             | 2028-06-09      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 5.85% 11/05/27                | AMERICAN EXPRESS CO REGD 5.85000000                                                                                               | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11045000 | NS      | $11498182.09   | 0.04%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S C V/R 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL C V/R REGD 144A P/P 3.83188000                                                     | CUSIP: 12635WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $875978.60     | 0.00%             | 2036-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7803 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV7803 3.00000000                                                                                          | CUSIP: 3140MMU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      706234 | NS      | $619818.97     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSLT 2018-1 A V/R 12/25/29                    | HARVEST SBA LOAN TRUST 2018-1 SER 2018-1 CL A V/R REGD 144A P/P 6.26614000                                                        | CUSIP: 41755JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2407212 | NS      | $2406960.72    | 0.01%             | 2044-08-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-43 V/R 11/25/35                    | CWALT 2005-43 V/R 11/25/35 5.84871000                                                                                             | CUSIP: 12668AGN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3291063 | NS      | $2914502.58    | 0.01%             | 2035-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GSM 2021-4A A1 V/R 07/15/34                   | GULF STREAM MERIDIAN 4 LTD SER 2021-4A CL A1 V/R REGD 144A P/P 5.27914000                                                         | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | NS      | $1209683.75    | 0.00%             | 2034-07-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2601 2% 01/01/52                     | FANNIE MAE POOL UMBS P#CB2601 2.00000000                                                                                          | CUSIP: 3140QM3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3578334 | NS      | $2944557.62    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41                  | ARCELORMITTAL REGD 6.75000000                                                                                                     | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    12270000 | NS      | $11831957.69   | 0.04%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/07/26                     | BARCLAYS PLC REGD V/R 2.85200000                                                                                                  | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1840000 | NS      | $1709774.09    | 0.01%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 AM V/R 01/10/25                 | COMM 2015-DC1 MORTGAGE TRUST SER 2015-DC1 CL AM V/R REGD 3.72400000                                                               | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2495000 | NS      | $2345433.48    | 0.01%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $258.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.1% 03/25/61                     | ORACLE CORP REGD 4.10000000                                                                                                       | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8700000 | NS      | $6039268.39    | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK CITY  5.267% 05/01/27                | NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 5.26700000                                                                             | CUSIP: 64971MT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5820000 | NS      | $5871646.10    | 0.02%             | 2027-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R11.694PCETIP 01/02/25 CITBK LONG                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $-25367.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                                                            | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    38400000 | NS      | $24405000.19   | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC 0.8% 02/10/24                    | 7-ELEVEN INC REGD 144A P/P 0.80000000                                                                                             | CUSIP: 817826AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10725000 | NS      | $10206129.22   | 0.04%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.50 06/17/50 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3648022.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19 3.85% 02/15/28                | AMER AIRLINE 19-1B PTT REGD SER B 3.85000000                                                                                      | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8891099 | NS      | $7471957.08    | 0.03%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3971 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3971 3.00000000                                                                                         | CUSIP: 3133BDMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1189218 | NS      | $1044151.66    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBUBS 2017-BRBK  V/R 10/10/24                 | DBUBS 2017-BRBK MORTGAGE TRUST SER 2017-BRBK CL D V/R REGD 144A P/P 3.53000000                                                    | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2540000 | NS      | $2268160.56    | 0.01%             | 2034-10-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN1448 4% 11/01/48                     | FREDDIE MAC POOL UMBS P#ZN1448 4.00000000                                                                                         | CUSIP: 3131Y7TD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      307654 | NS      | $293449.64     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 08/11/28                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 6.44200000                                                                               | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    15695000 | NS      | $14293375.61   | 0.05%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0209 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0209 2.50000000                                                                                          | CUSIP: 3140XFGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7080472 | NS      | $6045937.17    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 23                     | FNMA 30YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20591000 | NS      | $18702861.31   | 0.07%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 5.5% 03/01/44                | KINDER MORGAN ENER PART REGD 5.50000000                                                                                           | CUSIP: 494550BU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2520000 | NS      | $2278726.51    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERTZ 2022-4A  6.56% 09/25/25                 | HERTZ VEHICLE FINANCING LLC SER 2022-4A CL D REGD 144A P/P 6.56000000                                                             | CUSIP: 42806MBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6660000 | NS      | $6152628.55    | 0.02%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.85% 09/03/41                | VERIZON COMMUNICATIONS REGD 2.85000000                                                                                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2281000 | NS      | $1569787.12    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                                                            | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    51835000 | NS      | $42486476.89   | 0.15%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PU 3.75% 06/15/49                | SOUTHWESTERN PUBLIC SERV REGD 3.75000000                                                                                          | CUSIP: 845743BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      565000 | NS      | $432332.85     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.125% 07/08/39                   | ORACLE CORP REGD 6.12500000                                                                                                       | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      679000 | NS      | $675381.07     | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.2% 08/15/34                    | COMCAST CORP REGD 4.20000000                                                                                                      | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2100000 | NS      | $1938734.26    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2023 CHASUS33XXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-3411.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2021-CIP A V/R 12/15/23                    | BX COMMERCIAL MORTGAGE TRUST 2021-CIP SER 2021-CIP CL A V/R REGD 144A P/P 5.23900000                                              | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185000 | NS      | $178504.76     | 0.00%             | 2038-12-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| NCC 2017-IA A1AS V/R 10/15/29                 | NASSAU 2017-I LTD SER 2017-IA CL A1AS V/R REGD 144A P/P 5.22914000                                                                | CUSIP: 631707AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12389273 | NS      | $12302907.08   | 0.04%             | 2029-10-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIP 3% 02/01/28                | REPUBLIC OF PHILIPPINES REGD 3.00000000                                                                                           | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |     3452000 | NS      | $3211172.05    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A 2.865% 06/20/28                 | HARDEE'S FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 2.86500000                                                                   | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4718150 | NS      | $3761134.61    | 0.01%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTER 4.125% 03/15/28                | REGENCY CENTERS LP REGD 4.12500000                                                                                                | CUSIP: 75884RAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      970000 | NS      | $900377.26     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD 5.5% 01/15/26                  | WYNN MACAU LTD REGD 144A P/P 5.50000000                                                                                           | CUSIP: 98313RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     2600000 | NS      | $2385084.00    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN  5.625% 09/01/41                | KINDER MORGAN ENER PART REGD 5.62500000                                                                                           | CUSIP: 494550BK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      182000 | NS      | $166951.98     | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ACRES 2021-FL1 A V/R 02/15/26                 | ACRES COMMERCIAL REALTY 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 5.52600000                                                        | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      221000 | NS      | $214418.62     | 0.00%             | 2036-06-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| THRM 2022-1A A 1.85% 02/15/28                 | THEOREM FUNDING TRUST 2022-1 SER 2022-1A CL A REGD 144A P/P 1.85000000                                                            | CUSIP: 88339XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3321340 | NS      | $3239433.74    | 0.01%             | 2028-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.811% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000                                                 | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | NS      | $877470.54     | 0.00%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1545 4% 12/01/48                     | FREDDIE MAC POOL UMBS P#ZT1545 4.00000000                                                                                         | CUSIP: 3132ADWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      268621 | NS      | $256127.38     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6209 3% 10/20/49                  | GINNIE MAE II POOL P#MA6209 3.00000000                                                                                            | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4655999 | NS      | $4120661.98    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                                                       | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    20405000 | NS      | $17841824.90   | 0.06%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.95% 11/01/32                | SOUTHERN CAL EDISON REGD 5.95000000                                                                                               | CUSIP: 842400HT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3255000 | NS      | $3439229.61    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MSC 2011-C2 E V/R 06/15/21                    | MORGAN STANLEY CAPITAL I TRUST 2011-C2 SER 2011-C2 CL E V/R REGD 5.21130000                                                       | CUSIP: 617459AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1415000 | NS      | $1060277.90    | 0.00%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33                | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    37408000 | NS      | $31512416.16   | 0.11%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A1 V/R 01/25/30                   | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A1 V/R REGD 144A P/P 5.58871000                                                | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1218160 | NS      | $1194485.75    | 0.00%             | 2047-12-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZDJ8 01.000 SP 06/20/2023 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $66573.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMMT 2021-13 A3 V/R 04/25/52                 | JP MORGAN MORTGAGE TRUST 2021-13 SER 2021-13 CL A3 V/R REGD 144A P/P 2.50000000                                                   | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    38578713 | NS      | $30966939.83   | 0.11%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2315 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2315 3.00000000                                                                                         | CUSIP: 3133BBSC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      461983 | NS      | $405606.24     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PE 3.1% 08/27/30                | PT PERTAMINA (PERSERO) REGD 144A P/P MTN 3.10000000                                                                               | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     4663000 | NS      | $4008494.84    | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AFHT 2019-FAIR D V/R 09/15/21                 | AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR SER 2019-FAIR CL D V/R REGD 144A P/P 6.11800000                                             | CUSIP: 05223HAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | NS      | $9597000.00    | 0.03%             | 2032-09-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4778 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZS4778 4.00000000                                                                                         | CUSIP: 3132A5JX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10156 | NS      | $9683.64       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                | ENERGY TRANSFER LP REGD 6.25000000                                                                                                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10390000 | NS      | $9661395.33    | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57                        | AT&T INC REGD 3.80000000                                                                                                          | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7642000 | NS      | $5272470.28    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5841 3.5% 09/01/45                   | FANNIE MAE POOL UMBS P#BM5841 3.50000000                                                                                          | CUSIP: 3140JAP36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1627907 | NS      | $1523877.63    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 12/15/28                | UNITEDHEALTH GROUP INC REGD 3.87500000                                                                                            | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1070000 | NS      | $1020485.03    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA V/R 12/31/49             | CASH COLLATERAL ISDA BPS USD 4.23000000                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -490000 | NS      | $-490000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| GNMA II P#MA4903 5% 12/20/47                  | GINNIE MAE II POOL P#MA4903 5.00000000                                                                                            | CUSIP: 36179TNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      588809 | NS      | $592674.22     | 0.00%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.00% JAN 23                    | G2SF 30YR TBA 3.00% JAN 23     TO BE ANNOUNCED 3.00000000                                                                         | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10613000 | NS      | $9447499.02    | 0.03%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L OSMOSIS BUYER 0% 07/31/28                 | T/L OSMOSIS BUYER LIMITED REGD 0.00000000                                                                                         | CUSIP: 00132UAL8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1049361 | NS      | $986399.64     | 0.00%             | 2028-07-31      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR23                   | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -376 | NC      | $-50501500.00  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| NAVSL 2014-3 A V/R 03/25/83                   | NAVIENT STUDENT LOAN TRUST 2014-3 SER 2014-3 CL A V/R 5.00871000                                                                  | CUSIP: 63938JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212295 | NS      | $205369.05     | 0.00%             | 2083-03-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/24/28                | JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000                                                                                   | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21306000 | NS      | $19273350.93   | 0.07%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                    | CITIGROUP INC REGD V/R 2.56100000                                                                                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14459000 | NS      | $11414868.22   | 0.04%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| OBX 2018-EXP1 1A V/R 04/25/48                 | OBX 2018-EXP1 TRUST SER 2018-EXP1 CL 1A3 V/R REGD 144A P/P 4.00000000                                                             | CUSIP: 67097VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245785 | NS      | $224384.78     | 0.00%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 5.94% 02/12/29/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 5.94000000                                                                                      | CUSIP: P78024AE9<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    10087000 | NS      | $2433216.79    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GOCAP 2021-51A A V/R 05/05/34                 | GOLUB CAPITAL PARTNERS CLO 51M LTD SER 2021-51A CL A V/R REGD 144A P/P 6.08157000                                                 | CUSIP: 381740AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25300000 | NS      | $24311933.80   | 0.09%             | 2034-05-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 03/31/28                   | UNITED STATES TREASURY NOTE 1.25000000                                                                                            | CUSIP: 91282CBS9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   298605000 | NS      | $259529734.84  | 0.94%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRASS 8A A1 V/R 11/16/66                      | BRASS NO 8 PLC SER 8A CL A1 V/R REGD 144A P/P 5.34386000                                                                          | CUSIP: 10554MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      400633 | NS      | $400960.41     | 0.00%             | 2066-11-16      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7512 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#SD7512 3.00000000                                                                                         | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7515863 | NS      | $6698863.27    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 3.35% 03/08/29                | SANDS CHINA LTD REGD 3.10000000                                                                                                   | CUSIP: 80007RAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     2000000 | NS      | $1633904.16    | 0.01%             | 2029-03-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PSTAT 2021-4A A2 V/R 10/15/29                 | PALMER SQUARE LOAN FUNDING 2021-4 LTD SER 2021-4A CL A2 V/R REGD 144A P/P 5.47914000                                              | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | NS      | $1931470.00    | 0.01%             | 2029-10-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 3.125% 10/12/28                | FS KKR CAPITAL CORP REGD 3.12500000                                                                                               | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     7820000 | NS      | $6304246.35    | 0.02%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KINBN 2022- V/R 09/25/62 /EUR/                | KINBANE 2022-RPL 1 DAC SER 2022-RPL1A CL A V/R REGD 144A P/P /EUR/ 2.74400000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    16781676 | NS      | $17138608.99   | 0.06%             | 2062-09-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.73 03/30/32 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-815.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SJETS 2017-1  3.967% 08/15/25                 | S-JETS 2017-1 LTD SER 2017-1 CL A REGD 144A P/P 3.96700000                                                                        | CUSIP: 784309AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    13253006 | NS      | $10271212.51   | 0.04%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/41                | REPUBLIC OF ARGENTINA REGD S/UP 3.50000000                                                                                        | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |    12427204 | NS      | $3505579.04    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCLO 2021-FL3 E V/R 08/15/26                 | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL3 CL E V/R REGD 144A P/P 6.86786000                                       | CUSIP: 03880KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6250000 | NS      | $5446143.75    | 0.02%             | 2034-08-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2743 3% 02/01/34                     | FANNIE MAE POOL UMBS P#FM2743 3.00000000                                                                                          | CUSIP: 3140X6BM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1806320 | NS      | $1707829.12    | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBERBANK (SB C 5.125% 10/29/22/OFAC FAIL/     | SBERBANK (SB CAP SA REGD REG S/OFAC FAIL/ 5.12500000                                                                              | CUSIP: L8084DAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1300000 | NS      | $68250.00      | 0.00%             | 2049-10-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CRSNT 2021-MOON  V/R 04/15/26                 | CRSNT TRUST 2021-MOON SER 2021-MOON CL B V/R REGD 144A P/P 5.52000000                                                             | CUSIP: 22877LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20000000 | NS      | $18765586.00   | 0.07%             | 2036-04-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 4.875% 04/01/30                    | HUMANA INC REGD 4.87500000                                                                                                        | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5815000 | NS      | $5699265.28    | 0.02%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 SP 06/20/2024 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $10975.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE V/R 04/12/25/ARS/                | PROVINCIA DE BUENOS AIRE /ARS/ REGD V/R 73.07784800                                                                               | CUSIP: P1910WXQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |  1284476000 | NS      | $7670671.94    | 0.03%             | 2025-04-12      | Variable      | 73.08%                | No            |                  2 | On Loan: No      |
| UMBS P#FS0957 3% 03/01/52                     | FANNIE MAE POOL UMBS P#FS0957 3.00000000                                                                                          | CUSIP: 3140XGB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274253 | NS      | $240700.24     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 07/15/29                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                                                         | CUSIP: 9128287D6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    41856751 | NS      | $38317685.17   | 0.14%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                    | UNITED STATES TREASURY NOTE 1.50000000                                                                                            | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14846000 | NS      | $12651575.63   | 0.05%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD REG S 5.25000000                                                                                          | CUSIP: X5424XBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     4000000 | NS      | $1600000.00    | 0.01%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6388 2.5% 12/01/51                   | FREDDIE MAC POOL UMBS P#RA6388 2.50000000                                                                                         | CUSIP: 3133KNCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11127020 | NS      | $9515666.19    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ 2022-3A  6.31% 03/25/24                 | HERTZ VEHICLE FINANCING III LLC SER 2022-3A CL D REGD 144A P/P 6.31000000                                                         | CUSIP: 42806MAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8879000 | NS      | $8528621.34    | 0.03%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| DPABS 2018-1A 4.328% 07/25/27                 | DOMINO'S PIZZA MASTER ISSUER LLC SER 2018-1A CL A2II REGD 144A P/P 4.32800000                                                     | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2390400 | NS      | $2210144.72    | 0.01%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 3.75% 07/15/27                | ANTARES HOLDINGS REGD 144A P/P 3.75000000                                                                                         | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    20265000 | NS      | $16382165.00   | 0.06%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CWL 2007-9 2A4 V/R 02/25/36                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.63871000                                                | CUSIP: 12670FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420285 | NS      | $1269490.53    | 0.00%             | 2036-02-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.85% 09/15/51                 | PECO ENERGY CO REGD 2.85000000                                                                                                    | CUSIP: 693304BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2757000 | NS      | $1814683.67    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C12 C V/R 09/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C12 CL C V/R REGD 4.75621300                                           | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | NS      | $852994.35     | 0.00%             | 2046-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08779 3.5% 09/01/47                  | FREDDIE MAC GOLD POOL P#G08779 3.50000000                                                                                         | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4875007 | NS      | $4464163.73    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOYA 2020-1A BR V/R 07/16/34                  | VOYA CLO 2020-1 LTD SER 2020-1A CL BR V/R REGD 144A P/P 5.77914000                                                                | CUSIP: 92918EAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9000000 | NS      | $8694837.00    | 0.03%             | 2034-07-16      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2173 4% 09/01/48                     | FANNIE MAE POOL UMBS P#FM2173 4.00000000                                                                                          | CUSIP: 3140X5MX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106176 | NS      | $101038.49     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                | NOBLE CORP PLC 0.00000000                                                                                                         | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11178 | NS      | $421522.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28                | L3HARRIS TECH INC REGD 4.40000000                                                                                                 | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      961000 | NS      | $919884.42     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | NS      | $8263466.80    | 0.03%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3310 3.5% 12/20/45                | GINNIE MAE II POOL P#MA3310 3.50000000                                                                                            | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      951003 | NS      | $884167.35     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3148 4.5% 11/01/47                   | FANNIE MAE POOL UMBS P#BM3148 4.50000000                                                                                          | CUSIP: 3140J7QA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1315478 | NS      | $1293078.21    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA3  V/R 10/25/33                 | FREDDIE MAC STACR REMIC TRUST 2021-DNA3 SER 2021-DNA3 CL M2 V/R REGD 144A P/P 6.02768000                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7025000 | NS      | $6887830.55    | 0.03%             | 2033-10-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX 2022-CSMO A V/R 06/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 6.45041000                                            | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20460000 | NS      | $20306228.78   | 0.07%             | 2027-06-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4316 4% 01/01/49                     | FANNIE MAE POOL UMBS P#BN4316 4.00000000                                                                                          | CUSIP: 3140JLYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3004785 | NS      | $2900170.08    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HHT 2019-MAUI B V/R 05/15/21                  | HAWAII HOTEL TRUST 2019-MAUI SER 2019-MAUI CL B V/R REGD 144A P/P 5.76786000                                                      | CUSIP: 41975AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1155000 | NS      | $1108610.00    | 0.00%             | 2038-05-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-2 A1 V/R 04/25/57                   | TOWD POINT MORTGAGE TRUST 2017-2 SER 2017-2 CL A1 V/R REGD 144A P/P 2.75000000                                                    | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23792 | NS      | $23485.07      | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY C 5.875% 06/15/28                | DEVON ENERGY CORPORATION REGD SER WI 5.87500000                                                                                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      135000 | NS      | $136536.27     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 12/23/2026                 | T/L ASURION LLC REGD 0.00000000                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      614933 | NS      | $546908.90     | 0.00%             | 2026-12-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2956 3% 04/01/47                     | FANNIE MAE POOL UMBS P#MA2956 3.00000000                                                                                          | CUSIP: 31418CJA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      978837 | NS      | $874610.52     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.52PMXIE 02/27/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-285131.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BM3392 4% 01/01/48                     | FANNIE MAE POOL UMBS P#BM3392 4.00000000                                                                                          | CUSIP: 3140J7XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43532 | NS      | $41642.29      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  6.668% 11/15/39                | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 6.66800000                                                                             | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      140000 | NS      | $144603.63     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.875% 03/17/28                | REPUBLIC OF PANAMA REGD 3.87500000                                                                                                | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     2308000 | NS      | $2168718.64    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.4% 01/15/28                | REALTY INCOME CORP REGD 3.40000000                                                                                                | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3938000 | NS      | $3626189.87    | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/30                | WELLS FARGO & COMPANY REGD V/R MTN 2.87900000                                                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    17525000 | NS      | $14885816.66   | 0.05%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLD 5.75% 01/14/27                | TIMES CHINA HLDG LT REGD REG S 5.75000000                                                                                         | CUSIP: G8879TAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     5214000 | NS      | $841374.94     | 0.00%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAMLL 2016-LD11  V/R 06/17/17                 | BAMLL RE-REMIC TRUST 2016-RRLD11 SER 2016-LD11 CL AJB V/R REGD 144A P/P 5.88206400                                                | CUSIP: 05491JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | NS      | $32500.00      | 0.00%             | 2050-06-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.375% 11/01/23                | GLP CAPITAL LP / FIN II REGD SER WI 5.37500000                                                                                    | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4414000 | NS      | $4398661.35    | 0.02%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGN 2019-5A AR V/R 04/15/35                 | 522 FUNDING CLO 2019-5 LTD SER 2019-5A CL AR V/R REGD 144A P/P 5.19361000                                                         | CUSIP: 33829WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4710000 | NS      | $4520431.92    | 0.02%             | 2035-04-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A3 V/R 02/25/64                 | VERUS SECURITIZATION TRUST 2021-R2 SER 2021-R2 CL A3 V/R REGD 144A P/P 1.22700000                                                 | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2379107 | NS      | $2168770.87    | 0.01%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINAN 3.4% 06/27/26                | BROADRIDGE FINANCIAL SOL REGD 3.40000000                                                                                          | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |      651000 | NS      | $609355.99     | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4512 4.5% 06/20/47                | GINNIE MAE II POOL P#MA4512 4.50000000                                                                                            | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2777592 | NS      | $2723126.70    | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GRO 4.75% 03/30/30                | INTERPUBLIC GROUP COS REGD 4.75000000                                                                                             | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |      703000 | NS      | $663209.16     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 3.8% 11/01/25                | ERAC USA FINANCE LLC REGD 144A P/P 3.80000000                                                                                     | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4605000 | NS      | $4403362.06    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGE WT EX 02/11/27                | INTELSAT EMERGENCE SA WARRANTS  EXPIRE 02/11/2027 0.00000000                                                                      | CUSIP: L5217E112<br>LEI: N/A                  | N/A              | DE               | CORP              | LU        |         943 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30                | CVS HEALTH CORP REGD 3.75000000                                                                                                   | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4075000 | NS      | $3694651.07    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PAN 3.16% 01/23/30                | REPUBLIC OF PANAMA REGD 3.16000000                                                                                                | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     6954000 | NS      | $5980327.83    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/11/28                | SANTANDER UK GROUP HLDGS REGD V/R 2.46900000                                                                                      | CUSIP: 80281LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      800000 | NS      | $683167.52     | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 23                       | FNMA TBA 30YR 3% JAN 23        TO BE ANNOUNCED 3.00000000                                                                         | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -1959000 | NS      | $-1718766.38   | -0.01%            | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIAL 2022-FL8 A V/R 01/19/37                  | RIAL 2022-FL8 ISSUER LTD SER 2022-FL8 CL A V/R REGD 144A P/P 6.57456000                                                           | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     4378000 | NS      | $4268550.00    | 0.02%             | 2037-01-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4152 2% 10/01/40                     | FANNIE MAE POOL UMBS P#MA4152 2.00000000                                                                                          | CUSIP: 31418DTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6212854 | NS      | $5291179.64    | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 04/01/38                | CHARTER COMM OPT LLC/CAP REGD 5.37500000                                                                                          | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | NS      | $815901.10     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNR 2019-119 JE 3% 09/20/49                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-119 CL JE 3.00000000                                                            | CUSIP: 38381YZE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1389943 | NS      | $1243140.36    | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON ING 2.043% 08/16/28                | HUNTINGTON INGALLS INDUS REGD 2.04300000                                                                                          | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      685000 | NS      | $564610.15     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P3  1.93% 01/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2021-P3 SER 2021-P3 CL C REGD 1.93000000                                                           | CUSIP: 14687JAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4125000 | NS      | $3284201.66    | 0.01%             | 2027-10-12      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/20/28                      | BNP PARIBAS REGD V/R 144A P/P 2.59100000                                                                                          | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    15155000 | NS      | $13328859.33   | 0.05%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 1.7% 06/15/26                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 1.70000000                                                                                 | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1598000 | NS      | $1397909.75    | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67710 3.5% 03/01/48                  | FREDDIE MAC GOLD POOL P#G67710 3.50000000                                                                                         | CUSIP: 3132XCR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13454370 | NS      | $12440997.45   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSET 3.375% 02/01/31                | AMERICAN ASSETS TRUST LP REGD 3.37500000                                                                                          | CUSIP: 02401LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10870000 | NS      | $8621904.97    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T/L MEDLINE BORROW 0% 10/23/28                | T/L MEDLINE BORROWER LP REGD 0.00000000                                                                                           | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2736250 | NS      | $2596646.53    | 0.01%             | 2028-10-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 01/15/50                  | AEP TEXAS INC REGD SER H 3.45000000                                                                                               | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2254000 | NS      | $1592348.04    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 23                     | FNMA 30YR TBA 3.5% JAN 23      TO BE ANNOUNCED 3.50000000                                                                         | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -6300000 | NS      | $-5722307.14   | -0.02%            | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH C 3.75% 11/01/46                | RAYTHEON TECH CORP REGD 3.75000000                                                                                                | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3132000 | NS      | $2417305.60    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| READYCAP COMME V/R 10/25/2039                 | READYCAP COMMERCIAL MORTGAGE__  VARIABLE REGD_ 6.87450000                                                                         | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3190464 | NS      | $3172881.15    | 0.01%             | 2039-10-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                  | GINNIE MAE II POOL P#MA5466 4.00000000                                                                                            | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1035380 | NS      | $988122.30     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46                | GINNIE MAE II POOL P#MA3597 3.50000000                                                                                            | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2382207 | NS      | $2221727.28    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE7644 3.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE7644 3.50000000                                                                                         | CUSIP: 3133BHP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40912213 | NS      | $37196190.88   | 0.14%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCW 2020-1A A1RR V/R 04/20/34                 | TCW CLO 2020-1 LTD SER 2020-1A CL A1RR V/R REGD 144A P/P 5.40257000                                                               | CUSIP: 87190CAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8600000 | NS      | $8351528.80    | 0.03%             | 2034-04-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.679% 07/16/30                | NOMURA HOLDINGS INC REGD 2.67900000                                                                                               | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1138000 | NS      | $910022.71     | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                                                   | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6175000 | NS      | $4541642.72    | 0.02%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL  4% 07/14/27                | OLEODUCTO CENTRAL S REGD REG S 4.00000000                                                                                         | CUSIP: P7358RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      675000 | NS      | $595483.75     | 0.00%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/25                | JPMORGAN CHASE & CO REGD V/R 0.82400000                                                                                           | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5635000 | NS      | $5252658.88    | 0.02%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% JAN 23                      | G2SF 30 YR TBA 4% JAN 23       TO BE ANNOUNCED 4.00000000                                                                         | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20682000 | NS      | $19567187.26   | 0.07%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                | BANK OF AMERICA CORP REGD V/R 2.29900000                                                                                          | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16542000 | NS      | $12739107.01   | 0.05%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230214 000001733 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $520.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM7599 3.5% 01/01/51                   | FANNIE MAE POOL UMBS P#FM7599 3.50000000                                                                                          | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13131328 | NS      | $12083146.58   | 0.04%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FASTR 20 2.472% 03/15/24 /CAD/                | FORD AUTO SECURITIZATION TRUST SER 2019-BA CL A3 REGD 144A P/P /CAD/ 2.47200000                                                   | CUSIP: 345213HL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     3200581 | NS      | $2329734.52    | 0.01%             | 2025-02-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BOEING CO 1.433% 02/04/24                     | BOEING CO REGD 1.43300000                                                                                                         | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    16015000 | NS      | $15347289.01   | 0.06%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| FIAOT 2022-1A  3.79% 08/15/26                 | FIRST INVESTORS AUTO OWNER TRUST 2022-1 SER 2022-1A CL D REGD 144A P/P 3.79000000                                                 | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2875000 | NS      | $2602082.58    | 0.01%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.25% 10/02/43                | GENERAL MOTORS CO REGD SER WI 6.25000000                                                                                          | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       65000 | NS      | $60094.35      | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.65% 07/15/42                   | COMCAST CORP REGD 4.65000000                                                                                                      | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      599000 | NS      | $540812.73     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.45% 04/15/42                | PACIFIC GAS & ELECTRIC REGD 4.45000000                                                                                            | CUSIP: 694308GZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7667000 | NS      | $5702562.56    | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIM 2021-NR3 A1 V/R 06/25/57                  | CIM TRUST 2021-NR3 SER 2021-NR3 CL A1 V/R REGD 144A P/P 2.56600000                                                                | CUSIP: 12564UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10982841 | NS      | $10292000.08   | 0.04%             | 2057-06-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HE 4.375% 10/31/29                | OPTION CARE HEALTH INC REGD 144A P/P 4.37500000                                                                                   | CUSIP: 68404LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5500000 | NS      | $4810905.00    | 0.02%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                   | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                                                          | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4311423 | NS      | $3331027.39    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 06/30/27                      | BNP PARIBAS REGD V/R 144A P/P 1.67500000                                                                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17105000 | NS      | $14885751.29   | 0.05%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 1.95% 01/30/26                | AVIATION CAPITAL GROUP REGD 144A P/P 1.95000000                                                                                   | CUSIP: 05369AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5720000 | NS      | $4979707.65    | 0.02%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A4 V/R REGD 4.53871000                                            | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17708300 | NS      | $9517853.42    | 0.03%             | 2036-12-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELI 3.4% 02/15/31                | BOARDWALK PIPELINES LP REGD 3.40000000                                                                                            | CUSIP: 096630AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      726000 | NS      | $607227.74     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN 3.875% 10/22/30                | COUNTRY GARDEN HLDG REGD REG S 3.87500000                                                                                         | CUSIP: G24524BK8<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      300000 | NS      | $157923.31     | 0.00%             | 2030-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1  V/R 03/25/43                 | JP MORGAN MORTGAGE TRUST 2020-INV1 SER 2020-INV1 CL A3 V/R REGD 144A P/P 3.50000000                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      871463 | NS      | $771110.85     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN37 A V/R 10/15/31                 | BANK 2021-BNK37 SER 2021-BN37 CL A5 V/R REGD 2.61800000                                                                           | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      554000 | NS      | $456092.85     | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 4.125% 08/25/27                | REPUBLIC OF PERU REGD 4.12500000                                                                                                  | CUSIP: 715638BU5<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     3831000 | NS      | $3665395.03    | 0.01%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6711 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6711 2.50000000                                                                                          | CUSIP: 3140QEN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1666242 | NS      | $1432804.22    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  3.2% 08/15/29                | GLOBAL PAYMENTS INC REGD 3.20000000                                                                                               | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    20970000 | NS      | $17825577.86   | 0.06%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230214 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90073.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#ZT0179 3.5% 11/01/47                   | FREDDIE MAC POOL UMBS P#ZT0179 3.50000000                                                                                         | CUSIP: 3132ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13303434 | NS      | $12366245.22   | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB2296 2% 08/01/50                     | FREDDIE MAC POOL UMBS P#QB2296 2.00000000                                                                                         | CUSIP: 3133A8RR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      682287 | NS      | $560397.93     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECMC 2019-1A A1B V/R 04/25/30                 | ECMC GROUP STUDENT LOAN TRUST SER 2019-1A CL A1B V/R 144A P/P 5.38871000                                                          | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      804836 | NS      | $786184.27     | 0.00%             | 2069-07-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-HB1 A3 V/R 04/25/29                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLC SER 2004-HB1 CL A3 V/R REGD 3.83830700                                          | CUSIP: 59020UEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300112 | NS      | $269901.38     | 0.00%             | 2029-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3575 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3575 3.00000000                                                                                         | CUSIP: 3133BC6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13784229 | NS      | $12103531.89   | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0617 3.5% 11/01/50                   | FREDDIE MAC POOL UMBS P#SD0617 3.50000000                                                                                         | CUSIP: 3132DMVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2194204 | NS      | $2020333.48    | 0.01%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20230216 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14967.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.375% 03/01/28                   | TEXTRON INC REGD 3.37500000                                                                                                       | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      690000 | NS      | $627577.89     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60125 4.5% 06/01/45                  | FREDDIE MAC GOLD POOL P#G60125 4.50000000                                                                                         | CUSIP: 31335AD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      385531 | NS      | $381712.21     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-2 D 1.59% 12/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2021-2 SER 2021-2 CL D REGD 144A P/P 1.59000000                                                        | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3085000 | NS      | $2747613.29    | 0.01%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS 1.85% 02/15/31                | ELECTRONIC ARTS INC REGD 1.85000000                                                                                               | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      924000 | NS      | $726251.64     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/32                | JPMORGAN CHASE & CO REGD V/R 1.95300000                                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5064000 | NS      | $3873575.79    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4723 6% 07/01/41                     | FANNIE MAE POOL UMBS P#BM4723 6.00000000                                                                                          | CUSIP: 3140J9G96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3010040 | NS      | $3130152.38    | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2022-NXSS  V/R 09/15/27                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2022-NXSS CL A V/R REGD 144A P/P 6.51461000                                          | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2895000 | NS      | $2887716.76    | 0.01%             | 2039-08-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| HP INC 4.2% 04/15/32                          | HP INC REGD 4.20000000                                                                                                            | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      617000 | NS      | $530489.42     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 2.7% 06/01/30                      | NUCOR CORP REGD 2.70000000                                                                                                        | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      737000 | NS      | $624982.33     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 06/20/2024 BOFAUS6NGFX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-14287.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIF 1 A V/R 08/28/39 /EUR/                   | GRIFONAS FINANCE NO 1 PLC SER 1 CL A V/R REGD /EUR/ 1.26400000                                                                    | CUSIP: G4180AAA2<br>LEI: 2138001BQMIKJQ4HNR60 | Long             | ABS-CBDO         | CORP              | GB        |     3164737 | NS      | $3240693.53    | 0.01%             | 2039-08-28      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/45                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                                                         | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4429390 | NS      | $3579083.86    | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2457 3% 04/01/50                     | FREDDIE MAC POOL UMBS P#RA2457 3.00000000                                                                                         | CUSIP: 3133KHWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5256451 | NS      | $4685236.46    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L SOFTBANK 0% 12/21/25                      | T/L SOFTBANK VISION FUND II    REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     9367094 | NS      | $9367093.56    | 0.03%             | 2025-12-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| UMBS P#MA4157 1.5% 10/01/50                   | FANNIE MAE POOL UMBS P#MA4157 1.50000000                                                                                          | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4971189 | NS      | $3840783.25    | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PSTAT 2021-3A A2 V/R 07/20/29                 | PALMER SQUARE LOAN FUNDING 2021-3 LTD SER 2021-3A CL A2 V/R REGD 5.64257000                                                       | CUSIP: 69702BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | NS      | $3894160.00    | 0.01%             | 2029-07-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX 2022-AHP B V/R 01/15/24                    | BX COMMERCIAL MORTGAGE TRUST 2022-AHP SER 2022-AHP CL B V/R REGD 144A P/P 6.17561000                                              | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6753000 | NS      | $6394437.31    | 0.02%             | 2039-01-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-39A B V/R 10/22/34                  | MADISON PARK FUNDING XXXIX LTD SER 2021-39A CL B V/R REGD 144A P/P 5.97457000                                                     | CUSIP: 55821LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25900000 | NS      | $25011785.40   | 0.09%             | 2034-10-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8226 3.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8226 3.50000000                                                                                         | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   118988168 | NS      | $108114466.24  | 0.39%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 3.25% 12/01/26                | DIAMONDBACK ENERGY INC REGD 3.25000000                                                                                            | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    11539000 | NS      | $10732390.90   | 0.04%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ 4.375% 06/12/27                     | NOKIA OYJ REGD 4.37500000                                                                                                         | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     2895000 | NS      | $2733081.38    | 0.01%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07974 5.5% 08/01/41                  | FREDDIE MAC GOLD POOL P#G07974 5.50000000                                                                                         | CUSIP: 3128MAFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3131159 | NS      | $3248110.11    | 0.01%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20230315 000000902 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79795.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.83 12/09/52 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $4191763.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BU8845 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#BU8845 3.50000000                                                                                          | CUSIP: 3140MAZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000002 | NS      | $4545816.42    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH E 3.125% 03/15/51                | COMMONWEALTH EDISON CO REGD SER 130 3.12500000                                                                                    | CUSIP: 202795JT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1722000 | NS      | $1188168.72    | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE8520 3.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#QE8520 3.50000000                                                                                         | CUSIP: 3133BJPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31202233 | NS      | $28372199.20   | 0.10%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRU 4.738% 03/20/25                | SPRINT SPECTRUM / SPEC I REGD 144A P/P 4.73800000                                                                                 | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24818062 | NS      | $24525471.44   | 0.09%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5368 4% 03/01/50                     | FANNIE MAE POOL UMBS P#CA5368 4.00000000                                                                                          | CUSIP: 3140QC6E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2044010 | NS      | $1930237.62    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 2.5% JAN 23                     | FNCI 15YR TBA 2.5% JAN 23      TO BE ANNOUNCED 2.50000000                                                                         | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35615000 | NS      | $32583377.12   | 0.12%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  2.742% 12/31/39                | CHENIERE CORP CHRISTI HD REGD SER WI 2.74200000                                                                                   | CUSIP: 16412XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4853000 | NS      | $3752650.87    | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| FIDELITY INV MMKT GOVT-INST                   | FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000                                                                         | CUSIP: 31607A703<br>LEI: N/A                  | Long             | EC               | RF                | US        |   614184720 | NS      | $614184719.64  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LGATE 2008- V/R 01/01/61 /GBP/                | LUDGATE FUNDING PLC SER 2008-W1X CL A1 V/R REGD REG S /GBP/ 3.93000000                                                            | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-CBDO         | CORP              | GB        |      460038 | NS      | $529300.11     | 0.00%             | 2061-01-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| SASC 2007-WF2 A1 V/R 01/25/15                 | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUS SER 2007-WF2 CL A1 V/R REGD 5.38871000                                        | CUSIP: 86364LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      198973 | NS      | $196122.93     | 0.00%             | 2037-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4570 2% 03/01/42                     | FANNIE MAE POOL UMBS P#MA4570 2.00000000                                                                                          | CUSIP: 31418ECG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13930010 | NS      | $11741911.26   | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L PRIME SECU 0% 9/23/2026                   | T/L PRIME SECURITY SERVICES    BORROWER LLC REGD 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      968416 | NS      | $958828.85     | 0.00%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0334 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN0334 4.00000000                                                                                          | CUSIP: 3140JGLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68953 | NS      | $65746.16      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHACK 2019-14A B V/R 07/20/34                 | SHACKLETON 2019-XIV CLO LTD SER 2019-14A CL BR V/R REGD 144A P/P 6.04257000                                                       | CUSIP: 81880XAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3430000 | NS      | $3288533.08    | 0.01%             | 2034-07-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 3.125% 04/15/31                | REPUBLIC OF COLOMBIA REGD 3.12500000                                                                                              | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      650000 | NS      | $482438.93     | 0.00%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.3% 02/15/30                        | AT&T INC REGD SER * 4.30000000                                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7182000 | NS      | $6762548.07    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 5% 11/24/25                    | MORGAN STANLEY REGD MTN 5.00000000                                                                                                | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8000000 | NS      | $7975885.84    | 0.03%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| F/C AUST 10Y BOND FUT MAR23                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT MAR23 /AUD/ 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         275 | NC      | $21659470.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMLTI 2005-HE3 M V/R 09/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 5.28871000                                                          | CUSIP: 17307GWU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7900000 | NS      | $7213068.93    | 0.03%             | 2035-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FASTR 20 2.763% 06/15/24 /CAD/                | FORD AUTO SECURITIZATION TRUST SER 2020-AA CL C REGD 144A P/P /CAD/ 2.76300000                                                    | CUSIP: 345213JE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      290000 | NS      | $202160.41     | 0.00%             | 2028-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT3 V/R 02/25/27                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT3 V/R 2.97152100                                           | CUSIP: 3137FMUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200354 | NS      | $191923.28     | 0.00%             | 2046-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| DBALT 2005-2 1A1 V/R 04/25/35                 | DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST SERIES  SER 2005-2 CL 1A1 V/R REGD 4.78871000                                   | CUSIP: 251510DH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2784312 | NS      | $2566871.37    | 0.01%             | 2035-04-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| OOMLT 2006-3 1A1 V/R 02/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2006-3 SER 2006-3 CL 1A1 V/R REGD 4.52871000                                                       | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15864654 | NS      | $10559823.21   | 0.04%             | 2037-02-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| POMONA COLLEGE 2.888% 01/01/51                | POMONA COLLEGE REGD SER A 2.88800000                                                                                              | CUSIP: 73211PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3570000 | NS      | $2370678.78    | 0.01%             | 2051-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGI 6.25% 01/15/28                | UBER TECHNOLOGIES INC REGD 144A P/P 6.25000000                                                                                    | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     7305000 | NS      | $7012799.05    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9999 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#BV9999 3.50000000                                                                                          | CUSIP: 3140MQDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      377325 | NS      | $343142.77     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 3.55% 12/01/28                    | NEW YORK NY REGD B/E 3.55000000                                                                                                   | CUSIP: 64966MGQ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     3645000 | NS      | $3369100.47    | 0.01%             | 2028-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HPEFS 2020-1A  2.26% 02/20/30                 | HPEFS EQUIPMENT TRUST 2020-1 SER 2020-1A CL D REGD 144A P/P 2.26000000                                                            | CUSIP: 40438FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | NS      | $1880594.35    | 0.01%             | 2030-02-20      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERAT 4.125% 05/15/29                | BRIXMOR OPERATING PART REGD 4.12500000                                                                                            | CUSIP: 11120VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4342000 | NS      | $3882014.16    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8302 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM8302 4.00000000                                                                                          | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1203985 | NS      | $1143244.57    | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5049 4% 02/01/47                     | FANNIE MAE POOL UMBS P#BM5049 4.00000000                                                                                          | CUSIP: 3140J9TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      934776 | NS      | $895365.97     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3243 3.5% 01/01/38                   | FANNIE MAE POOL UMBS P#MA3243 3.50000000                                                                                          | CUSIP: 31418CS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2008211 | NS      | $1919705.59    | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMAC 2005-FRE1  V/R 10/25/35                 | JP MORGAN MORTGAGE ACQUISITION CORP 2005-FRE1 SER 2005-FRE1 CL M2 V/R REGD 5.03371000                                             | CUSIP: 46626LCD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7044106 | NS      | $5788143.31    | 0.02%             | 2035-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM1779 3% 09/01/46                     | FREDDIE MAC POOL UMBS P#ZM1779 3.00000000                                                                                         | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7117709 | NS      | $6396538.49    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.30 04/07/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $585914.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#CA8642 4% 01/01/51                     | FANNIE MAE POOL UMBS P#CA8642 4.00000000                                                                                          | CUSIP: 3140QGS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239721 | NS      | $226447.00     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL ISDA GLM                      | CASH COLLATERAL ISDA GLM 0.00000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -520000 | NS      | $-520000.00    | -0.00%            | 2049-12-31      | Variable      | 0.00%                 | No            |                  1 | On Loan: No      |
| BERRY GLOBAL I 4.875% 07/15/26                | BERRY GLOBAL INC REGD 144A P/P 4.87500000                                                                                         | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18610000 | NS      | $17916882.46   | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXI 6.875% 08/04/26                | PETROLEOS MEXICANOS REGD MTN 6.87500000                                                                                           | CUSIP: 71654QCB6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      219000 | NS      | $206838.21     | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SGR 2022-2 A1 V/R 08/25/62                    | SG RESIDENTIAL MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 5.35300000                                                | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      446414 | NS      | $438571.17     | 0.00%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| T/L FORMULA ONE 0% 01/15/30                   | T/L FORMULA ONE HOLDINGS LIMITED REGD 0.00000000                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      168078 | NS      | $167867.60     | 0.00%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUS 4.125% 01/28/25                | RELIANCE INDUSTRIES LTD REGD REG S 4.12500000                                                                                     | CUSIP: Y72596BU5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      250000 | NS      | $242800.21     | 0.00%             | 2025-01-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08732 3% 11/01/46                    | FREDDIE MAC GOLD POOL P#G08732 3.00000000                                                                                         | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2988440 | NS      | $2669096.19    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7092 3% 07/01/45                     | FANNIE MAE POOL UMBS P#AL7092 3.00000000                                                                                          | CUSIP: 3138EP3A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2866042 | NS      | $2582594.30    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/51                | WELLS FARGO & COMPANY REGD V/R MTN 5.01300000                                                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3925000 | NS      | $3457437.28    | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4510 3.5% 06/20/47                | GINNIE MAE II POOL P#MA4510 3.50000000                                                                                            | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6942481 | NS      | $6472741.32    | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26                     | BOEING CO REGD 2.19600000                                                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19000000 | NS      | $17262689.97   | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 3.161% 08/15/40                 | SUTTER HEALTH REGD SER 20A 3.16100000                                                                                             | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4700000 | NS      | $3512210.13    | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP02.00 03/15/53 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           1 | NC      | $443178.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 5% 11/15/31                  | CSC HOLDINGS LLC REGD 144A P/P 5.00000000                                                                                         | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1145000 | NS      | $639711.50     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORT 2.875% 06/15/52                | BURLINGTN NORTH SANTA FE REGD 2.87500000                                                                                          | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1006000 | NS      | $670672.03     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0181 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0181 3.00000000                                                                                         | CUSIP: 3133B9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49392 | NS      | $43370.01      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 05/01/24                | VICI PROPERTIES / NOTE REGD 144A P/P 5.62500000                                                                                   | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6145000 | NS      | $6085147.70    | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 5.875% 11/15/28                   | NETFLIX INC REGD 5.87500000                                                                                                       | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    10972000 | NS      | $11120451.16   | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4782 3.5% 10/01/52                   | FANNIE MAE POOL UMBS P#MA4782 3.50000000                                                                                          | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166215 | NS      | $151053.73     | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1463 4% 05/01/51                     | FANNIE MAE POOL UMBS P#FS1463 4.00000000                                                                                          | CUSIP: 3140XGTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24191428 | NS      | $23067197.10   | 0.08%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 1.875% 02/28/31                | CVS HEALTH CORP REGD 1.87500000                                                                                                   | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1464000 | NS      | $1148366.59    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T/L CDK GLOBAL INC0% 06/08/29                 | T/L CDK GLOBAL INC REGD 0.00000000                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2900242 | NS      | $2870572.36    | 0.01%             | 2029-06-08      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-NQM3 A V/R 09/25/67                 | MFA 2022-NQM3 TRUST SER 2022-NQM3 CL A1 V/R REGD 144A P/P 5.57000000                                                              | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21351610 | NS      | $20942423.50   | 0.08%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS I 7.875% 05/01/29                | MICHAELS COS INC/THE REGD 144A P/P 7.87500000                                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    11145000 | NS      | $7446735.48    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  1.985% 08/19/28                | ATHENE GLOBAL FUNDING REGD 144A P/P 1.98500000                                                                                    | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    12230000 | NS      | $9839921.31    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 4.3% 04/06/29                | GENERAL MOTORS FINL CO REGD 4.30000000                                                                                            | CUSIP: 37045XDV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2867000 | NS      | $2567988.82    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/R 4.5% 11/01/23                | ENRGY TRANS LP/REG FIN REGD 4.50000000                                                                                            | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1373000 | NS      | $1362958.48    | 0.00%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M4 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M4 V/R REGD 5.31871000                                                               | CUSIP: 35729PKU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6748528 | NS      | $5611660.18    | 0.02%             | 2035-07-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENT 7.25% 06/15/26                | AZUL INVESTMENTS LLP REGD 144A P/P 7.25000000                                                                                     | CUSIP: 05502FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | NS      | $129677.99     | 0.00%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINA 0% 06/30/25                  | T/L LEALAND FINANCE COMPANY    B V REGD 0.00000000                                                                                | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      631149 | NS      | $330450.67     | 0.00%             | 2025-06-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| OCT17 2013-1A BR V/R 01/25/31                 | OCTAGON INVESTMENT PARTNERS XVII LTD SER 2013-1A CL BR2 V/R REGD 144A P/P 5.75843000                                              | CUSIP: 67590GBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | NS      | $2421220.00    | 0.01%             | 2031-01-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA 1.94% 01/22/41                 | MVW 2021-1W LLC SER 2021-1WA CL C REGD 144A P/P 1.94000000                                                                        | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      624758 | NS      | $560708.76     | 0.00%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AFHT 2019-FAIR C V/R 09/15/21                 | AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR SER 2019-FAIR CL C V/R REGD 144A P/P 5.76800000                                             | CUSIP: 05223HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | NS      | $5319899.20    | 0.02%             | 2032-09-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 4.1% 09/18/34                | PIEDMONT NATURAL GAS CO REGD 4.10000000                                                                                           | CUSIP: 720186AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | NS      | $34187.62      | 0.00%             | 2034-09-18      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31                    | CENTENE CORP REGD 2.50000000                                                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    14567000 | NS      | $11398285.79   | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-B A3 V/R 03/15/33                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2003-B SER 2003-B CL A3 V/R REGD 2.80594500                                                 | CUSIP: 78443CAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1454000 | NS      | $1424184.28    | 0.01%             | 2033-03-15      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0732 2% 09/01/51                     | FREDDIE MAC POOL UMBS P#SD0732 2.00000000                                                                                         | CUSIP: 3132DMY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2548384 | NS      | $2090119.00    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PA 4.8% 06/15/44                | INTERNATIONAL PAPER CO REGD 4.80000000                                                                                            | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      767000 | NS      | $662366.81     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4803 3.5% 11/01/52                   | FANNIE MAE POOL UMBS P#MA4803 3.50000000                                                                                          | CUSIP: 31418EKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500000 | NS      | $454395.37     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO7256 3% 01/01/35                     | FANNIE MAE POOL UMBS P#BO7256 3.00000000                                                                                          | CUSIP: 3140K3B27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983173 | NS      | $922644.37     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A19 V/R REGD 144A P/P 4.00000000                                                  | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209736 | NS      | $192371.96     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 05/01/47                | CHARTER COMM OPT LLC/CAP REGD SER WI 5.37500000                                                                                   | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18524000 | NS      | $14531013.79   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 4.45% 06/15/29                 | NRG ENERGY INC REGD 144A P/P 4.45000000                                                                                           | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     5885000 | NS      | $5204389.69    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FLAT 2019-1A AR V/R 11/16/34                  | FLATIRON CLO 19 LTD SER 2019-1A CL AR V/R REGD 144A P/P 5.72386000                                                                | CUSIP: 33883JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | NS      | $488345.50     | 0.00%             | 2034-11-16      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| SHNTN 2015-1A  4.75% 11/15/27                 | SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000                                                       | CUSIP: 82321UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      964731 | NS      | $738028.89     | 0.00%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARC 2022-RPL1  S/UP 02/25/26                 | BARCLAYS MORTGAGE TRUST 2022-RPL1 SER 2022-RPL1 CL A S/UP REGD 144A P/P 4.25000000                                                | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6239158 | NS      | $6144706.17    | 0.02%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ELFI 2021-A B V/R 12/26/46                    | ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL B V/R REGD 144A P/P 2.09000000                                                | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510546 | NS      | $437014.28     | 0.00%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 4.125% 05/01/24                 | AIRCASTLE LTD REGD 4.12500000                                                                                                     | CUSIP: 00928QAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5440000 | NS      | $5258571.65    | 0.02%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP 5.5% 01/25/23                    | NAVIENT CORP REGD MTN 5.50000000                                                                                                  | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2994870.00    | 0.01%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  2.35% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL C REGD 144A P/P 2.35000000                                                | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3030000 | NS      | $2505635.78    | 0.01%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48                  | GINNIE MAE II POOL P#MA5528 4.00000000                                                                                            | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402802 | NS      | $385484.36     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAAC 2006-RP4 M1 V/R 01/25/46                 | RAAC SERIES 2006-RP4 TRUST SER 2006-RP4 CL M1 V/R REGD 4.93871000                                                                 | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9038330 | NS      | $8786736.30    | 0.03%             | 2046-01-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  3.6% 02/01/23                | ENERGY TRANSFER LP REGD 3.60000000                                                                                                | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3072000 | NS      | $3066095.16    | 0.01%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY  6.75% 11/15/39                | CENOVUS ENERGY INC REGD 6.75000000                                                                                                | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      890000 | NS      | $923430.45     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HAROT 2020-3 A 0.37% 11/20/23                 | HONDA AUTO RECEIVABLES 2020-3 OWNER TRUST SER 2020-3 CL A3 REGD 0.37000000                                                        | CUSIP: 43813KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3756830 | NS      | $3674745.36    | 0.01%             | 2024-10-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 04/20/33                | REPUBLIC OF COLOMBIA REGD 8.00000000                                                                                              | CUSIP: 195325EF8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      895000 | NS      | $897235.26     | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.484% 10/23/45                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.48400000                                                                                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      343000 | NS      | $309308.51     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN S 6.875% 03/21/23                | DAR AL-ARKAN SUKUK CO LT REGD REG S 6.87500000                                                                                    | CUSIP: G26588AA4<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | SA        |      225000 | NS      | $224149.50     | 0.00%             | 2023-03-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EURO 35A A V/R 04/22/22 /EUR/                 | EOS EUROPEAN LOAN CONDUIT NO 35 DAC SER 35A CL A V/R REGD 144A P/P /EUR/ 2.50200000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       11372 | NS      | $12150.08      | 0.00%             | 2029-04-23      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 E 2.577% 09/17/29                  | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000                                                    | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      773132 | NS      | $590315.89     | 0.00%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD 144A P/P 3.87500000                                                                                          | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    24365000 | NS      | $20564910.34   | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4280 1.5% 03/01/51                   | FANNIE MAE POOL UMBS P#MA4280 1.50000000                                                                                          | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5760128 | NS      | $4447580.53    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DWOLF 2017-1A BR V/R 10/15/30                 | DEWOLF PARK CLO LTD SER 2017-1A CL BR V/R REGD 144A P/P 5.52914000                                                                | CUSIP: 25211AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12235000 | NS      | $11886730.73   | 0.04%             | 2030-10-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WP 4.247% 07/05/23                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL AFX REGD 144A P/P 4.24750000                                       | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      965000 | NS      | $901410.07     | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8907.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 2.25% 01/15/29                | CHARTER COMM OPT LLC/CAP REGD 2.25000000                                                                                          | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1626000 | NS      | $1308730.46    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 23                     | FNMA 30YR TBA 4.0% JAN 23      TO BE ANNOUNCED 4.00000000                                                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   202582000 | NS      | $189953025.97  | 0.69%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/21/36                | BANK OF AMERICA CORP REGD V/R 2.48200000                                                                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11315000 | NS      | $8313813.02    | 0.03%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2023 BNPAFRPPXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-8548.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM 2021-INV1 A8 V/R 04/25/28                 | CIM TRUST 2021-INV1 SER 2021-INV1 CL A8 V/R REGD 144A P/P 2.50000000                                                              | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3479950 | NS      | $2997331.70    | 0.01%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R 2.52200000                                                                                           | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10031000 | NS      | $8208235.49    | 0.03%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN 5.625% 04/01/30                | ANGLO AMERICAN CAPITAL REGD 144A P/P 5.62500000                                                                                   | CUSIP: 034863AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4193000 | NS      | $4162542.05    | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6863 2% 04/01/51                     | FANNIE MAE POOL UMBS P#FM6863 2.00000000                                                                                          | CUSIP: 3140XATV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2526191 | NS      | $2080393.78    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.75% 12/15/26                 | EPR PROPERTIES REGD 4.75000000                                                                                                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      140000 | NS      | $125792.47     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2708 4% 05/01/48                     | FANNIE MAE POOL UMBS P#CA2708 4.00000000                                                                                          | CUSIP: 3140QAAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      227563 | NS      | $217298.23     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20230104 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $816096.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2024 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-4383.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/29/25                | GOLDMAN SACHS GROUP INC REGD V/R 3.27200000                                                                                       | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6686000 | NS      | $6442818.95    | 0.02%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-3 A1 S/UP 02/25/67                 | VERUS SECURITIZATION TRUST 2022-3 SER 2022-3 CL A1 S/UP REGD 144A P/P 4.13000000                                                  | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22869407 | NS      | $21588289.95   | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7241 2% 04/01/51                     | FANNIE MAE POOL UMBS P#BR7241 2.00000000                                                                                          | CUSIP: 3140L6BK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1356975 | NS      | $1120017.54    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 4.625% 10/01/28                | AIR LEASE CORP REGD SER 10Y 4.62500000                                                                                            | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       30000 | NS      | $28060.22      | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  MAR23                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  MAR23 /EUR/ 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -325 | NC      | $-46245847.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORA 3.25% 01/15/28                | MOODY'S CORPORATION REGD SER WI 3.25000000                                                                                        | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     1029000 | NS      | $948492.77     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7597 2.5% 11/01/50                   | FANNIE MAE POOL UMBS P#CA7597 2.50000000                                                                                          | CUSIP: 3140QFNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3767309 | NS      | $3263594.14    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDO 2021-A A3 0.3% 04/15/24                 | FORD CREDIT AUTO OWNER TRUST 2021-A SER 2021-A CL A3 REGD 0.30000000                                                              | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13346124 | NS      | $12964104.13   | 0.05%             | 2025-08-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0996 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#CA0996 3.50000000                                                                                          | CUSIP: 3140Q8DA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3599354 | NS      | $3335350.71    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.591% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E1 REGD 144A P/P 2.59100000                                                 | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3970000 | NS      | $3055603.40    | 0.01%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-OPT1  V/R 02/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-OPT1 CL M1 V/R REGD 5.01871000                                                         | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1779236 | NS      | $1635570.77    | 0.01%             | 2035-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/20/32                   | MORGAN STANLEY REGD V/R MTN 2.51100000                                                                                            | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11540000 | NS      | $9030756.83    | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV C V/R 07/15/23                  | CSMC 2021-ADV SER 2021-ADV CL C V/R REGD 144A P/P 6.61800000                                                                      | CUSIP: 12660WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | NS      | $3027986.28    | 0.01%             | 2038-07-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230321 000011091 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $601270.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRFC 2021-1A B 1.34% 11/20/37                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL B REGD 144A P/P 1.34000000                                         | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2036656 | NS      | $1862696.14    | 0.01%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR23                   | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        1330 | NC      | $166707187.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FM7973 4% 05/01/50                     | FANNIE MAE POOL UMBS P#FM7973 4.00000000                                                                                          | CUSIP: 3140XB2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1831812 | NS      | $1745949.02    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/O 5.125% 04/30/31                | ORGANON & CO/ORG REGD 144A P/P 5.12500000                                                                                         | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $865880.25     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C A2A 3.63% 10/15/27                 | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL A2A REGD 144A P/P 3.63000000                                                | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6889102 | NS      | $6475406.49    | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1572 3% 09/01/48                     | FANNIE MAE POOL UMBS P#FM1572 3.00000000                                                                                          | CUSIP: 3140X4XA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      820803 | NS      | $735467.35     | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INGIM 2013-2A A1 V/R 04/25/31                 | VOYA CLO 2013-2 LTD SER 2013-2A CL A1R V/R REGD 144A P/P 5.29161000                                                               | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | NS      | $1966840.00    | 0.01%             | 2031-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.66 04/04/24 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $55519.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 4.6% 05/23/29                | MOTOROLA SOLUTIONS INC REGD 4.60000000                                                                                            | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1196000 | NS      | $1138266.26    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T/L ELEMENT MAT 0% 4/12/29                    | T/L ELEMENT MATERIALS          TECHNOLOGY GROUP US HOLDINGS   INC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      614921 | NS      | $599548.39     | 0.00%             | 2029-04-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/33                | WELLS FARGO & COMPANY REGD V/R MTN 4.89700000                                                                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14069000 | NS      | $13358981.47   | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                                                         | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      985437 | NS      | $865717.64     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES 2021-59A A V/R 04/25/34                  | ARES LIX CLO LTD SER 2021-59A CL A V/R REGD 144A P/P 5.38843000                                                                   | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6590000 | NS      | $6401651.21    | 0.02%             | 2034-04-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 02/15/24                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                                                            | CUSIP: 694308HG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2914000 | NS      | $2853749.64    | 0.01%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7031 4% 01/01/51                     | FANNIE MAE POOL UMBS P#FM7031 4.00000000                                                                                          | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9329290 | NS      | $8861239.23    | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 07/20/45                | CVS HEALTH CORP REGD 5.12500000                                                                                                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4386000 | NS      | $3997421.45    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 4.663% 02/15/30                | MICRON TECHNOLOGY INC REGD 4.66300000                                                                                             | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    15005000 | NS      | $13609150.87   | 0.05%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC 6% 12/01/40                   | CLECO POWER LLC REGD 6.00000000                                                                                                   | CUSIP: 185508AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $943059.14     | 0.00%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD B V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL B V/R REGD 144A P/P 6.45000000                                                                 | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2830000 | NS      | $2607961.60    | 0.01%             | 2038-12-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20230110 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1457814.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T/L ICON LUXEMBOU 0% 07/03/28                 | T/L ICON LUXEMBOURG S.A.R.L.   REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      170476 | NS      | $169815.96     | 0.00%             | 2028-07-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA 4.5% 01/26/50                | MINERA MEXICO SA DE CV REGD REG S 4.50000000                                                                                      | CUSIP: P6777MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | NS      | $151000.00     | 0.00%             | 2050-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20230104 000000902 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $260788.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP01.87 09/28/53 CITIBANK FLOAT                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $6537699.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRYO2 05.000 BP 12/20/2025 GOLDUS33XXX FIXED                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $61982.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AQ7277 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#AQ7277 3.50000000                                                                                          | CUSIP: 3138MPCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      739467 | NS      | $690483.87     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625% 08/01/31                  | CENTENE CORP REGD 2.62500000                                                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5600000 | NS      | $4400480.00    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2813 3% 04/01/48                     | FANNIE MAE POOL UMBS P#FM2813 3.00000000                                                                                          | CUSIP: 3140X6DT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11219075 | NS      | $10202246.99   | 0.04%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CEDF 2019-10A BR V/R 10/20/32                 | CEDAR FUNDING X CLO LTD SER 2019-10A CL BR V/R REGD 144A P/P 5.84257000                                                           | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5430000 | NS      | $5220684.36    | 0.02%             | 2032-10-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ABFC 2005-WMC1 M V/R 06/25/35                 | ABFC 2005-WMC1 TRUST SER 2005-WMC1 CL M3 V/R REGD 5.12371000                                                                      | CUSIP: 04542BPF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4430407 | NS      | $4226401.29    | 0.02%             | 2035-06-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4960 3.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB4960 3.50000000                                                                                          | CUSIP: 3140QQQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4977563 | NS      | $4523574.74    | 0.02%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2024 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-7301.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE  1.625% 09/16/28                | GUARDIAN LIFE GLOB FUND REGD 144A P/P 1.62500000                                                                                  | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4168339.35    | 0.02%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPIT 2.875% 06/11/28                | OWL ROCK CAPITAL CORP REGD 2.87500000                                                                                             | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     7985000 | NS      | $6269616.87    | 0.02%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 06/18/29                | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                                                            | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6134000 | NS      | $5718722.19    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.9% 04/01/29                | EXTRA SPACE STORAGE LP REGD 3.90000000                                                                                            | CUSIP: 30225VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1870000 | NS      | $1675037.71    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 02/15/28                | VICI PROPERTIES LP REGD 4.75000000                                                                                                | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3856000 | NS      | $3658062.57    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.4% 04/01/33                | CHARTER COMM OPT LLC/CAP REGD 4.40000000                                                                                          | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | NS      | $3508202.56    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE G 2.35% 07/14/26                | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 2.35000000                                                                                 | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $920015.47     | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BSMF 2007-AR4 2A V/R 04/25/37                 | BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR4 SER 2007-AR4 CL 2A1 V/R REGD 4.59871000                                              | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8887977 | NS      | $7982010.11    | 0.03%             | 2037-06-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL 5.5% 12/15/24                | AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000                                                                                   | CUSIP: 05369AAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | NS      | $3830714.24    | 0.01%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31                | DIAMONDBACK ENERGY INC REGD 3.12500000                                                                                            | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3525000 | NS      | $2918915.48    | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230512 000011091 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $195226.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JAN 23                       | FNMA 30YR TBA 5% JAN 23        TO BE ANNOUNCED 5.00000000                                                                         | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   388513000 | NS      | $382771325.67  | 1.39%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8571 5.5% 03/01/40                   | FANNIE MAE POOL UMBS P#AL8571 5.50000000                                                                                          | CUSIP: 3138ETQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      905511 | NS      | $934224.78     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L SS&C TECHNOLOG 0% 04/16/25                | T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 0.00000000                                                                                | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      226652 | NS      | $222465.91     | 0.00%             | 2025-04-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG 0.55% 01/22/24                | NATIONWIDE BLDG SOCIETY REGD 144A P/P 0.55000000                                                                                  | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    16400000 | NS      | $15583303.62   | 0.06%             | 2024-01-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 A V/R 06/16/26                   | MF1 2021-FL6 LTD SER 2021-FL6 CL A V/R REGD 5.42629000                                                                            | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16219000 | NS      | $15582485.35   | 0.06%             | 2036-07-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| IXIS 2005-HE2 M5 V/R 09/25/35                 | IXIS REAL ESTATE CAPITAL TRUST 2005-HE2 SER 2005-HE2 CL M5 V/R REGD 5.36371000                                                    | CUSIP: 45071KBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4408083 | NS      | $4277714.42    | 0.02%             | 2035-09-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| OOMLT 2007-4 2A2 V/R 04/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2007-4 SER 2007-4 CL 2A2 V/R REGD 4.56871000                                                       | CUSIP: 68403FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14532055 | NS      | $8457206.85    | 0.03%             | 2037-04-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 3.75% 03/15/25                      | WRKCO INC REGD SER WI 3.75000000                                                                                                  | CUSIP: 96145DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | NS      | $788210.16     | 0.00%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7903 3.5% 08/01/52                   | FANNIE MAE POOL UMBS P#BV7903 3.50000000                                                                                          | CUSIP: 3140MMX94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6999996 | NS      | $6362659.92    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH0824 4% 05/01/47                     | FANNIE MAE POOL UMBS P#BH0824 4.00000000                                                                                          | CUSIP: 3140GN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14970 | NS      | $14248.44      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4511 4% 06/20/47                  | GINNIE MAE II POOL P#MA4511 4.00000000                                                                                            | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      966292 | NS      | $927694.04     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHC 4.375% 06/15/28                | MOLINA HEALTHCARE INC REGD 144A P/P 4.37500000                                                                                    | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    10418000 | NS      | $9507362.62    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS  1.217% 12/06/23                | GOLDMAN SACHS GROUP INC REGD 1.21700000                                                                                           | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    20000000 | NS      | $19306276.20   | 0.07%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3468 4.5% 09/01/48                   | FANNIE MAE POOL UMBS P#MA3468 4.50000000                                                                                          | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1076694 | NS      | $1053452.43    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGIN 8.5% 08/15/27                | TRIVIUM PACKAGING FIN REGD 144A P/P 8.50000000                                                                                    | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | NS      | $917524.91     | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GSM 2021-IIIA A1 V/R 04/15/34                 | GULF STREAM MERIDIAN 3 LTD SER 2021-IIIA CL A1 V/R REGD 144A P/P 5.39914000                                                       | CUSIP: 402512AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | NS      | $3129689.60    | 0.01%             | 2034-04-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GMALT 2021-1 D 1.01% 10/20/23                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-1 SER 2021-1 CL D REGD 1.01000000                                                      | CUSIP: 36261RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3055000 | NS      | $2951818.29    | 0.01%             | 2025-07-21      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| FCRT 2021-2 D 1.92% 05/15/26                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL D REGD 144A P/P 1.92000000                                    | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3280000 | NS      | $2970139.06    | 0.01%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0922 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0922 3.00000000                                                                                          | CUSIP: 3140MEAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      478134 | NS      | $419657.03     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.75% 08/15/47                | DTE ELECTRIC CO REGD 3.75000000                                                                                                   | CUSIP: 23338VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1237000 | NS      | $966979.95     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/16/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796YL7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    80935000 | PA      | $80263806.05   | 0.29%             | 2023-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30                | FIDELITY NATL FINANCIAL REGD 3.40000000                                                                                           | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     5874000 | NS      | $4958113.70    | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/22/28                | HSBC HOLDINGS PLC REGD V/R 2.01300000                                                                                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26400000 | NS      | $22065266.26   | 0.08%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2027 MYC LONG                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-12822.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 05/30/25                 | T/L TRANSDIGM INC REGD 0.00000000                                                                                                 | CUSIP: 89364MBQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    25762132 | NS      | $25458396.49   | 0.09%             | 2025-05-30      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANC 3.25% 06/02/30                | FERGUSON FINANCE PLC REGD 144A P/P 3.25000000                                                                                     | CUSIP: 314890AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1720000 | NS      | $1458322.81    | 0.01%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.85% 08/01/29                | SOUTHERN CAL EDISON REGD 2.85000000                                                                                               | CUSIP: 842400GS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      802000 | NS      | $697023.37     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WMALT 2007-2 2A 5.5% 04/25/37                 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2007-2 CL 2A1 REGD 5.50000000                                      | CUSIP: 93936HAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4990501 | NS      | $4675500.84    | 0.02%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-2A  4.89% 01/15/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 4.89000000                                                 | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36849000 | NS      | $35971102.05   | 0.13%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5398 4% 08/20/48                  | GINNIE MAE II POOL P#MA5398 4.00000000                                                                                            | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1795265 | NS      | $1720437.28    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.6% 06/15/43                | PACIFIC GAS & ELECTRIC REGD 4.60000000                                                                                            | CUSIP: 694308HD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1248000 | NS      | $942654.81     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MFT 2021-3A C 1.81% 10/15/25                  | MARLETTE FUNDING TRUST 2021-3 SER 2021-3A CL C REGD 144A P/P 1.81000000                                                           | CUSIP: 57108QAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2145000 | NS      | $1920644.80    | 0.01%             | 2031-12-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| MSAC 2005-WMC2 V/R 02/25/35                   | MORGAN STANLEY ABS CAPITAL I__  2005-WMC2 M4 V/R REGD 5.31871000                                                                  | CUSIP: 61744CNU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1568504 | NS      | $1395385.63    | 0.01%             | 2035-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP L V/R 01/14/33                | MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 2.87100000                                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    14785000 | NS      | $11342796.22   | 0.04%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 5.95% 08/15/52                | GLOBAL PAYMENTS INC REGD 5.95000000                                                                                               | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     7262000 | NS      | $6566016.75    | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.8% 02/15/28                | CROWN CASTLE INC REGD 3.80000000                                                                                                  | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4364000 | NS      | $4055754.84    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP01.77 07/24/53 CITIBANK FLOAT                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $5696873.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.30 04/07/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $572872.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.7% 05/01/32                | UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000                                                                                   | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      822608 | NS      | $663742.24     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CWL 2006-20 2A4 V/R 09/25/35                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.61871000                                               | CUSIP: 12667HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20739000 | NS      | $18600209.74   | 0.07%             | 2047-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.25% 08/01/23                | PACIFIC GAS & ELECTRIC REGD 4.25000000                                                                                            | CUSIP: 694308JB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20431000 | NS      | $20326845.42   | 0.07%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CWL 2005-9 M2 V/R 01/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-9 SER 2005-9 CL M2 V/R REGD 5.36371000                                                 | CUSIP: 1266736F4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4492868 | NS      | $4319676.52    | 0.02%             | 2036-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 02/01/30                   | COMCAST CORP REGD 2.65000000                                                                                                      | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3935000 | NS      | $3404242.12    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.25% 02/01/32                       | AT&T INC REGD 2.25000000                                                                                                          | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2559000 | NS      | $2005799.45    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEB 0.6% 07/23/25                | PROVINCE OF QUEBEC REGD 0.60000000                                                                                                | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |     7535000 | NS      | $6825105.50    | 0.02%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FHMS KLU1 X1 V/R 01/25/31                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.77405400                                             | CUSIP: 3137FMCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   248430117 | NS      | $5435551.59    | 0.02%             | 2031-01-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETI 4.125% 05/03/28                | NATURA COSMETICOS SA REGD 144A P/P 4.12500000                                                                                     | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     5270000 | NS      | $4300372.70    | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.1% 02/15/30                | HEALTHCARE RLTY HLDGS LP REGD 3.10000000                                                                                          | CUSIP: 42225UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4831000 | NS      | $4033711.81    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ0814 3.5% 07/01/45                   | FANNIE MAE POOL UMBS P#AZ0814 3.50000000                                                                                          | CUSIP: 3138YR3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1019076 | NS      | $948245.59     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 5.65% 03/16/52                | BAT CAPITAL CORP REGD 5.65000000                                                                                                  | CUSIP: 05526DBV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12453000 | NS      | $10265122.72   | 0.04%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R14.485PCETIP 01/02/24 GSISW LONG                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $14383.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSP 2016-10A A1R V/R 04/20/34                 | BENEFIT STREET PARTNERS CLO X LTD SER 2016-10A CL A1RR V/R REGD 144A P/P 5.45257000                                               | CUSIP: 08181LAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12795000 | NS      | $12462099.69   | 0.05%             | 2034-04-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3832 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3832 3.00000000                                                                                         | CUSIP: 3133BDHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1462653 | NS      | $1283612.30    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSH 4.5% 06/15/29                | MARRIOTT OWNERSHIP RESOR REGD 144A P/P 4.50000000                                                                                 | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | NS      | $618071.56     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.5% 02/15/27                         | HCA INC REGD 4.50000000                                                                                                           | CUSIP: 404119BU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6018000 | NS      | $5800010.41    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCIN 5.75% 08/15/29                | ALTICE FINANCING SA REGD 144A P/P 5.75000000                                                                                      | CUSIP: 02154CAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7503000 | NS      | $5901581.21    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD 6.95000000                                                                                            | CUSIP: 715638BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     1183000 | NS      | $293309.05     | 0.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3590 4% 02/01/39                     | FANNIE MAE POOL UMBS P#MA3590 4.00000000                                                                                          | CUSIP: 31418C7C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88704 | NS      | $84532.49      | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4654 3.5% 07/01/52                   | FANNIE MAE POOL UMBS P#MA4654 3.50000000                                                                                          | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3306439 | NS      | $3005267.80    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SRFC 2019-3A C 3% 08/20/36                    | SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC SER 2019-3A CL C REGD 144A P/P 3.00000000                                         | CUSIP: 82652NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676136 | NS      | $636453.83     | 0.00%             | 2036-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                      | INTEL CORP REGD 4.90000000                                                                                                        | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      859000 | NS      | $759919.13     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.75% 08/18/55                     | ECOLAB INC REGD SER WI 2.75000000                                                                                                 | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      680000 | NS      | $405782.96     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.75% 10/21/26/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 0.00000000                                                                                  | CUSIP: P17625AE7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      120000 | NS      | $10200.00      | 0.00%             | 2026-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING 4.125% 01/12/28                | ATHENE HOLDING LTD REGD 4.12500000                                                                                                | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    11630000 | NS      | $10658256.98   | 0.04%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IMM 2004-7 2A V/R 11/25/34                    | IMPAC CMB TRUST SERIES 2004-7 SER 2004-7 CL 2A V/R REGD 5.02871000                                                                | CUSIP: 45254NKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1821691 | NS      | $1753078.99    | 0.01%             | 2034-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                                                           | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12028000 | NS      | $9810074.81    | 0.04%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW0161 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW0161 3.00000000                                                                                          | CUSIP: 3140MRFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      395937 | NS      | $347651.87     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYMP 2016-17A AR V/R 04/15/28                 | SYMPHONY CLO XVII LTD SER 2016-17A CL AR V/R REGD 144A P/P 4.95914000                                                             | CUSIP: 87165UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1812067 | NS      | $1796780.39    | 0.01%             | 2028-04-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US168863CF36 01.000 BP 12/20/2027 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $771.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BN8997 2% 03/01/51                     | FANNIE MAE POOL UMBS P#BN8997 2.00000000                                                                                          | CUSIP: 3140JR7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2187578 | NS      | $1797451.70    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.35% 08/12/28/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 6.35000000                                                                                   | CUSIP: 715638BV3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    12544000 | NS      | $3137952.73    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GNRT 5A A V/R 10/22/31                        | GENERATE CLO 5 LTD SER 5A CL A V/R REGD 144A P/P 5.50457000                                                                       | CUSIP: 98625LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | NS      | $491433.00     | 0.00%             | 2031-10-22      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A2 V/R 04/25/66                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A2 V/R REGD 144A P/P 1.20900000                                              | CUSIP: 24381WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2109312 | NS      | $1738513.70    | 0.01%             | 2066-04-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TR 3.5% 01/15/28                | TEXAS EASTERN TRANSMISSI REGD 144A P/P 3.50000000                                                                                 | CUSIP: 882384AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3771000 | NS      | $3427829.04    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.965PCETIP 01/02/24 CITBK LONG                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $7087.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC 4.75% 03/15/44                      | AETNA INC REGD 4.75000000                                                                                                         | CUSIP: 00817YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      966000 | NS      | $850642.73     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP09.25 09/17/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-60221.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMS 2022-ECI A V/R 08/15/24                  | GS MORTGAGE SECURITIES CORP TRUST 2022-AGSS SER 2022-ECI CL A V/R REGD 144A P/P 6.53050000                                        | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740000 | NS      | $1720123.11    | 0.01%             | 2039-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| OMFIT 2020-1A  4.83% 10/16/23                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A SER 2020-1A CL B REGD 144A P/P 4.83000000                                                 | CUSIP: 68269LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2425000 | NS      | $2408555.59    | 0.01%             | 2032-05-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 5.95% 11/15/52                | DUKE ENERGY FLORIDA LLC REGD 5.95000000                                                                                           | CUSIP: 26444HAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | NS      | $218181.74     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48                | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                                                          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6256000 | NS      | $5121725.51    | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2054 2% 11/01/51                     | FANNIE MAE POOL UMBS P#CB2054 2.00000000                                                                                          | CUSIP: 3140QMH80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5019296 | NS      | $4125644.67    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 4.4% 07/15/44                | BAYER US FINANCE II LLC REGD 144A P/P 4.40000000                                                                                  | CUSIP: 07274NBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6355000 | NS      | $5009001.34    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                                                         | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5396057 | NS      | $4738261.19    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2021-2A D 1.42% 06/15/25                 | GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.42000000                                                | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5235000 | NS      | $4749282.57    | 0.02%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHA 5.45% 05/15/30                | INDONESIA ASAHAN ALUMINI REGD 144A P/P 5.45000000                                                                                 | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1400000 | NS      | $1333500.00    | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.25% 10/01/29                 | AIR LEASE CORP REGD 3.25000000                                                                                                    | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1250000 | NS      | $1064344.64    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 4.3% 02/01/30                | WESTERN MIDSTREAM OPERAT REGD 4.30000000                                                                                          | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | NS      | $1549433.00    | 0.01%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLT 3.625% 01/15/28                | HEALTHCARE RLTY HLDGS LP REGD 3.62500000                                                                                          | CUSIP: 42225UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      232000 | NS      | $205700.66     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 2.875% 05/26/28/EUR/                  | ROMANIA /EUR/ REGD REG S MTN 2.87500000                                                                                           | CUSIP: X7360WAK8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      228000 | NS      | $210989.67     | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                | BAT CAPITAL CORP REGD SER WI 4.54000000                                                                                           | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10555000 | NS      | $7457892.26    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 6.5% 08/15/34                     | OVINTIV INC REGD 6.50000000                                                                                                       | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11993000 | NS      | $12067924.35   | 0.04%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC 6.3% 11/22/32                        | EBAY INC REGD 6.30000000                                                                                                          | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     1269000 | NS      | $1318535.86    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C33 3.162% 01/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL A3 REGD 3.16200000                                                 | CUSIP: 95000LAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      867696 | NS      | $811327.28     | 0.00%             | 2059-03-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANC 3.375% 02/24/30                | HUARONG FINANCE 2019 REGD REG S EMTN 3.37500000                                                                                   | CUSIP: G463Q4AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      200000 | NS      | $151894.77     | 0.00%             | 2030-02-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PL 2% 04/06/28                | LSEGA FINANCING PLC REGD 144A P/P MTN 2.00000000                                                                                  | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     6811000 | NS      | $5803856.40    | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.39 05/02/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $293025.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.6% 08/15/45                    | COMCAST CORP REGD 4.60000000                                                                                                      | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      760000 | NS      | $670626.54     | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2024 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-10249.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29                       | HCA INC REGD 4.12500000                                                                                                           | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25061000 | NS      | $22877964.36   | 0.08%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0538 3.5% 03/01/48                   | FREDDIE MAC POOL UMBS P#ZT0538 3.50000000                                                                                         | CUSIP: 3132ACS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3619269 | NS      | $3342780.08    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAOT 2020-C A3 0.44% 08/15/23                 | TOYOTA AUTO RECEIVABLES 2020-C OWNER TRUST SER 2020-C CL A3 REGD 0.44000000                                                       | CUSIP: 89237VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3347853 | NS      | $3294265.54    | 0.01%             | 2024-10-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-JWDR E V/R 09/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2019-JWDR CL E V/R REGD 144A P/P 3.86030000                                             | CUSIP: 95002NAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6766000 | NS      | $5706611.52    | 0.02%             | 2031-09-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| AVMT 2018-AVM A V/R 07/05/28                  | AVENTURA MALL TRUST SER 2018-AVM CL A V/R REGD 144A P/P 4.11232000                                                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5325000 | NS      | $4762284.89    | 0.02%             | 2040-07-05      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL6 A V/R 03/25/24                 | VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 2.23950000                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13267452 | NS      | $11670288.42   | 0.04%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FREED 2021-3FP 2.37% 11/20/28                 | FREED ABS TRUST 2021-3FP SER 2021-3FP CL D REGD 144A P/P 2.37000000                                                               | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3655000 | NS      | $3325342.76    | 0.01%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 3.5% 12/01/29                | DIAMONDBACK ENERGY INC REGD 3.50000000                                                                                            | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    25862000 | NS      | $22689286.31   | 0.08%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOU 4.85% 09/30/29                | REPUBLIC OF SOUTH AFRICA REGD 4.85000000                                                                                          | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |     2935000 | NS      | $2612150.00    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.5% 11/15/32                    | COMCAST CORP REGD 5.50000000                                                                                                      | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2580000 | NS      | $2690148.17    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE 4% 03/15/28                | TRANSCONT GAS PIPE LINE REGD SER WI 4.00000000                                                                                    | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4972000 | NS      | $4664994.16    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-14 AB 1.34% 06/16/63                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-14 CL AB 1.34000000                                                             | CUSIP: 38380RRS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5716224 | NS      | $4436791.58    | 0.02%             | 2063-06-16      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4492 2% 12/01/51                     | FANNIE MAE POOL UMBS P#MA4492 2.00000000                                                                                          | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5921138 | NS      | $4827449.63    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSTNE 2021-FL3 A V/R 07/15/39                 | GREYSTONE CRE NOTES 2021-FL3 LTD SER 2021-FL3 CL A V/R REGD 144A P/P 5.33786000                                                   | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      548000 | NS      | $523380.55     | 0.00%             | 2039-07-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 5.75% 06/15/27                | EDISON INTERNATIONAL REGD 5.75000000                                                                                              | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      533000 | NS      | $534649.27     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-MH1 A1 V/R 11/25/58                 | TOWD POINT MORTGAGE TRUST 2019-MH1 SER 2019-MH1 CL A1 V/R REGD 144A P/P 3.00000000                                                | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136173 | NS      | $133440.90     | 0.00%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                | GLP CAPITAL LP / FIN II REGD 3.25000000                                                                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15752000 | NS      | $12591909.37   | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RALI 2006-QS9 1A3 6% 07/25/36                 | RALI SERIES 2006-QS9 TRUST SER 2006-QS9 CL 1A3 REGD 6.00000000                                                                    | CUSIP: 75115CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2659485 | NS      | $1997040.19    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.4% 03/15/27                | ENERGY TRANSFER LP REGD 4.40000000                                                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1105000 | NS      | $1049667.09    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/25/33                | JPMORGAN CHASE & CO REGD V/R 4.91200000                                                                                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4545000 | NS      | $4327416.35    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.55% 04/01/39                  | CALIFORNIA ST REGD N/C B/E 7.55000000                                                                                             | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2705000 | NS      | $3385664.56    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 07/01/28                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                                                            | CUSIP: 694308JK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18443500 | NS      | $16359350.56   | 0.06%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230109 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1832535.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAIL 2004-8 M1 V/R 09/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SER 2004-8 CL M1 V/R REGD 5.28871000                                                | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      622583 | NS      | $605165.59     | 0.00%             | 2034-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| T/L SETANTA 0% 11/05/2028                     | T/L SETANTA AIRCRAFT LEASING   DESIGNATED ACTIVITY COMPANY    REGD 0.00000000                                                     | CUSIP: G8057JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     1500000 | NS      | $1490250.00    | 0.01%             | 2028-11-05      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-H1 A3 V/R 11/25/23                  | GALTON FUNDING MORTGAGE TRUST 2019-H1 SER 2019-H1 CL A3 V/R REGD 144A P/P 2.96400000                                              | CUSIP: 36418XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3054153 | NS      | $2938220.43    | 0.01%             | 2059-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTI 3.875% 08/15/50                | INTEGRIS BAPTIST MEDICAL REGD SER A 3.87500000                                                                                    | CUSIP: 45834QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | NS      | $5058929.33    | 0.02%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08715 3% 08/01/46                    | FREDDIE MAC GOLD POOL P#G08715 3.00000000                                                                                         | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2743316 | NS      | $2459796.62    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L ACUITY SPEC 0% 8/12/2024                  | T/L ACUITY SPECIALTY PRODUCTS  INC AKA ZEP INC REGD 0.00000000                                                                    | CUSIP: 98944EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2368555 | NS      | $2039326.23    | 0.01%             | 2024-08-12      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.75% 08/21/30                | CVS HEALTH CORP REGD 1.75000000                                                                                                   | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1121000 | NS      | $883450.11     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 01/09/38                | REPUBLIC OF ARGENTINA REGD S/UP 3.87500000                                                                                        | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      261019 | NS      | $82568.93      | 0.00%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SYMP 2021-26A AR V/R 04/20/33                 | SYMPHONY CLO XXVI LTD SER 2021-26A CL AR V/R REGD 144A P/P 5.32257000                                                             | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4650000 | NS      | $4564714.35    | 0.02%             | 2033-04-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31                | REPUBLIC OF PERU REGD 2.78300000                                                                                                  | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      720000 | NS      | $595605.38     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08784 3.5% 10/01/47                  | FREDDIE MAC GOLD POOL P#G08784 3.50000000                                                                                         | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1066050 | NS      | $990214.87     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS INTERNATI 4.6% 11/01/26                | SIRIUS INTERNATIONAL GRP REGD 144A P/P 4.60000000                                                                                 | CUSIP: 82968FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2520000 | NS      | $2165310.00    | 0.01%             | 2026-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4500 1.5% 12/01/41                   | FANNIE MAE POOL UMBS P#MA4500 1.50000000                                                                                          | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19872485 | NS      | $16257031.77   | 0.06%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/49                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                                                         | CUSIP: 912810SG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6643923 | NS      | $5547625.21    | 0.02%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0924 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0924 3.00000000                                                                                          | CUSIP: 3140MEA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49064 | NS      | $43082.65      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2026 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $1868501.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AH4R 2014-SFR 6.231% 10/17/24                 | AMERICAN HOMES 4 RENT 2014-SFR2 TRUST SER 2014-SFR2 CL E REGD 144A P/P 6.23100000                                                 | CUSIP: 02665UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      515000 | NS      | $501570.24     | 0.00%             | 2036-10-17      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| OOMLT 2006-1 2A4 V/R 01/25/36                 | OPTION ONE MORTGAGE LOAN TRUST 2006-1 SER 2006-1 CL 2A4 V/R REGD 4.98871000                                                       | CUSIP: 68389FKQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7687736 | NS      | $7442858.84    | 0.03%             | 2036-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPE 3.5% 07/15/29                | HEALTHPEAK PROPERTIES REGD 3.50000000                                                                                             | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      231000 | NS      | $205573.08     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/31                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1989000 | NS      | $1706164.20    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB A V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL A V/R REGD 144A P/P 3.54950000                                       | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3430000 | NS      | $3111351.97    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| MST 2018-1A A V/R 03/25/57                    | METLIFE SECURITIZATION TRUST 2018-1 SER 2018-1A CL A V/R REGD 144A P/P 3.75000000                                                 | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7023116 | NS      | $6594537.08    | 0.02%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HGVT 2017-AA A 2.66% 12/26/28                 | HILTON GRAND VACATIONS TRUST 2017-A SER 2017-AA CL A REGD 144A P/P 2.66000000                                                     | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       53103 | NS      | $52268.55      | 0.00%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 2.8% 01/31/30                | ENTERPRISE PRODUCTS OPER REGD 2.80000000                                                                                          | CUSIP: 29379VBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2513000 | NS      | $2134855.24    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JAN 23                   | G2SF  30 YR TBA 4.5% JAN 23    TO BE ANNOUNCED 4.50000000                                                                         | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14668000 | NS      | $14226677.14   | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.2% 03/01/29                | SOUTHERN CAL EDISON REGD SER A 4.20000000                                                                                         | CUSIP: 842400GQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1013000 | NS      | $963448.84     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/24/25                | GOLDMAN SACHS GROUP INC REGD V/R 1.75700000                                                                                       | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    34030000 | NS      | $32571909.78   | 0.12%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 2.25% 10/01/30                   | NEWMONT CORP REGD 2.25000000                                                                                                      | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     1911000 | NS      | $1535946.60    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARMX 2019-2 D 3.41% 04/17/23                 | CARMAX AUTO OWNER TRUST 2019-2 SER 2019-2 CL D REGD 3.41000000                                                                    | CUSIP: 14316LAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2055000 | NS      | $2030683.19    | 0.01%             | 2025-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% FEB 23                     | FNMA 30YR TBA 5.5% FEB 23      TO BE ANNOUNCED 5.50000000                                                                         | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   757940000 | NS      | $759306217.17  | 2.76%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3078 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#RA3078 3.00000000                                                                                         | CUSIP: 3133KJM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22855287 | NS      | $20287001.26   | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-1 A1 V/R 07/25/23                   | TOWD POINT MORTGAGE TRUST 2017-1 SER 2017-1 CL A1 V/R REGD 144A P/P 2.75000000                                                    | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50200 | NS      | $49355.43      | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5111 3% 11/01/33                     | FANNIE MAE POOL UMBS P#BM5111 3.00000000                                                                                          | CUSIP: 3140J9VD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3280419 | NS      | $3127015.07    | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-SLP 3.924% 10/10/32                 | GS MORTGAGE SECURITIES CORP TRUST 2017-SLP SER 2017-SLP CL C REGD 144A P/P 3.92400000                                             | CUSIP: 36255MAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8029000 | NS      | $7718489.67    | 0.03%             | 2032-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| GHIT 2022-GRN2  6.8% 10/25/52                 | GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN2 ISSUER  SER 2022-GRN2 CL A REGD 144A P/P 6.80000000                                      | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1681000 | NS      | $1678850.17    | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANC 3.875% 11/13/29                | HUARONG FINANCE 2019 REGD REG S EMTN 3.87500000                                                                                   | CUSIP: G463Q4AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      200000 | NS      | $157494.76     | 0.00%             | 2029-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AH4R 2015-SFR 5.639% 04/17/25                 | AMERICAN HOMES 4 RENT 2015-SFR1 TRUST SER 2015-SFR1 CL E REGD 144A P/P 5.63900000                                                 | CUSIP: 02666AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6400000 | NS      | $6220182.40    | 0.02%             | 2052-04-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08721 3% 09/01/46                    | FREDDIE MAC GOLD POOL P#G08721 3.00000000                                                                                         | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8327798 | NS      | $7464542.87    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L ORGANON & CO 0% 06/02/28                  | T/L ORGANON & CO REGD 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4897663 | NS      | $4842564.33    | 0.02%             | 2028-06-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| SAST 2007-2 A1 V/R 05/25/37                   | SAXON ASSET SECURITIES TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 4.58871000                                                          | CUSIP: 80556YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18076816 | NS      | $15602763.19   | 0.06%             | 2047-05-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                     | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                                                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4456664 | NS      | $3653575.78    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 7.5% 04/01/28                | CSC HOLDINGS LLC REGD P/P 7.50000000                                                                                              | CUSIP: 126307AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | NS      | $680000.00     | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR C V/R 12/01/24/EUR/                | FORD MOTOR CREDIT CO LLC /EUR/ REGD V/R EMTN 2.68400000                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      110000 | NS      | $113190.24     | 0.00%             | 2024-12-01      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA 7.83% 12/04/23                  | UNICREDIT SPA REGD 144A P/P MTN 7.83000000                                                                                        | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    13400000 | NS      | $13462819.20   | 0.05%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6342 2.5% 07/01/50                   | FANNIE MAE POOL UMBS P#CA6342 2.50000000                                                                                          | CUSIP: 3140QEBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5077449 | NS      | $4366234.91    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL I 2.2% 11/02/28                | ALLY FINANCIAL INC REGD 2.20000000                                                                                                | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     4235000 | NS      | $3301903.34    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20230110 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-68908.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 4.875% 04/14/26                | REPUBLIC OF SOUTH AFRICA REGD 4.87500000                                                                                          | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      700000 | NS      | $676578.00     | 0.00%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OAKC 2016-13A BR V/R 10/25/34                 | OHA CREDIT PARTNERS XIII LTD SER 2016-13A CL BR V/R REGD 144A P/P 5.97757000                                                      | CUSIP: 67110NAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $240415.00     | 0.00%             | 2034-10-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| MIDO 2018-8A A1R V/R 02/20/31                 | MIDOCEAN CREDIT CLO VIII SER 2018-8A CL A1R V/R REGD 144A P/P 5.72543000                                                          | CUSIP: 59801MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    27400000 | NS      | $26921157.60   | 0.10%             | 2031-02-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CROATIA 6% 01/26/24                           | CROATIA REGD 6.00000000                                                                                                           | CUSIP: X7330ZFG2<br>LEI: N/A                  | Long             | DBT              | USGA              | HR        |     1253000 | NS      | $1259565.72    | 0.00%             | 2024-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAYENNE AVI LLC PFD 144A/REST/                | CAYENNE AVIATION LLC PFD 144A RESTRICTED 0.00000000                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         186 | NS      | $7399.99       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ATENTO LUXCO 1 SA 8% 02/10/26                 | ATENTO LUXCO 1 SA REGD REG S 8.00000000                                                                                           | CUSIP: L0427PAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      110000 | NS      | $58300.00      | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.5% 06/01/27                | ENERGY TRANSFER LP REGD SER * 5.50000000                                                                                          | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1013000 | NS      | $1005806.78    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 4.1% 09/15/28                | SOUTHWESTERN ELEC POWER REGD SER M 4.10000000                                                                                     | CUSIP: 845437BR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | NS      | $9477887.20    | 0.03%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-NQM1  V/R 07/25/61                 | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.01700000                                    | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15536795 | NS      | $12742786.45   | 0.05%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 4.875% 09/01/29                    | CARVANA CO REGD 144A P/P 4.87500000                                                                                               | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     5000000 | NS      | $1926306.05    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T/L COMMSCOPE INC 0% 04/06/26                 | T/L COMMSCOPE INC REGD 0.00000000                                                                                                 | CUSIP: 20337EAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5752451 | NS      | $5408741.62    | 0.02%             | 2026-04-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 3.347% 10/01/29                | COMMONSPIRIT HEALTH REGD 3.34700000                                                                                               | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     3390000 | NS      | $2950141.33    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#725423 5.5% 05/01/34                   | FANNIE MAE POOL UMBS P#725423 5.50000000                                                                                          | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822893 | NS      | $848375.68     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 3.8% 07/15/28                | DUKE ENERGY FLORIDA LLC REGD 3.80000000                                                                                           | CUSIP: 26444HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2594000 | NS      | $2462520.49    | 0.01%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% FEB 23                     | FNMA 30YR TBA 4.5% FEB 23      TO BE ANNOUNCED 4.50000000                                                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    93550000 | NS      | $90015421.87   | 0.33%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                   | MORGAN STANLEY REGD V/R MTN 1.79400000                                                                                            | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12046000 | NS      | $9053295.86    | 0.03%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6627 4.5% 09/01/49                   | FANNIE MAE POOL UMBS P#FM6627 4.50000000                                                                                          | CUSIP: 3140XALH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4971852 | NS      | $4871843.71    | 0.02%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR23                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       11866 | NC      | $2433457043.12 | 8.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SLMA 2012-7 B V/R 10/25/21                    | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL B V/R 6.18871000                                                                      | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2220000 | NS      | $2088583.10    | 0.01%             | 2043-09-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-1 A1 V/R 05/25/62                  | MILL CITY MORTGAGE LOAN TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.25000000                                                | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420436 | NS      | $1369196.79    | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D 2.47% 06/15/27                 | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000                                                                    | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235000 | NS      | $1074786.17    | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX 5.808% 02/01/41                | SAN ANTONIO TX ELEC & GAS REVE REGD N/C B/E 5.80800000                                                                            | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1315000 | NS      | $1401077.01    | 0.01%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CNART 2022-1A  3.44% 07/15/24                 | CARNOW AUTO RECEIVABLES TRUST 2022-1 SER 2022-1A CL A REGD 144A P/P 3.44000000                                                    | CUSIP: 14367LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4331105 | NS      | $4318715.45    | 0.02%             | 2024-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3663 4% 03/01/50                     | FANNIE MAE POOL UMBS P#FM3663 4.00000000                                                                                          | CUSIP: 3140X7B99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4833342 | NS      | $4582168.75    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RWI6MP05.99 03/15/28 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |           1 | NC      | $2156.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TIPS 0.875% 02/15/47                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000                                                                         | CUSIP: 912810RW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4444380 | NS      | $3640067.35    | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19 3.15% 02/15/32                | AMER AIRLINE 19-1AA PTT REGD SER AA 3.15000000                                                                                    | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      777986 | NS      | $643826.24     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA G 3.2% 01/12/31                | KLABIN AUSTRIA GMBH REGD 144A P/P 3.20000000                                                                                      | CUSIP: 49836AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      267000 | NS      | $213600.00     | 0.00%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.29 04/07/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $589471.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STWD 2021-LIH C V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL C V/R REGD 144A P/P 6.27300000                                                       | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16200000 | NS      | $15250399.74   | 0.06%             | 2036-11-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230223 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56142.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRAND 6.125% 07/27/27                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 6.12500000                                                                                  | CUSIP: 45262BAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    23000000 | NS      | $22888766.48   | 0.08%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2 1.6% 09/15/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SER 2020-PTB CL A2A REGD 144A P/P 1.60000000                                            | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5401559 | NS      | $4770939.23    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3% 02/01/30                    | AIR LEASE CORP REGD MTN 3.00000000                                                                                                | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4635000 | NS      | $3865465.18    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.625% 03/15/52                       | HCA INC REGD 144A P/P 4.62500000                                                                                                  | CUSIP: 404119CG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5570000 | NS      | $4335106.44    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-DSNY  V/R 09/15/20                 | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY SER 2018-DSNY CL C V/R REGD 5.66800000                                       | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | NS      | $1722889.98    | 0.01%             | 2034-09-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L II-VI INCOR 0% 12/08/2028                 | T/L II-VI INCORPORATED REGD 0.00000000                                                                                            | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1318523 | NS      | $1301711.48    | 0.00%             | 2028-12-08      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| T/L ALLIED UNIVER ZCP 05/12/28                | T/L ALLIED UNIVERSAL HOLDCO REGD ZCP TERM LOAN 0.00000000                                                                         | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1123768 | NS      | $1065478.11    | 0.00%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0193 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0193 2.50000000                                                                                          | CUSIP: 3140XFGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4356465 | NS      | $3713745.75    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFCC 2021-1A A 1.54% 12/20/22                 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST SER 2021-1A CL A REGD 144A P/P 1.54000000                                              | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4880000 | NS      | $4655788.89    | 0.02%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.05% 07/01/30                | BRIXMOR OPERATING PART REGD 4.05000000                                                                                            | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2337000 | NS      | $2044419.21    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE  3.625% 04/28/26                | AMCOR FINANCE USA INC REGD 3.62500000                                                                                             | CUSIP: 02343UAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12260000 | NS      | $11599850.74   | 0.04%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  5.875% 03/31/25                | CHENIERE CORP CHRISTI HD REGD SER WI 5.87500000                                                                                   | CUSIP: 16412XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5529000 | NS      | $5562582.81    | 0.02%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 11/30/23                    | UNITED STATES TREASURY NOTE 0.50000000                                                                                            | CUSIP: 91282CDM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   124500000 | NS      | $119782617.81  | 0.44%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3908 4% 12/01/49                     | FANNIE MAE POOL UMBS P#FM3908 4.00000000                                                                                          | CUSIP: 3140X7KW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      544077 | NS      | $517543.11     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC1158 3.5% 02/01/46                   | FANNIE MAE POOL UMBS P#BC1158 3.50000000                                                                                          | CUSIP: 3140EVJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3862565 | NS      | $3589282.45    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSLT 2006-1 A6 V/R 08/23/36                   | NELNET STUDENT LOAN TRUST 2006-1 SER 2006-1 CL A6 V/R 5.14186000                                                                  | CUSIP: 64033HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20757656 | NS      | $20186021.57   | 0.07%             | 2036-08-23      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FR 2.3% 11/01/30                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000                                                                                 | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    14250000 | NS      | $11305555.13   | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TR 2.25% 07/12/31                | QATAR ENERGY TRADING LLC REGD REG S 2.25000000                                                                                    | CUSIP: M8180AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     2900000 | NS      | $2399639.80    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0702 2.5% 05/01/51                   | FREDDIE MAC POOL UMBS P#SD0702 2.50000000                                                                                         | CUSIP: 3132DMX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4546352 | NS      | $3935615.34    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5820 5.5% 03/20/49                | GINNIE MAE II POOL P#MA5820 5.50000000                                                                                            | CUSIP: 36179UPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      801155 | NS      | $819261.21     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCCE 2018-2 V/R 01/20/32 /EUR/                | BAIN CAPITAL EURO CLO 2018-2 DAC SER 2018-2A CL AR V/R REGD 144A P/P /EUR/ 2.19600000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    24900000 | NS      | $25967059.09   | 0.09%             | 2032-01-20      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE  V/R /PERP/                | BANCO MERCANTIL DE NORTE REGD V/R /PERP/ 144A P/P 5.87500000                                                                      | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      500000 | NS      | $445522.45     | 0.00%             | 2171-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US369604BD45 01.000 NA 12/20/2023 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $29871.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMCAR 2019-4 A 1.75% 07/16/24                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2019-4 SER 2019-4 CL A3 REGD 1.75000000                                        | CUSIP: 36258MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322201 | NS      | $321493.07     | 0.00%             | 2024-07-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 10.5% 12/21/26/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R186 10.50000000                                                                          | CUSIP: S69124FF7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |  1668900000 | NS      | $103338464.80  | 0.38%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MDPK 2019-33A AR V/R 10/15/32                 | MADISON PARK FUNDING XXXIII LTD SER 2019-33A CL AR V/R REGD 144A P/P 5.15361000                                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14360000 | NS      | $14074121.12   | 0.05%             | 2032-10-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3467 4% 09/01/48                     | FANNIE MAE POOL UMBS P#MA3467 4.00000000                                                                                          | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1167998 | NS      | $1112868.08    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4363 3.5% 08/01/52                   | FANNIE MAE POOL UMBS P#CB4363 3.50000000                                                                                          | CUSIP: 3140QPZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499950 | NS      | $454710.77     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-2 M6 V/R 04/25/35                  | LONG BEACH MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL M6 V/R REGD 5.51371000                                                        | CUSIP: 542514KW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12500000 | NS      | $11659607.50   | 0.04%             | 2035-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230112 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24583.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY 2.05% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.05000000                                                                                          | CUSIP: 42225UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      783000 | NS      | $572372.46     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 06/14/27                | NATWEST GROUP PLC REGD V/R 1.64200000                                                                                             | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    12170000 | NS      | $10532665.60   | 0.04%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 4.3% 01/15/26                | JERSEY CENTRAL PWR & LT REGD 144A P/P 4.30000000                                                                                  | CUSIP: 476556DC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1931713.50    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER 3.49% 05/28/30                | BANCO SANTANDER SA REGD 3.49000000                                                                                                | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | NS      | $673270.54     | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CAR 3.2% 12/01/31                | SABRA HEALTH CARE LP REGD 3.20000000                                                                                              | CUSIP: 78574MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6283000 | NS      | $4674972.65    | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 0.00000000                                                                                     | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2064946 | NS      | $2168193.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31                | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                                                          | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4025000 | NS      | $3426724.00    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCUL 28A B1 V/R 01/20/35                      | SCULPTOR CLO XXVIII LTD SER 28A CL B1 V/R REGD 144A P/P 6.04257000                                                                | CUSIP: 81124LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3700000 | NS      | $3572494.30    | 0.01%             | 2035-01-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-A C V/R 12/25/25                    | SOFI PROFESSIONAL LOAN PROGRAM 2017-A LLC SER 2017-A CL C V/R REGD 144A P/P 4.43000000                                            | CUSIP: 83404FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030000 | NS      | $916884.99     | 0.00%             | 2040-03-26      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/12/26                | HSBC HOLDINGS PLC REGD V/R 4.29200000                                                                                             | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1700000 | NS      | $1626146.83    | 0.01%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE  5.375% 12/06/32                | ALCON FINANCE CORP REGD 144A P/P 5.37500000                                                                                       | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5350000 | NS      | $5377170.62    | 0.02%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LL 5.75% 01/15/30                | CSC HOLDINGS LLC REGD 144A P/P 5.75000000                                                                                         | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | NS      | $468111.70     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSP 2020-20A AR V/R 07/15/34                  | BENEFIT STREET PARTNERS CLO XX LTD SER 2020-20A CL AR V/R REGD 144A P/P 5.24914000                                                | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6155000 | NS      | $5964410.43    | 0.02%             | 2034-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/27                      | BNP PARIBAS REGD V/R 144A P/P 1.32300000                                                                                          | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6822000 | NS      | $5962604.35    | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.276% 12/01/28                | CDW LLC/CDW FINANCE REGD 3.27600000                                                                                               | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6400000 | NS      | $5479424.00    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8540 3% 11/01/35                     | FANNIE MAE POOL UMBS P#FM8540 3.00000000                                                                                          | CUSIP: 3140XCP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4044709 | NS      | $3874142.98    | 0.01%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32                | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                                                       | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26073000 | NS      | $20586442.70   | 0.07%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD V/R /PERP/                 | NBK TIER 1 FNC LTD REGD V/R /PERP/ 144A P/P 3.62500000                                                                            | CUSIP: 62879NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      529000 | NS      | $460692.35     | 0.00%             | 2170-08-24      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US706451BG56 01.000 SP 12/20/2024 GSISW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-19824.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 03/24/31                | JPMORGAN CHASE & CO REGD V/R 4.49300000                                                                                           | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13825000 | NS      | $12911947.92   | 0.05%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| PIPK 2022-11A A1 V/R 07/25/34                 | PIKES PEAK CLO 11 SER 2022-11A CL A1 V/R REGD 144A P/P 4.12925000                                                                 | CUSIP: 72132KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1760000 | NS      | $1726408.64    | 0.01%             | 2034-07-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $8641.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.5% 05/20/52                    | QUALCOMM INC REGD 4.50000000                                                                                                      | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      768000 | NS      | $672587.62     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLT V/R 11/01/43                | PUERTO RICO CMWLTH REGD N/C V/R B/E 0.00000000                                                                                    | CUSIP: 74514L3T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1531213 | NS      | $669905.70     | 0.00%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                | BANK OF AMERICA CORP REGD V/R 2.97200000                                                                                          | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    15787000 | NS      | $12718302.10   | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 09/22/26                    | UNICREDIT SPA REGD V/R 144A P/P 2.56900000                                                                                        | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2600000 | NS      | $2302362.76    | 0.01%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.8% 04/01/31                | CHARTER COMM OPT LLC/CAP REGD 2.80000000                                                                                          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32784000 | NS      | $25522598.08   | 0.09%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20230217 000000902 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $59493.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MED 2021-MDLN C V/R 11/15/23                  | MED TRUST 2021-MDLN SER 2021-MDLN CL C V/R REGD 144A P/P 6.11800000                                                               | CUSIP: 58403YAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4140000 | NS      | $3933219.42    | 0.01%             | 2038-11-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 3% 01/30/30                | REPUBLIC OF COLOMBIA REGD 3.00000000                                                                                              | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |     4800000 | NS      | $3670023.50    | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2204 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2204 4.50000000                                                                                          | CUSIP: 3140Q9NW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425883 | NS      | $416914.96     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-4 A2 V/R 06/25/58                   | TOWD POINT MORTGAGE TRUST 2018-4 SER 2018-4 CL A2 V/R REGD 144A P/P 3.00000000                                                    | CUSIP: 89175TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1015000 | NS      | $816632.46     | 0.00%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOL 5.6% 07/15/26                | SHIMAO GROUP HOLDINGS LT REGD REG S 5.60000000                                                                                    | CUSIP: G81043AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     3025000 | NS      | $552010.20     | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3105 2% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3105 2.00000000                                                                                          | CUSIP: 3140QNNX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2299003 | NS      | $1890353.57    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC 2.2% 08/15/31                      | VMWARE INC REGD 2.20000000                                                                                                        | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     4739000 | NS      | $3596256.02    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KLA CORP 5% 03/15/49                          | KLA CORP REGD 5.00000000                                                                                                          | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      834000 | NS      | $777264.87     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLMA 2014-1 A3 V/R 03/25/23                   | SLM STUDENT LOAN TRUST 2014-1 SER 2014-1 CL A3 V/R 4.98871000                                                                     | CUSIP: 78448EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2132461 | NS      | $2037469.98    | 0.01%             | 2029-02-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OZLM 2014-7RA A1 V/R 07/17/29                 | OZLM VII LTD SER 2014-7RA CL A1R V/R REGD 144A P/P 5.08914000                                                                     | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5370392 | NS      | $5305367.55    | 0.02%             | 2029-07-17      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTI 4% 04/14/32                | TAKE-TWO INTERACTIVE SOF REGD 4.00000000                                                                                          | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     1448000 | NS      | $1281671.25    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 1.875% 10/15/30                | AMERICAN TOWER CORP REGD 1.87500000                                                                                               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1022000 | NS      | $788671.92     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 4.5% 11/15/31                | CSC HOLDINGS LLC REGD 144A P/P 4.50000000                                                                                         | CUSIP: 126307BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | NS      | $3469070.15    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENO 5.65% 09/12/49                | INDUSTRIAS PENOLES SAB D REGD REG S 5.65000000                                                                                    | CUSIP: P55409AB5<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      200000 | NS      | $187406.39     | 0.00%             | 2049-09-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.85% 12/14/26                | LOGAN GROUP CO LTD REGD REG S 4.85000000                                                                                          | CUSIP: G5631SAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |     2995000 | NS      | $670131.25     | 0.00%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-FA  2.12% 05/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL B REGD 144A P/P 2.12000000                                        | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3810000 | NS      | $2454972.36    | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CASL 2017-A A1 V/R 11/25/29                   | COLLEGE AVENUE STUDENT LOANS LLC SER 2017-A CL A1 V/R REGD 144A P/P 6.03871000                                                    | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2233348 | NS      | $2185321.61    | 0.01%             | 2046-11-26      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5022 5% 02/20/48                  | GINNIE MAE II POOL P#MA5022 5.00000000                                                                                            | CUSIP: 36179TSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      565140 | NS      | $572743.41     | 0.00%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESC 4.848% 09/26/28                | DP WORLD CRESCENT LTD REGD REG S EMTN 4.84800000                                                                                  | CUSIP: G28288AB7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     1250000 | NS      | $1233557.50    | 0.00%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED KING 3.5% 01/22/45/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000                                                                                   | CUSIP: G4527HDA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |      140000 | NS      | $155486.97     | 0.00%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL5 A V/R 10/25/23                 | CSMC 2020-RPL5 TRUST SER 2020-RPL5 CL A1 V/R REGD 144A P/P 3.02300000                                                             | CUSIP: 12597XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2463384 | NS      | $2353769.73    | 0.01%             | 2060-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/47 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL A2 V/R REGD /GBP/ 3.03798000                                                          | CUSIP: G5807QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     4564730 | NS      | $5161288.43    | 0.02%             | 2047-04-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.15% 11/09/29                    | ORACLE CORP REGD 6.15000000                                                                                                       | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8005000 | NS      | $8308917.19    | 0.03%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 05/16/24 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                                                          | CUSIP: P7807HAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |     2312000 | NS      | $109820.00     | 0.00%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS  3.8% 05/15/28                | AMEREN ILLINOIS CO REGD 3.80000000                                                                                                | CUSIP: 02361DAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1181000 | NS      | $1126162.44    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 1A V/R 02/25/60                 | OBX 2020-EXP1 TRUST SER 2020-EXP1 CL 1A8 V/R REGD 144A P/P 3.50000000                                                             | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1104489 | NS      | $970747.93     | 0.00%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 11/01/33                | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                                                                 | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | NS      | $3022530.00    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19- 3.35% 06/15/29                | BRITISH AIR 19-1 A PTT REGD 144A P/P 3.35000000                                                                                   | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2397816 | NS      | $2070494.72    | 0.01%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP PREFERRED                | BANK OF AMERICA CORP PREFERREDSERIES L /CONVERTIBLE/ 0.00000000                                                                   | CUSIP: 060505682<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       23375 | NS      | $27115000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES 2021-FL2 A V/R 09/15/26                 | ACRES COMMERCIAL REALTY 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 5.72629000                                               | CUSIP: 00500JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5330000 | NS      | $5147346.23    | 0.02%             | 2037-01-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTI ZCP 02/15/26                | PELOTON INTERACTIVE INC REGD ZCP CONVERTIBLE 0.00000000                                                                           | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     1975000 | NS      | $1399916.66    | 0.01%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A3 V/R 01/25/66                  | VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL A3 V/R REGD 144A P/P 1.15500000                                                   | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2556392 | NS      | $2042823.49    | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20230315 000011091 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $204610.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC 2.375% 07/15/31                       | HCA INC REGD 2.37500000                                                                                                           | CUSIP: 404119CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5146000 | NS      | $4005791.83    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.358% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E2 REGD 144A P/P 2.35800000                                                       | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | NS      | $1643277.40    | 0.01%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-74T1 A 6% 01/25/36                 | ALTERNATIVE LOAN TRUST 2005-74T1 SER 2005-74T1 CL A1 REGD 6.00000000                                                              | CUSIP: 12668AL37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8477252 | NS      | $5382143.13    | 0.02%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 3.7% 01/30/27                | VISTRA OPERATIONS CO LLC REGD 144A P/P 3.70000000                                                                                 | CUSIP: 92840VAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6435000 | NS      | $5867572.51    | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORA 4.25% 08/08/32                | MOODY'S CORPORATION REGD 4.25000000                                                                                               | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     2107000 | NS      | $1968938.51    | 0.01%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MVWOT 2019-1A  3.33% 03/20/27                 | MVW OWNER TRUST 2019-1 SER 2019-1A CL C REGD 144A P/P 3.33000000                                                                  | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173514 | NS      | $160384.36     | 0.00%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.25% 05/15/52                  | AEP TEXAS INC REGD 5.25000000                                                                                                     | CUSIP: 00108WAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1689000 | NS      | $1615146.04    | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.5% 04/15/31                | T-MOBILE USA INC REGD 3.50000000                                                                                                  | CUSIP: 87264ABW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15220000 | NS      | $13147027.17   | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20230315 000011343 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $371.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 11/01/57                 | FARMERS INS EXCH REGD V/R 4.74700000                                                                                              | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2411654.61    | 0.01%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-LC2 3.367% 09/15/26                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 SER 2016-LC24 CL AS REGD 3.36700000                                               | CUSIP: 95000HBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6000000 | NS      | $5392796.40    | 0.02%             | 2049-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANC 3.625% 01/15/29                | LEVEL 3 FINANCING INC REGD 144A P/P 3.62500000                                                                                    | CUSIP: 527298BS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5624000 | NS      | $4118123.50    | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANC 2.85% 04/15/25                | BAYER US FINANCE II LLC REGD 144A P/P 2.85000000                                                                                  | CUSIP: 07274NAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8635000 | NS      | $8087058.13    | 0.03%             | 2025-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 3.361% 08/15/50                 | SUTTER HEALTH REGD SER 20A 3.36100000                                                                                             | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    11400000 | NS      | $7726525.79    | 0.03%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES  5.875% 04/08/32                | CSN RESOURCES SA REGD 144A P/P 5.87500000                                                                                         | CUSIP: 12644VAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      511000 | NS      | $427028.75     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T/L CARNIVAL COR 0% 10/18/28                  | T/L CARNIVAL CORPORATION       REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PA        |     3697947 | NS      | $3452033.29    | 0.01%             | 2028-10-18      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7802 2% 04/01/51                     | FANNIE MAE POOL UMBS P#BR7802 2.00000000                                                                                          | CUSIP: 3140L6U44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2144169 | NS      | $1761777.97    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 3.522% 09/17/25                | NISSAN MOTOR CO REGD 144A P/P 3.52200000                                                                                          | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1400000 | NS      | $1300458.77    | 0.00%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 7.69% 01/23/50                | PETROLEOS MEXICANOS REGD SER WI 7.69000000                                                                                        | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3171000 | NS      | $2194010.78    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER  1.875% 09/18/25                | BBVA BANCOMER SA TEXAS REGD 144A P/P 1.87500000                                                                                   | CUSIP: 05533UAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6755000 | NS      | $6121718.75    | 0.02%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.375% 12/15/28                | BAYER US FINANCE II LLC REGD 144A P/P 4.37500000                                                                                  | CUSIP: 07274NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4685000 | NS      | $4397882.35    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18592 3% 03/01/31                    | FREDDIE MAC GOLD POOL P#G18592 3.00000000                                                                                         | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      273389 | NS      | $261815.32     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5077 2% 10/01/40                     | FREDDIE MAC POOL UMBS P#RB5077 2.00000000                                                                                         | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7762799 | NS      | $6611063.69    | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.39 05/02/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $294940.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMSO 2018-1  5.653% 11/15/25                 | ADAMS OUTDOOR ADVERTISING LP SER 2018-1 CL B REGD 144A P/P 5.65300000                                                             | CUSIP: 006346AU4<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-CBDO         | CORP              | US        |     1475000 | NS      | $1389320.94    | 0.01%             | 2048-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  1.05% 03/08/24                | GENERAL MOTORS FINL CO REGD 1.05000000                                                                                            | CUSIP: 37045XDG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5995000 | NS      | $5692870.88    | 0.02%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 01/12/29                | CREDIT SUISSE GROUP AG REGD V/R 3.86900000                                                                                        | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      540000 | NS      | $432836.14     | 0.00%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| OCP 2014-7A A1RR V/R 07/20/29                 | OCP CLO 2014-7 LTD SER 2014-7A CL A1RR V/R REGD 144A P/P 5.36257000                                                               | CUSIP: 67107KAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13729146 | NS      | $13562913.77   | 0.05%             | 2029-07-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230123 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-328785.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#995763 4.5% 11/01/35                   | FANNIE MAE POOL UMBS P#995763 4.50000000                                                                                          | CUSIP: 31416CFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136978 | NS      | $135081.82     | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHG 2022-C A 5.32% 10/17/35                   | BHG SECURITIZATION TRUST 2022-C SER 2022-C CL A REGD 144A P/P 5.32000000                                                          | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1664346 | NS      | $1650621.53    | 0.01%             | 2035-10-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2503 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2503 3.00000000                                                                                         | CUSIP: 3133BBX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1432805 | NS      | $1257574.75    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM2 M V/R 07/25/25                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM SER 2020-NQM2 CL M1 V/R REGD 144A P/P 3.89244000                                     | CUSIP: 64830UAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8812000 | NS      | $6816246.78    | 0.02%             | 2060-05-24      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 2.45% 04/15/28                | MARVELL TECHNOLOGY INC REGD SER WI 2.45000000                                                                                     | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5625000 | NS      | $4761231.64    | 0.02%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-48A B V/R 04/19/33                  | MADISON PARK FUNDING XLVIII LTD SER 2021-48A CL B V/R REGD 144A P/P 5.67657000                                                    | CUSIP: 55821UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | NS      | $2631750.00    | 0.01%             | 2033-04-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK 4.65% 09/13/28                  | DISCOVER BANK REGD SER BKNT 4.65000000                                                                                            | CUSIP: 25466AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      891000 | NS      | $834552.31     | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DPABS 2019-1A 3.668% 10/25/29                 | DOMINO'S PIZZA MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.66800000                                                       | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6314442 | NS      | $5454668.01    | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WFMBS 2021-RR1 A V/R 12/25/50                 | WELLS FARGO MORTGAGE BACKED SECURITIES 2021 SER 2021-RR1 CL A1 V/R REGD 144A P/P 2.50000000                                       | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5401271 | NS      | $4326083.39    | 0.02%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 3.9% 03/15/27                | BRIXMOR OPERATING PART REGD 3.90000000                                                                                            | CUSIP: 11120VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2430000 | NS      | $2222442.08    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2620 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2620 2.50000000                                                                                          | CUSIP: 3140QM4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4685481 | NS      | $4017118.38    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS  5% 06/04/42                | KRAFT HEINZ FOODS CO REGD SER WI 5.00000000                                                                                       | CUSIP: 50076QAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5436000 | NS      | $4917006.54    | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFRBS 2013-C15 B V/R 08/15/23                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 SER 2013-C15 CL B V/R REGD 4.52881000                                                    | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1525000 | NS      | $1300798.31    | 0.00%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERT 8.125% 07/01/27                | CAESARS ENTERTAIN INC REGD 144A P/P 8.12500000                                                                                    | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1883000 | NS      | $1850141.65    | 0.01%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REAL 4.125% 03/15/28                | HIGHWOODS REALTY LP REGD 4.12500000                                                                                               | CUSIP: 431282AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      358000 | NS      | $323330.66     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.45% 07/01/25                | PACIFIC GAS & ELECTRIC REGD 3.45000000                                                                                            | CUSIP: 694308JL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7759500 | NS      | $7345579.48    | 0.03%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 1.25% 08/15/30                 | S&P GLOBAL INC REGD 1.25000000                                                                                                    | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     2597000 | NS      | $1997326.68    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3125 3% 09/01/32                     | FANNIE MAE POOL UMBS P#MA3125 3.00000000                                                                                          | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1095127 | NS      | $1042154.99    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 1 4.375% 06/15/24                | AMER AIRLINE 16-2 B PTT REGD 144A P/P 4.37500000                                                                                  | CUSIP: 02376GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2235600 | NS      | $2135749.39    | 0.01%             | 2024-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 2.05% 03/01/32                    | NEW YORK NY REGD B/E 2.05000000                                                                                                   | CUSIP: 64966QKT6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     2480000 | NS      | $1910625.98    | 0.01%             | 2032-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GCT 2021-GCT C V/R 02/15/23                   | GCT COMMERCIAL MORTGAGE TRUST 2021-GCT SER 2021-GCT CL C V/R REGD 144A P/P 6.01800000                                             | CUSIP: 36167RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | NS      | $2622766.20    | 0.01%             | 2038-02-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| MFIT 2022-AA A 6.45% 10/20/24                 | MARINER FINANCE ISSUANCE TRUST 2022-A SER 2022-AA CL A REGD 144A P/P 6.45000000                                                   | CUSIP: 56847QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2778000 | NS      | $2758353.15    | 0.01%             | 2037-10-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/40                     | ORACLE CORP REGD 3.60000000                                                                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18326000 | NS      | $13444152.80   | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.75% 02/01/50                      | BOEING CO REGD 3.75000000                                                                                                         | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11737000 | NS      | $8058140.75    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9371 3% 10/01/46                     | FANNIE MAE POOL UMBS P#AL9371 3.00000000                                                                                          | CUSIP: 3138ERMV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1005571 | NS      | $900994.73     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRE 5.625% 10/07/26                | ARABIAN CENTRES SUKUK II REGD 144A P/P 5.62500000                                                                                 | CUSIP: 03847QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      437000 | NS      | $395498.98     | 0.00%             | 2026-10-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR23                   | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        2094 | NC      | $281250375.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HGVT 2017-AA B 2.96% 12/26/28                 | HILTON GRAND VACATIONS TRUST 2017-A SER 2017-AA CL B REGD 144A P/P 2.96000000                                                     | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24138 | NS      | $23578.57      | 0.00%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH9277 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#BH9277 3.50000000                                                                                          | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4674295 | NS      | $4331452.49    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TUR 3.25% 03/23/23                | REPUBLIC OF TURKEY REGD 3.25000000                                                                                                | CUSIP: 900123CA6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     2050000 | NS      | $2046195.20    | 0.01%             | 2023-03-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTM 5% 10/13/27                | GACI FIRST INVESTMENT REGD REG S 5.00000000                                                                                       | CUSIP: G3705QAA5<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     2350000 | NS      | $2349671.00    | 0.01%             | 2027-10-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T/L DIRECTV FIN 0% 08/02/27                   | T/L DIRECTV FINANCING LLC      REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     9828000 | NS      | $9547508.88    | 0.03%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.5% 01/20/43                | JEFFERIES FIN GROUP INC REGD 6.50000000                                                                                           | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1125000 | NS      | $1096030.44    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 4% 10/06/26                | GENERAL MOTORS FINL CO REGD 4.00000000                                                                                            | CUSIP: 37045XBQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      537000 | NS      | $505455.09     | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6577 2.5% 08/01/50                   | FANNIE MAE POOL UMBS P#CA6577 2.50000000                                                                                          | CUSIP: 3140QEJX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6563696 | NS      | $5644123.24    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 DMGSW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $11980.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOHT 2019-HNLA B V/R 04/15/21                 | NEW ORLEANS HOTEL TRUST 2019-HNLA SER 2019-HNLA CL B V/R REGD 144A P/P 5.60671000                                                 | CUSIP: 647622AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6425000 | NS      | $6057941.04    | 0.02%             | 2032-04-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8172 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#SD8172 2.00000000                                                                                         | CUSIP: 3132DWCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      667062 | NS      | $543749.39     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7386 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#RA7386 3.50000000                                                                                         | CUSIP: 3133KPF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21497865 | NS      | $19535339.33   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A V/R 02/25/60                 | OBX 2020-EXP1 TRUST SER 2020-EXP1 CL 2A1 V/R REGD 144A P/P 5.13871000                                                             | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      238732 | NS      | $220268.41     | 0.00%             | 2060-02-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3744 3% 08/01/49                     | FANNIE MAE POOL UMBS P#MA3744 3.00000000                                                                                          | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22797498 | NS      | $20144371.77   | 0.07%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0785 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0785 2.00000000                                                                                         | CUSIP: 3132DM2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2159713 | NS      | $1774075.03    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BCC 2021-4A B V/R 10/20/34                    | BAIN CAPITAL CREDIT CLO 2021-4 LTD SER 2021-4A CL B V/R REGD 144A P/P 5.89257000                                                  | CUSIP: 05685AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4075000 | NS      | $3881612.73    | 0.01%             | 2034-10-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6177 3.5% 07/01/34                   | FANNIE MAE POOL UMBS P#FM6177 3.50000000                                                                                          | CUSIP: 3140X92K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2220873 | NS      | $2140605.93    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC5490 5.5% 12/01/39                   | FANNIE MAE POOL UMBS P#AC5490 5.50000000                                                                                          | CUSIP: 31417SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146890 | NS      | $151741.65     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPOR 4.875% 12/17/48                | MOODY'S CORPORATION REGD 4.87500000                                                                                               | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     1679000 | NS      | $1515535.82    | 0.01%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/31                | HSBC HOLDINGS PLC REGD V/R 2.84800000                                                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    34320000 | NS      | $27390985.91   | 0.10%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                     | ILLINOIS ST REGD N/C B/E 5.10000000                                                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     5305000 | NS      | $5091414.86    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FA 4.875% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 4.87500000                                                                                    | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      419255 | NS      | $369992.54     | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.25% 03/01/37                       | AT&T INC REGD 5.25000000                                                                                                          | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6052000 | NS      | $5831140.85    | 0.02%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L SOUTHWEST 0%  06/22/2027                  | T/L SOUTHWESTERN ENERGY        REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1279332 | NS      | $1263340.84    | 0.00%             | 2027-06-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.125% 05/15/26                      | EQT CORP REGD 144A P/P 3.12500000                                                                                                 | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1540000 | NS      | $1415314.02    | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3106 4% 09/20/45                  | GINNIE MAE II POOL P#MA3106 4.00000000                                                                                            | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      703533 | NS      | $677764.25     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BAN 2.55% 05/05/27                | FIFTH THIRD BANCORP REGD 2.55000000                                                                                               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1020000 | NS      | $915745.23     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH C 2.875% 06/15/50                | LAM RESEARCH CORP REGD 2.87500000                                                                                                 | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      914000 | NS      | $610745.21     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-1  3.721% 07/15/26                 | HORIZON AIRCRAFT FINANCE II LTD SER 2019-1 CL A REGD 144A P/P 3.72100000                                                          | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1138599 | NS      | $895655.29     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DTAOT 2019-3A  2.96% 02/15/23                 | DT AUTO OWNER TRUST 2019-3 SER 2019-3A CL D REGD 144A P/P 2.96000000                                                              | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1257288 | NS      | $1240865.01    | 0.00%             | 2025-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FORDF 2020-2 B 1.32% 09/15/25                 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2020-2 CL B REGD 1.32000000                                                        | CUSIP: 34528QHR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4235000 | NS      | $3767336.15    | 0.01%             | 2027-09-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL C V/R REGD 144A P/P /GBP/ 4.43868000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     3286000 | NS      | $3880151.02    | 0.01%             | 2059-07-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 2.252% 09/29/32                | REPUBLIC OF PANAMA REGD 2.25200000                                                                                                | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     3170000 | NS      | $2347402.18    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7536 3.5% 08/20/51                | GINNIE MAE II POOL P#MA7536 3.50000000                                                                                            | CUSIP: 36179WLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9492227 | NS      | $8722595.37    | 0.03%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5623 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5623 3.00000000                                                                                          | CUSIP: 3140MKG97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66915259 | NS      | $58756458.87   | 0.21%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 3.3% 05/15/50                | TEACHERS INSUR & ANNUITY REGD 144A P/P 3.30000000                                                                                 | CUSIP: 878091BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7545000 | NS      | $5216260.87    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A A2A 3.5% 05/17/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL A2A REGD 144A P/P 3.50000000                                                | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6839559 | NS      | $6515808.57    | 0.02%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27                | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8340000 | NS      | $7220463.42    | 0.03%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| CGMS 2014-1A A1R V/R 04/17/31                 | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2014-1A CL A1R2 V/R REGD 144A P/P 5.04914000                                            | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      996969 | NS      | $980195.83     | 0.00%             | 2031-04-17      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 8.75% 06/02/29                | PETROLEOS MEXICANOS REGD MTN 8.75000000                                                                                           | CUSIP: 71654QDL3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1307000 | NS      | $1225561.88    | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OZLM 2014-8A A2R V/R 10/17/29                 | OZLM VIII LTD SER 2014-8A CL A2R3 V/R REGD 144A P/P 5.72914000                                                                    | CUSIP: 67107FBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2955000 | NS      | $2891458.64    | 0.01%             | 2029-10-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FIN 0.95% 01/10/24                | CATERPILLAR FINL SERVICE REGD MTN 0.95000000                                                                                      | CUSIP: 14913R2S5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25235000 | NS      | $24343313.20   | 0.09%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HARBR 1 A1 V/R 01/28/54 /GBP/                 | HARBOUR SER 1 CL A1 V/R REGD REG S /GBP/ 3.63491000                                                                               | CUSIP: G4388RAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      789626 | NS      | $943502.16     | 0.00%             | 2054-01-28      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| STICHTING AK  S/UP /PERP//EUR/                | STICHTING AK RABOBANK /EUR/ REGD S/UP /PERP/ SER * 6.50000000                                                                     | CUSIP: N22634XZ2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     3876300 | NS      | $3978430.58    | 0.01%             | 2170-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET 2.256% 08/15/25                 | CSMC 2020-NET SER 2020-NET CL A REGD 144A P/P 2.25690000                                                                          | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2736493 | NS      | $2444328.39    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOOD 4.25% 02/01/27                | SMITHFIELD FOODS INC REGD 144A P/P 4.25000000                                                                                     | CUSIP: 832248AZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1290000 | NS      | $1187765.32    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.184% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL B REGD 144A P/P 4.18460000                                                                   | CUSIP: 12649AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5255000 | NS      | $4460654.73    | 0.02%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.2% 09/17/30                 | CEMEX SAB DE CV REGD 144A P/P 5.20000000                                                                                          | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     8900000 | NS      | $8302693.94    | 0.03%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO 6.875% 11/09/28                 | NPC UKRENERGO REGD REG S 6.87500000                                                                                               | CUSIP: X6S5XWAA1<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |      400000 | NS      | $69072.00      | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A13 V/R REGD 144A P/P 4.50000000                                                  | CUSIP: 81746WAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      353337 | NS      | $343769.74     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV 2.25% 09/24/31                  | JDE PEET'S NV REGD 144A P/P 2.25000000                                                                                            | CUSIP: 47216QAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4500000 | NS      | $3401568.95    | 0.01%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IMMOFINAN 2.625% 01/27/23/EUR/                | IMMOFINANZ AG /EUR/ REGD REG S 2.62500000                                                                                         | CUSIP: A27849AW7<br>LEI: 5299000DUMZ99SBBX121 | Long             | DBT              | CORP              | AT        |     4200000 | NS      | $4462224.69    | 0.02%             | 2023-01-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 6.5% 07/15/25                | AERCAP IRELAND CAP/GLOBA REGD 6.50000000                                                                                          | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      250000 | NS      | $253319.49     | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 2.732% 01/15/30                 | BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL A5 REGD 2.73200000                                                              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      372000 | NS      | $319674.67     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| PAID 2021-5 A 1.53% 08/15/29                  | PAGAYA AI DEBT SELECTION TRUST 2021-5 SER 2021-5 CL A REGD 144A P/P 1.53000000                                                    | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22263769 | NS      | $21472227.67   | 0.08%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    17585000 | NS      | $14194279.12   | 0.05%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28                | L3HARRIS TECH INC REGD SER * 4.40000000                                                                                           | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5916000 | NS      | $5662888.91    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.5% 01/15/25                | AERCAP IRELAND CAP/GLOBA REGD 3.50000000                                                                                          | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      958000 | NS      | $912378.85     | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRA 2021-2 V/R 07/20/60 /GBP/                | STRATTON MORTGAGE FUNDING SER 2021-2A CL A V/R REGD 144A P/P /GBP/ 3.66184000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    14403649 | NS      | $17249396.97   | 0.06%             | 2060-07-20      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| SEMT 2019-CH2 A1 V/R 08/25/49                 | SEQUOIA MORTGAGE TRUST 2019-CH2 SER 2019-CH2 CL A1 V/R REGD 144A P/P 4.50000000                                                   | CUSIP: 81747CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      102587 | NS      | $100144.88     | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE S 5.25% 02/08/31                | MOVIDA EUROPE SA REGD 144A 5.25000000                                                                                             | CUSIP: L65266AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      230000 | NS      | $172445.57     | 0.00%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA6738 3% 08/01/50                     | FANNIE MAE POOL UMBS P#CA6738 3.00000000                                                                                          | CUSIP: 3140QEPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1990363 | NS      | $1754601.21    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FIN 6.875% 09/15/27                | C&W SENIOR FINANCING DAC REGD 144A P/P 6.87500000                                                                                 | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |      600000 | NS      | $558000.00     | 0.00%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FCRT 2021-1 D 1.32% 03/15/27                  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL D REGD 144A P/P 1.32000000                                    | CUSIP: 35105WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4890000 | NS      | $4519027.97    | 0.02%             | 2027-03-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS USY20721BG36 01.000 BP 12/20/2027 GSISW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-5974.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 2.703% 04/15/32                | MICRON TECHNOLOGY INC REGD 2.70300000                                                                                             | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      919000 | NS      | $687160.07     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1449 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1449 3.00000000                                                                                          | CUSIP: 3140MSTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      649379 | NS      | $570074.91     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 6.5% 02/01/29                | CSC HOLDINGS LLC REGD 144A P/P 6.50000000                                                                                         | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8526000 | NS      | $6970005.00    | 0.03%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB 2016-A A2A 2.7% 05/15/25                  | SMB PRIVATE EDUCATION LOAN TRUST 2016-A SER 2016-A CL A2A REGD 144A P/P 2.70000000                                                | CUSIP: 78449FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      101502 | NS      | $97190.47      | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 07/15/32                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                                                         | CUSIP: 91282CEZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    92932642 | NS      | $85118558.27   | 0.31%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KING 1.5% 07/22/47/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000                                                                                   | CUSIP: G4527HHC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |       80000 | NS      | $58975.48      | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9925 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FM9925 2.00000000                                                                                          | CUSIP: 3140XEA38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2593773 | NS      | $2134392.31    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP V/R /PERP/                | CREDIT SUISSE GROUP AG REGD V/R /PERP/ 144A P/P 7.50000000                                                                        | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2900000 | NS      | $2317447.07    | 0.01%             | 2171-01-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC 3.3% 11/23/26                 | BARINGS BDC INC REGD SER WI 3.30000000                                                                                            | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     8585000 | NS      | $7276459.45    | 0.03%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  3.9% 06/15/32                | LOCKHEED MARTIN CORP REGD 3.90000000                                                                                              | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1239000 | NS      | $1167502.80    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T/L SAFE FLEET 0% 02/23/2029                  | T/L SAFE FLEET HOLDINGS LLC    REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      392812 | NS      | $378820.43     | 0.00%             | 2029-02-23      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.7% 05/14/45                      | ABBVIE INC REGD 4.70000000                                                                                                        | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4428000 | NS      | $3932955.22    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0026 2.5% 11/01/51                   | FANNIE MAE POOL UMBS P#FS0026 2.50000000                                                                                          | CUSIP: 3140XFA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2415022 | NS      | $2080695.30    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6416 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6416 3.00000000                                                                                          | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25496257 | NS      | $22632020.71   | 0.08%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/49 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL M1 V/R REGD /GBP/ 3.15798000                                                          | CUSIP: G5807QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     4414092 | NS      | $4845882.74    | 0.02%             | 2049-04-15      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR11 A V/R 08/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR11 CL A1A V/R REGD 5.02871000                                     | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1330913 | NS      | $1256668.31    | 0.00%             | 2045-08-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.054% 03/15/29                | WARNERMEDIA HOLDINGS INC REGD 144A P/P 4.05400000                                                                                 | CUSIP: 55903VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4505000 | NS      | $3897374.93    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08733 3.5% 11/01/46                  | FREDDIE MAC GOLD POOL P#G08733 3.50000000                                                                                         | CUSIP: 3128MJY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      741434 | NS      | $690193.77     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2020-1 A3 V/R 01/25/60                  | VERUS SECURITIZATION TRUST 2020-1 SER 2020-1 CL A3 V/R REGD 144A P/P 2.72400000                                                   | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2685674 | NS      | $2519747.96    | 0.01%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S B V/R 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL B V/R REGD 144A P/P 3.83188000                                                     | CUSIP: 12635WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | NS      | $1530762.11    | 0.01%             | 2036-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 4.926% 10/01/51                | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 4.92600000                                                                    | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      425000 | NS      | $400689.87     | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 23                       | FNMA 30YR TBA 6% JAN 23        TO BE ANNOUNCED 6.00000000                                                                         | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16200000 | NS      | $16439048.17   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACE 2004-HE3 M1 V/R 11/25/34                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2004-HE3 CL M1 V/R REGD 5.31871000                                           | CUSIP: 004421HQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200336 | NS      | $4110698.72    | 0.01%             | 2034-11-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50                  | UNITED STATES TREASURY BOND 1.37500000                                                                                            | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    73900000 | NS      | $41063574.03   | 0.15%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28                | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                                                          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    39661000 | NS      | $33227005.77   | 0.12%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9452 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FM9452 2.00000000                                                                                          | CUSIP: 3140XDQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1288527 | NS      | $1061716.32    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L SCIENTIFIC 0% 04/14/29                    | T/L SCIENTIFIC GAMES           CORPORATION REGD 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      899982 | NS      | $885519.17     | 0.00%             | 2029-04-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.55% 08/20/60                      | APPLE INC REGD 2.55000000                                                                                                         | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      811000 | NS      | $490738.03     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32                   | BROADCOM INC REGD 144A P/P 4.15000000                                                                                             | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3887000 | NS      | $3412234.86    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/33                | CREDIT AGRICOLE SA REGD V/R MTN 4.00000000                                                                                        | CUSIP: 225313AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    21168000 | NS      | $18443839.28   | 0.07%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEUB 2017-16SA A V/R 04/15/34                 | NEUBERGER BERMAN CLO XVI-S LTD SER 2017-16SA CL AR V/R REGD 144A P/P 5.11914000                                                   | CUSIP: 64131TAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18770000 | NS      | $18157028.11   | 0.07%             | 2034-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  2.9% 11/15/31                | GLOBAL PAYMENTS INC REGD 2.90000000                                                                                               | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    15880000 | NS      | $12522465.24   | 0.05%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8507 2% 02/01/36                     | FREDDIE MAC POOL UMBS P#SB8507 2.00000000                                                                                         | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3709923 | NS      | $3309290.68    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 2.67% 12/01/26                | CDW LLC/CDW FINANCE REGD 2.67000000                                                                                               | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3325000 | NS      | $2951994.85    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERIC 4.183% 11/25/27                | BANK OF AMERICA CORP REGD MTN SER L 4.18300000                                                                                    | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16659000 | NS      | $15801071.83   | 0.06%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.4% 10/01/47                | ENERGY TRANSFER LP REGD 5.40000000                                                                                                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    23107000 | NS      | $19572955.34   | 0.07%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230314 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8802.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES  4.375% 04/01/31                | FMG RESOURCES AUG 2006 REGD 144A P/P 4.37500000                                                                                   | CUSIP: 30251GBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6670000 | NS      | $5547328.88    | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HESS CORP 4.3% 04/01/27                       | HESS CORP REGD 4.30000000                                                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     4305000 | NS      | $4111504.50    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MABS 2004-WMC1 M V/R 02/25/34                 | MASTR ASSET BACKED SECURITIES TRUST 2004-WMC1 SER 2004-WMC1 CL M1 V/R REGD 5.16871000                                             | CUSIP: 57643LCW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      989586 | NS      | $974067.58     | 0.00%             | 2034-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230106 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1538404.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAY AREA CA TO 7.043% 04/01/50                | BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 7.04300000                                                                            | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2790000 | NS      | $3429708.22    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP 3.6% 08/15/26                   | WESTLAKE CORP REGD 3.60000000                                                                                                     | CUSIP: 960413AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1925000 | NS      | $1808747.23    | 0.01%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 06/30/24                | BANCO SANTANDER SA REGD V/R 0.70100000                                                                                            | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    20600000 | NS      | $20030815.00   | 0.07%             | 2024-06-30      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ2 A1 V/R 12/25/61                 | TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000                                               | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36730283 | NS      | $33588936.13   | 0.12%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2547 3% 02/01/35                     | FANNIE MAE POOL UMBS P#FM2547 3.00000000                                                                                          | CUSIP: 3140X5ZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1605297 | NS      | $1506782.78    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.6% 06/15/51                | COX COMMUNICATIONS INC REGD 144A P/P 3.60000000                                                                                   | CUSIP: 224044CP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2150000 | NS      | $1473931.94    | 0.01%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY 4% 12/15/24                | RETAIL OPPORTUNITY IN REGD 4.00000000                                                                                             | CUSIP: 76132FAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | NS      | $855478.78     | 0.00%             | 2024-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 2.0% JAN 23                     | FNMA 15YR TBA 2.0% JAN 23      TO BE ANNOUNCED 2.00000000                                                                         | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    58404700 | NS      | $51935171.67   | 0.19%             | 2038-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.6% 02/15/33                    | BROADCOM INC REGD 144A P/P 2.60000000                                                                                             | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8220000 | NS      | $6169908.91    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 03/06/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1123 0.00000000                                                                       | CUSIP: J2S39LXZ2<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        | 15274000000 | PA      | $116417164.09  | 0.42%             | 2023-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDI 5.25% 06/18/25                | MGM CHINA HOLDINGS LTD REGD 144A P/P 5.25000000                                                                                   | CUSIP: 55300RAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     2100000 | NS      | $1974919.49    | 0.01%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2622 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#CB2622 2.50000000                                                                                          | CUSIP: 3140QM4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8583055 | NS      | $7340066.48    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3029 3% 06/01/32                     | FANNIE MAE POOL UMBS P#MA3029 3.00000000                                                                                          | CUSIP: 31418CLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      549151 | NS      | $522607.30     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8299 3% 11/01/46                     | FANNIE MAE POOL UMBS P#AS8299 3.00000000                                                                                          | CUSIP: 3138WJGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      981619 | NS      | $878317.35     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC5 A1 V/R 11/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SER 2006-BC5 CL A1 V/R REGD 4.66871000                                         | CUSIP: 84751NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10592426 | NS      | $8412475.77    | 0.03%             | 2037-11-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| RASC 2006-EMX6 A V/R 07/25/36                 | RASC SERIES 2006-EMX6 TRUST SER 2006-EMX6 CL A4 V/R REGD 4.92871000                                                               | CUSIP: 754065AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217601 | NS      | $187223.29     | 0.00%             | 2036-07-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MAPSL 2019-1A 4.458% 03/15/26                 | MAPS 2019-1 LTD SER 2019-1A CL A REGD 144A P/P 4.45800000                                                                         | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      988123 | NS      | $867039.49     | 0.00%             | 2044-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONC 7.7% 07/21/28                | FRIGORIFICO CONCEPCION REGD 144A P/P 7.70000000                                                                                   | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      282000 | NS      | $227715.00     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| T/L MARRIOTT OWNE ZCP 08/29/25                | T/L MARRIOTT OWNERSHIP RESORTS REGD ZCP TERM LOAN 0.00000000                                                                      | CUSIP: 57163KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      105189 | NS      | $103821.70     | 0.00%             | 2025-08-29      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                                                            | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    30000000 | NS      | $24714843.60   | 0.09%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2022-1 A2 V/R 02/25/46                  | J.P. MORGAN MORTGAGE TRUST 2022-1 SER 2022-1 CL A2 V/R REGD 144A P/P 3.00000000                                                   | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7454924 | NS      | $6222826.68    | 0.02%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD D V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL D V/R REGD 144A P/P 8.04900000                                                                 | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1770000 | NS      | $1610538.93    | 0.01%             | 2038-12-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATIO 2.815% 06/01/70                | FORD FOUNDATION/THE REGD SER 2020 2.81500000                                                                                      | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |      880000 | NS      | $513286.26     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/27                  | UNITED STATES TREASURY NOTE 1.87500000                                                                                            | CUSIP: 91282CEC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   110900000 | NS      | $101568805.24  | 0.37%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5077 2.5% 05/01/51                   | FREDDIE MAC POOL UMBS P#RA5077 2.50000000                                                                                         | CUSIP: 3133KLUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20597650 | NS      | $17686911.34   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 4.6% 06/01/52                | ONCOR ELECTRIC DELIVERY REGD 144A P/P 4.60000000                                                                                  | CUSIP: 68233JCG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2124000 | NS      | $1941529.75    | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RBSCF 2013-GSP A V/R 01/15/24                 | RBS COMMERCIAL FUNDING INC 2013-GSP TRUST SER 2013-GSP CL A V/R REGD 144A P/P 3.83360000                                          | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6870000 | NS      | $6612188.82    | 0.02%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| GLOBAL BANK CORPO V/R 04/16/29                | GLOBAL BANK CORPORATION REGD V/R 5.25000000                                                                                       | CUSIP: P47718AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      200000 | NS      | $181840.00     | 0.00%             | 2029-04-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                                                            | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4287500 | NS      | $3322129.12    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM  6.875% 10/15/27                | FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000                                                                                 | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     7600000 | NS      | $7130496.70    | 0.03%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.29 06/30/26 GOLD FLOAT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $86573.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM1000 3% 04/01/47                     | FANNIE MAE POOL UMBS P#FM1000 3.00000000                                                                                          | CUSIP: 3140X4DE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1244416 | NS      | $1110036.07    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY 5% 02/22/27/EUR/                      | HUNGARY /EUR/ REGD REG S 5.00000000                                                                                               | CUSIP: X93622GJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      800000 | NS      | $849444.02     | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAFL 2021-1 C 2.8% 01/15/31                   | COREVEST AMERICAN FINANCE 2021-1 TRUST SER 2021-1 CL C REGD 144A P/P 2.80000000                                                   | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1525000 | NS      | $1173128.36    | 0.00%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.375% 03/30/28                | ENERGEAN ISRAEL FINANCE REGD 5.37500000                                                                                           | CUSIP: M4R2A7AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     4950000 | NS      | $4430250.00    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8039 4% 01/01/50                     | FREDDIE MAC POOL UMBS P#SD8039 4.00000000                                                                                         | CUSIP: 3132DV4Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2065517 | NS      | $1953018.61    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230320 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1379781.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 3.15% 10/01/26                | TEVA PHARMACEUTICALS NE REGD 3.15000000                                                                                           | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    10685000 | NS      | $9344032.50    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.95% 11/01/27                | HUDSON PACIFIC PROPERTIE REGD 3.95000000                                                                                          | CUSIP: 44409MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10372000 | NS      | $8825205.59    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN 3.875% 03/16/29                | ANGLO AMERICAN CAPITAL REGD 144A P/P 3.87500000                                                                                   | CUSIP: 034863BB5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4211000 | NS      | $3780577.44    | 0.01%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL B V/R REGD 144A P/P /GBP/ 4.13868000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    11459000 | NS      | $13375555.16   | 0.05%             | 2059-07-15      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2  V/R 09/25/56                 | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.07300000                                           | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2947977 | NS      | $2349990.95    | 0.01%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| T/L SOPHIA L.P. 0% 10/07/27                   | T/L SOPHIA L.P.                REGD 0.00000000                                                                                    | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      409420 | NS      | $394324.30     | 0.00%             | 2027-10-07      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW6250 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW6250 3.00000000                                                                                          | CUSIP: 3140MX5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2128693 | NS      | $1868725.42    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 3.875% 06/12/30                | FED REPUBLIC OF BRAZIL REGD 3.87500000                                                                                            | CUSIP: 105756CC2<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |     4400000 | NS      | $3818473.65    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAST 2007-3 1A V/R 09/25/37                   | SAXON ASSET SECURITIES TRUST 2007-3 SER 2007-3 CL 1A V/R REGD 4.69871000                                                          | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15172552 | NS      | $14200948.48   | 0.05%             | 2037-09-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 3.4% 03/01/50                | FIRSTENERGY CORP REGD SER C 3.40000000                                                                                            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2515000 | NS      | $1659397.00    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA S 6.99% 02/20/32                | BRASKEM IDESA SAPI REGD REG S 6.99000000                                                                                          | CUSIP: P1850NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      312000 | NS      | $222711.35     | 0.00%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND 6.125% 06/30/25                | LEVIATHAN BOND LTD REGD 6.12500000                                                                                                | CUSIP: M6746GAB2<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     5495000 | NS      | $5371362.50    | 0.02%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLA 5.4% 02/01/27                | EMBRAER NETHERLANDS FINA REGD 5.40000000                                                                                          | CUSIP: 29082HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      960000 | NS      | $919200.00     | 0.00%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30                | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                                                            | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40108000 | NS      | $36353835.05   | 0.13%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASU ZCP 03/20/23/JPY/                | JAPAN TREASURY DISC BILL /JPY/ REGD ZCP SER 1126 0.00000000                                                                       | CUSIP: J2S39LXY5<br>LEI: N/A                  | Long             | STIV             | USGA              | JP        |  5722000000 | PA      | $43615307.57   | 0.16%             | 2023-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4885 3% 12/01/34                     | FANNIE MAE POOL UMBS P#CA4885 3.00000000                                                                                          | CUSIP: 3140QCNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2692091 | NS      | $2526924.30    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVES 2022-A A 5.25% 04/25/30                 | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC SER 2022-A CL A REGD 144A P/P 5.25000000                                          | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1140179 | NS      | $1106442.69    | 0.00%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4772 3.5% 04/01/45                   | FANNIE MAE POOL UMBS P#AS4772 3.50000000                                                                                          | CUSIP: 3138WEJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9321 | NS      | $8667.39       | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/06/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796YN3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   151945000 | PA      | $150296396.75  | 0.55%             | 2023-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R07.80PMXIE 02/06/23 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $6285.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP07.49 01/14/32 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $24959.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JA 9.75% 07/15/25                    | INTELSAT JA REGD 144A P/P 9.75000000                                                                                              | CUSIP: 458ESCAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    15687000 | NS      | $0.00          | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY V/R 05/04/27                   | MORGAN STANLEY REGD V/R 1.59300000                                                                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17113000 | NS      | $15012112.80   | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RUS3MP02.25 03/12/50 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $604822.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM 2022-R3 A1 V/R 03/25/62                   | CIM TRUST SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000                                                                          | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    45585893 | NS      | $43538839.95   | 0.16%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNE 2014-8A AR V/R 04/15/31                 | MAGNETITE VIII LTD SER 2014-8A CL AR2 V/R REGD 5.05914000                                                                         | CUSIP: 55952YAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1089071 | NS      | $1071666.28    | 0.00%             | 2031-04-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ELMW1 2019-1A AR V/R 10/20/33                 | ELMWOOD CLO I LTD SER 2019-1A CL AR V/R REGD 144A P/P 5.69257000                                                                  | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | NS      | $1964474.00    | 0.01%             | 2033-10-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-BA  3.61% 09/15/26                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-BA CL A2A REGD 144A P/P 3.61000000                                           | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      856005 | NS      | $830501.92     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.125% 04/30/23                  | UNITED STATES TREASURY NOTE 0.12500000                                                                                            | CUSIP: 91282CBX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    42910000 | NS      | $42319987.50   | 0.15%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLO 4.5% 01/28/26                | REPUBLIC OF COLOMBIA REGD 4.50000000                                                                                              | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |     2192000 | NS      | $2060258.76    | 0.01%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC 3.25% 07/15/31                | NGPL PIPECO LLC REGD 144A P/P 3.25000000                                                                                          | CUSIP: 62928CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7679000 | NS      | $6246121.64    | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20230221 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14910.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK C 2.375% 03/15/24                | DISH NETWORK CORP REGD CONVERTIBLE 2.37500000                                                                                     | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     7520000 | NS      | $6775520.00    | 0.02%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230313 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1193791.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  5.25% 05/30/48                | VODAFONE GROUP PLC REGD 5.25000000                                                                                                | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    14148000 | NS      | $12460563.09   | 0.05%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/30                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                                         | CUSIP: 912828ZZ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    11297848 | NS      | $10115391.94   | 0.04%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CGCMT 2013-375P  V/R 05/10/23                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P SER 2013-375P CL C V/R REGD 144A P/P 3.51757800                                     | CUSIP: 17320QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9030000 | NS      | $8315730.61    | 0.03%             | 2035-05-10      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4% 10/01/27                | ENERGY TRANSFER LP REGD 4.00000000                                                                                                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6160000 | NS      | $5748993.10    | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 4.25% 08/15/24                | SYNCHRONY FINANCIAL REGD 4.25000000                                                                                               | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     5145000 | NS      | $5026849.40    | 0.02%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES ZCP 12/15/25                | UBER TECHNOLOGIES INC REGD ZCP CONVERTIBLE 0.00000000                                                                             | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     6365000 | NS      | $5360961.86    | 0.02%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FSMT 2020-1INV A V/R 08/25/41                 | FLAGSTAR MORTGAGE TRUST 2020-1NV SER 2020-1INV CL A11 V/R REGD 144A P/P 4.86614000                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781164 | NS      | $716063.56     | 0.00%             | 2050-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.45% 03/01/47                       | AT&T INC REGD 5.45000000                                                                                                          | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      877000 | NS      | $821395.49     | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES 2021-59A B1 V/R 04/25/34                 | ARES LIX CLO LTD SER 2021-59A CL B1 V/R REGD 144A P/P 5.75843000                                                                  | CUSIP: 04018EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | NS      | $4319793.00    | 0.02%             | 2034-04-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS XS0768454844 01.000 SP 12/20/2023 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $21505.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 GSISW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $6958.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L REALPAGE INC 0% 4/24/28                   | T/L REALPAGE INC REGD 0.00000000                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      447733 | NS      | $424898.62     | 0.00%             | 2028-04-24      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-4 M2 V/R 06/25/57                   | TOWD POINT MORTGAGE TRUST 2017-4 SER 2017-4 CL M2 V/R REGD 144A P/P 3.25000000                                                    | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3873000 | NS      | $3135398.38    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3606 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#CB3606 3.50000000                                                                                          | CUSIP: 3140QPAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4101458 | NS      | $3728341.92    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN C 4.5% 03/15/28                | ANGLO AMERICAN CAPITAL REGD 144A P/P 4.50000000                                                                                   | CUSIP: 034863AU4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    23013000 | NS      | $21764971.87   | 0.08%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GL 2.05% 08/23/31                | AON CORP/AON GLOBAL HOLD REGD 2.05000000                                                                                          | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5527000 | NS      | $4370076.92    | 0.02%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T/L DEERFIELD DA 0% 4/9/2027                  | T/L DEERFIELD DAKOTA HOLDING   LLC FKA DAKOTA HOLDING         CORPORATION AKA DUFF & PHELPS  REGD 0.00000000                      | CUSIP: 24440EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1766999 | NS      | $1647178.66    | 0.01%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 3.95% 05/01/28                     | NUCOR CORP REGD 3.95000000                                                                                                        | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2043000 | NS      | $1929965.71    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN3 A1 V/R 09/25/51                 | PRET 2021-RN3 LLC SER 2021-RN3 CL A1 V/R REGD 144A P/P 1.84290000                                                                 | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    32485750 | NS      | $28949803.23   | 0.11%             | 2051-09-25      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP 0% 03/09/2027                  | T/L ZAYO GROUP HOLDINGS INC    REGD 0.00000000                                                                                    | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8110592 | NS      | $6546951.06    | 0.02%             | 2027-03-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                                                          | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1790677 | NS      | $1626868.96    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                  | UNITED STATES TREASURY BOND 1.37500000                                                                                            | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    25840000 | NS      | $16799028.19   | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32                | PETROLEOS MEXICANOS REGD 6.70000000                                                                                               | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    31066000 | NS      | $24394483.30   | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FIN 5.5% 01/15/30                | JBS USA/FOOD/FINANCE REGD 144A P/P 5.50000000                                                                                     | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5130000 | NS      | $4881297.60    | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FCAT 2019-3 D 2.86% 01/16/24                  | FLAGSHIP CREDIT AUTO TRUST 2019-3 SER 2019-3 CL D REGD 144A P/P 2.86000000                                                        | CUSIP: 33846AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2235000 | NS      | $2149440.85    | 0.01%             | 2025-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28                   | MORGAN STANLEY REGD V/R 6.29600000                                                                                                | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4093000 | NS      | $4225222.44    | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/30/24                    | UNITED STATES TREASURY NOTE 4.50000000                                                                                            | CUSIP: 91282CFX4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     9560000 | NS      | $9560373.41    | 0.03%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.85% 04/01/61                | CHARTER COMM OPT LLC/CAP REGD 3.85000000                                                                                          | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3422000 | NS      | $1979149.15    | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.75% 10/15/33                | MARRIOTT INTERNATIONAL REGD SER II 2.75000000                                                                                     | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2622000 | NS      | $2000344.51    | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMMST 2022-MF 2.915% 12/15/28                 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2022-MF4 SER 2022-MF4 CL A3 REGD 144A P/P 2.91520000                                  | CUSIP: 03882LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6700000 | NS      | $5880606.08    | 0.02%             | 2055-02-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 A1 V/R 04/27/65                   | COLT 2020-3 MORTGAGE LOAN TRUST SER 2020-3 CL A1 V/R REGD 144A P/P 1.50600000                                                     | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469220 | NS      | $438459.76     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR15 A V/R 11/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR15 CL A1A1 V/R REGD 4.90871000                                    | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3247093 | NS      | $2898821.47    | 0.01%             | 2045-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C33 B V/R 03/15/26                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL B V/R REGD 4.50600000                                              | CUSIP: 95000LBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4317000 | NS      | $3957565.28    | 0.01%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R02.44PER6M 07/14/32 XGS FIXED                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-93921.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2019-4 A2 V/R 11/25/59                  | VERUS SECURITIZATION TRUST 2019-4 SER 2019-4 CL A2 V/R REGD 144A P/P 2.84600000                                                   | CUSIP: 92537KAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      833322 | NS      | $790472.40     | 0.00%             | 2059-11-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08748 3.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#G08748 3.50000000                                                                                         | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      364019 | NS      | $338743.07     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMI 2007-AR3 2A V/R 06/25/37                 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR3 SER 2007-AR3 CL 2A1 V/R REGD 4.57871000                                   | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11569505 | NS      | $10038241.43   | 0.04%             | 2047-09-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.4% 03/01/32                | PACIFIC GAS & ELECTRIC REGD 4.40000000                                                                                            | CUSIP: 694308KC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11850000 | NS      | $10342839.38   | 0.04%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 3.875% 02/15/29                | VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000                                                                                   | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6345000 | NS      | $5560975.12    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CBM 3.402% 02/10/25                 | COMM 2020-CBM MORTGAGE TRUST SER 2020-CBM CL C REGD 144A P/P 3.40200000                                                           | CUSIP: 20049AAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5150000 | NS      | $4638974.77    | 0.02%             | 2037-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 A V/R 10/15/25                   | MF1 2020-FL4 LTD SER 2020-FL4 CL A V/R REGD 6.15009000                                                                            | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21361703 | NS      | $21004108.43   | 0.08%             | 2035-11-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-E C 4.16% 07/26/26                  | SOFI PROFESSIONAL LOAN PROGRAM 2017-E LLC SER 2017-E CL C REGD 144A P/P 4.16000000                                                | CUSIP: 83404KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      695000 | NS      | $605253.96     | 0.00%             | 2040-11-26      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  4.263% 06/01/36                | PG&E WILDFIRE RECOVERY REGD SER A-2 4.26300000                                                                                    | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3170000 | NS      | $2937343.43    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| T/L HILTON WORLDWI 0% 6/22/26                 | T/L HILTON WORLDWIDE FINANCE   LLC REGD 0.00000000                                                                                | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7631741 | NS      | $7601366.21    | 0.03%             | 2026-06-22      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1196 3.5% 09/01/52                   | FANNIE MAE POOL UMBS P#BW1196 3.50000000                                                                                          | CUSIP: 3140MSKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122999 | NS      | $111797.71     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 05/25/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796ZF9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   170440000 | PA      | $167406958.84  | 0.61%             | 2023-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME C 3.25% 01/15/31                | REALTY INCOME CORP REGD 3.25000000                                                                                                | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1545000 | NS      | $1339771.58    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROY 1.625% 05/09/28/EUR/                | ROLLS-ROYCE PLC /EUR/ REGD REG S EMTN 1.62500000                                                                                  | CUSIP: G76311AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    12240000 | NS      | $10334445.23   | 0.04%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC 3% 05/22/30                  | RELX CAPITAL INC REGD 3.00000000                                                                                                  | CUSIP: 74949LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2318000 | NS      | $1975277.46    | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP01.75 03/15/33 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $13655322.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKT 2019-2A AR V/R 08/20/32                 | ROCKFORD TOWER CLO 2019-2 LTD SER 2019-2A CL AR V/R REGD 144A P/P 5.77543000                                                      | CUSIP: 77341GAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13850000 | NS      | $13475537.55   | 0.05%             | 2032-08-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.2% 03/01/29                       | BOEING CO REGD 3.20000000                                                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1855000 | NS      | $1626630.88    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR 4.5% 04/23/28                  | STATE OF QATAR REGD 4.50000000                                                                                                    | CUSIP: M8489SAH0<br>LEI: N/A                  | Long             | DBT              | USGA              | QA        |     3159000 | NS      | $3176184.96    | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSCMS 2006-T24 B V/R 10/12/41                 | BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST  SER 2006-T24 CL B V/R REGD 5.65700000                                          | CUSIP: 07388NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      460345 | NS      | $430701.45     | 0.00%             | 2041-10-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/26                    | CITIGROUP INC REGD V/R 2.01400000                                                                                                 | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    34160000 | NS      | $31658357.30   | 0.12%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PMXIER07.36 08/21/37 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $4148.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2022-FL10 A V/R 09/17/37                  | MF1 2022-FL10 LLC SER 2022-FL10 CL A V/R REGD 144A P/P 6.95602000                                                                 | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1188000 | NS      | $1180848.24    | 0.00%             | 2037-09-17      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 2.6% 03/15/31                | WILLIAMS COMPANIES INC REGD 2.60000000                                                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4619000 | NS      | $3737939.51    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXI 4.875% 01/18/24                | PETROLEOS MEXICANOS REGD 4.87500000                                                                                               | CUSIP: 71654QBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      374000 | NS      | $365585.00     | 0.00%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1331 2% 03/01/37                     | FANNIE MAE POOL UMBS P#FS1331 2.00000000                                                                                          | CUSIP: 3140XGPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3680417 | NS      | $3282684.96    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.875% 03/25/31                   | ORACLE CORP REGD 2.87500000                                                                                                       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5760000 | NS      | $4775771.87    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED GR 4.875% 07/01/24/EUR/                | UNITED GROUP BV /EUR/ REGD REG S 4.87500000                                                                                       | CUSIP: N9015VAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     8500000 | NS      | $8446348.09    | 0.03%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HAROT 2020-1 A 1.61% 05/22/23                 | HONDA AUTO RECEIVABLES 2020-1 OWNER TRUST SER 2020-1 CL A3 REGD 1.61000000                                                        | CUSIP: 43813RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2280780 | NS      | $2259723.48    | 0.01%             | 2024-04-22      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ2315 4% 03/01/48                     | FANNIE MAE POOL UMBS P#BJ2315 4.00000000                                                                                          | CUSIP: 3140H3SD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116950 | NS      | $111149.46     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK 2.45% 09/12/24                  | DISCOVER BANK REGD 2.45000000                                                                                                     | CUSIP: 25466AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2622000 | NS      | $2480124.42    | 0.01%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS 3.5% 06/01/30                | VULCAN MATERIALS CO REGD 3.50000000                                                                                               | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1233169.74    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L ARCHES BUYER 0% 12/06/27                  | T/L ARCHES BUYER INC REGD 0.00000000                                                                                              | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      733538 | NS      | $676996.59     | 0.00%             | 2027-12-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31                | TARGA RESOURCES PARTNERS REGD 4.87500000                                                                                          | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2677000 | NS      | $2417197.15    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1026 3.5% 02/01/48                   | FANNIE MAE POOL UMBS P#FM1026 3.50000000                                                                                          | CUSIP: 3140X4D86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      746842 | NS      | $694776.97     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.95% 08/12/31/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.95000000                                                                                          | CUSIP: P87324BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     5192000 | NS      | $1287287.04    | 0.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS C 6.875% 03/24/26                | SOUTHERN GAS CORRIDOR REGD REG S 6.87500000                                                                                       | CUSIP: Y8T6JPAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AZ        |     1584000 | NS      | $1621730.88    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP 7.875% 10/15/29                | OT MERGER CORP REGD 144A P/P 7.87500000                                                                                           | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | NS      | $795000.00     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                AMRTZ 6.036%28 | CVS HEALTH CORP                AMRTZ 6.036%28 6.03600000                                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      992068 | NS      | $977214.73     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FCAT 2022-2 B 4.76% 05/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2022-2 SER 2022-2 CL B REGD 144A P/P 4.76000000                                                        | CUSIP: 33844XAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5200000 | NS      | $5019626.04    | 0.02%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.03PUS3M 07/24/25 CITIBANK FIXED                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-10038326.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FGLMC P#G60460 4.5% 02/01/46                  | FREDDIE MAC GOLD POOL P#G60460 4.50000000                                                                                         | CUSIP: 31335AQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      410528 | NS      | $406460.92     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 09/14/27                | BANCO SANTANDER SA REGD V/R 1.72200000                                                                                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1800000 | NS      | $1537499.57    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6531 3% 03/20/50                  | GINNIE MAE II POOL P#MA6531 3.00000000                                                                                            | CUSIP: 36179VHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2261610 | NS      | $1985898.72    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                                                          | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | NS      | $693652.62     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KLA CORP 3.3% 03/01/50                        | KLA CORP REGD 3.30000000                                                                                                          | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     3989000 | NS      | $2888610.85    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NCR CORP 5.25% 10/01/30                       | NCR CORP REGD 144A P/P 5.25000000                                                                                                 | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     3500000 | NS      | $2887500.00    | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 2.75% 02/21/28                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000                                                                                 | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6105000 | NS      | $4900689.24    | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR 29A B V/R 01/15/32                        | KKR CLO 29 LTD SER 29A CL B V/R REGD 144A P/P 5.57914000                                                                          | CUSIP: 48254GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8540000 | NS      | $8196914.04    | 0.03%             | 2032-01-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 02/15/26                | T-MOBILE USA INC REGD 2.25000000                                                                                                  | CUSIP: 87264ABR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14809000 | NS      | $13470873.57   | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OMFIT 2020-2A  1.75% 02/14/27                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 SER 2020-2A CL A REGD 144A P/P 1.75000000                                                 | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3465000 | NS      | $3026921.44    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINAN 4.892% 04/24/25                | SYNGENTA FINANCE NV REGD 144A P/P 4.89200000                                                                                      | CUSIP: 87164KAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      550000 | NS      | $532694.05     | 0.00%             | 2025-04-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 A3 V/R 10/25/21                   | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL A3 V/R 5.03871000                                                                     | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3636762 | NS      | $3498797.55    | 0.01%             | 2026-05-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMB 5% 01/15/30                | SUZANO AUSTRIA GMBH REGD 5.00000000                                                                                               | CUSIP: 86964WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      200000 | NS      | $187250.00     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-HSDB A V/R 12/13/20                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2017-HSDB CL A V/R REGD 144A P/P 5.37000000                                             | CUSIP: 95001EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8284000 | NS      | $8170685.65    | 0.03%             | 2031-12-13      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV2  V/R 03/25/42                 | JP MORGAN MORTGAGE TRUST 2020-INV2 SER 2020-INV2 CL A15 V/R REGD 144A P/P 3.00000000                                              | CUSIP: 46652KBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1296955 | NS      | $1091538.21    | 0.00%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6273 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6273 3.00000000                                                                                         | CUSIP: 3133BF6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3281016 | NS      | $2880685.67    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS  6.25% 12/14/26/GBP/                | PETROBRAS GLOBAL FINANCE /GBP/ REGD EMTN 6.25000000                                                                               | CUSIP: N6945AAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4254000 | NS      | $4969753.68    | 0.02%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST 5.517% 04/01/39                      | TEXAS ST REGD N/C B/E 5.51700000                                                                                                  | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     1720000 | NS      | $1816649.38    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE  8.2% 04/06/28                | RIO OIL FINANCE TRUST REGD 144A P/P 8.20000000                                                                                    | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      425600 | NS      | $429856.00     | 0.00%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3663 3.5% 05/20/46                | GINNIE MAE II POOL P#MA3663 3.50000000                                                                                            | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1094103 | NS      | $1021490.45    | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US097023BP90 01.000 SP 06/20/2027 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-95526.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC PIPELINES L 4.375% 03/13/25                | TC PIPELINES LP REGD 4.37500000                                                                                                   | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     3330000 | NS      | $3257713.46    | 0.01%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 4.875% 06/19/49                | VODAFONE GROUP PLC REGD 4.87500000                                                                                                | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6963000 | NS      | $5818196.60    | 0.02%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC 6% 03/01/26                     | COMMSCOPE INC REGD 144A P/P 6.00000000                                                                                            | CUSIP: 20338QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | NS      | $2034972.45    | 0.01%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 03/15/25                | SANTANDER UK GROUP HLDGS REGD V/R 1.08900000                                                                                      | CUSIP: 80281LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    23040000 | NS      | $21526620.83   | 0.08%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FIDELITY & GUARA 5.5% 05/01/25                | FIDELITY & GUARANTY LIFE REGD 144A P/P 5.50000000                                                                                 | CUSIP: 315786AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2360000 | NS      | $2325322.07    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5071 2% 09/01/40                     | FREDDIE MAC POOL UMBS P#RB5071 2.00000000                                                                                         | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9875034 | NS      | $8436283.54    | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.375% 05/13/45                     | APPLE INC REGD 4.37500000                                                                                                         | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      720000 | NS      | $665384.80     | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 2.95% 03/15/34                | ALEXANDRIA REAL ESTATE E REGD 2.95000000                                                                                          | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2912000 | NS      | $2360194.96    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-5 M1 V/R 09/25/24                   | ANGEL OAK MORTGAGE TRUST 2020-5 SER 2020-5 CL M1 V/R REGD 144A P/P 2.97000000                                                     | CUSIP: 03464WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2480000 | NS      | $2010731.92    | 0.01%             | 2065-05-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US097023BP90 01.000 SP 12/20/2026 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-1890.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BM3207 3% 12/01/32                     | FANNIE MAE POOL UMBS P#BM3207 3.00000000                                                                                          | CUSIP: 3140J7R56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1148388 | NS      | $1092844.59    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0208 2.5% 01/01/52                   | FANNIE MAE POOL UMBS P#FS0208 2.50000000                                                                                          | CUSIP: 3140XFGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5677734 | NS      | $4855478.28    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL B 3.342% 07/01/60                | MASS GENERAL BRIGHAM INC REGD SER 2020 3.34200000                                                                                 | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     3500000 | NS      | $2325773.07    | 0.01%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6367 3% 01/01/50                     | FREDDIE MAC POOL UMBS P#QA6367 3.00000000                                                                                         | CUSIP: 3133A1CC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6941622 | NS      | $6161555.34    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 3.5% 04/01/25                | GOLDMAN SACHS GROUP INC REGD 3.50000000                                                                                           | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    14473000 | NS      | $13917850.46   | 0.05%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17- 3.6% 10/15/29                | AMER AIRLINE 17-2 A PTT REGD SER A 3.60000000                                                                                     | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177765 | NS      | $138666.84     | 0.00%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 MSINT LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $7022.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.65% 01/15/27                | BERRY GLOBAL INC REGD 1.65000000                                                                                                  | CUSIP: 08576PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | NS      | $1710542.30    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CXHE 2005-D M5 V/R 10/25/35                   | CENTEX HOME EQUITY LOAN TRUST 2005-D SER 2005-D CL M5 V/R REGD 5.02871000                                                         | CUSIP: 152314PR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2131000 | NS      | $2067641.53    | 0.01%             | 2035-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL3 A V/R 03/25/61                 | CSMC 2022-RPL3 TRUST SER 2022-RPL3 CL A1 V/R REGD 144A P/P 3.64832300                                                             | CUSIP: 12659QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39336646 | NS      | $38843856.25   | 0.14%             | 2061-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08711 3.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G08711 3.50000000                                                                                         | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1942953 | NS      | $1796031.25    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.625% 01/15/33                   | PROLOGIS LP REGD 4.62500000                                                                                                       | CUSIP: 74340XBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1224000 | NS      | $1184914.15    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230213 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $252872.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.25% 08/22/57                 | AMAZON.COM INC REGD 4.25000000                                                                                                    | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3329000 | NS      | $2859335.66    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31                | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4803000 | NS      | $3977202.29    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.00 03/18/30 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3601472.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FS1334 2% 11/01/51                     | FANNIE MAE POOL UMBS P#FS1334 2.00000000                                                                                          | CUSIP: 3140XGPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4455220 | NS      | $3636188.24    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7550 3% 02/01/35                     | FANNIE MAE POOL UMBS P#FM7550 3.00000000                                                                                          | CUSIP: 3140XBL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2569236 | NS      | $2444951.79    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2018-EXP1 2A V/R 04/25/48                 | OBX 2018-EXP1 TRUST SER 2018-EXP1 CL 2A1 V/R REGD 144A P/P 5.23871000                                                             | CUSIP: 67097VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      182255 | NS      | $179018.52     | 0.00%             | 2048-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 07/08/35                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 3.65300000                                                                                 | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7705000 | NS      | $6049174.16    | 0.02%             | 2035-07-08      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| T/L AMERICAN AIRLI 0% 4/20/28                 | T/L AMERICAN AIRLINES INC REGD 0.00000000                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2847933 | NS      | $2832355.24    | 0.01%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLD 8% 04/01/25                | DIGICEL GROUP HOLDINGS REGD 144A P/P 8.00000000                                                                                   | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      384013 | NS      | $102771.29     | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31                | BANK OF AMERICA CORP REGD V/R 2.59200000                                                                                          | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25162000 | NS      | $20492836.62   | 0.07%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDI 3.75% 10/01/30                | ANGLOGOLD HOLDINGS PLC REGD 3.75000000                                                                                            | CUSIP: 03512TAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      421000 | NS      | $365147.81     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSC 2018-H4 A4 4.31% 12/15/28                 | MORGAN STANLEY CAPITAL I TRUST 2018-H4 SER 2018-H4 CL A4 REGD 4.31000000                                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4030000 | NS      | $3817962.76    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4030 4% 08/01/49                     | FANNIE MAE POOL UMBS P#CA4030 4.00000000                                                                                          | CUSIP: 3140QBPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93174 | NS      | $88418.41      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 2.45% 01/15/31                   | AES CORP/THE REGD SER WI 2.45000000                                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     4485000 | NS      | $3567912.85    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230221 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10216.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC 3.375% 02/21/50                     | AMGEN INC REGD 3.37500000                                                                                                         | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1120000 | NS      | $778567.97     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ESC GCB INTEL 5.5% 08/01/2023                 | ESC GCB INTELSAT JACKS REGD 5.50000000                                                                                            | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    12702000 | NS      | $0.00          | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| FFMER 2007-2 A2C V/R 05/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-2 CL A2C V/R REGD 4.86871000                                    | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2159870 | NS      | $1623982.19    | 0.01%             | 2037-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 4% 08/01/28                     | CARNIVAL CORP REGD 144A P/P 4.00000000                                                                                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1285000 | NS      | $1047801.85    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 04/15/47                | UNITEDHEALTH GROUP INC REGD 4.25000000                                                                                            | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1517000 | NS      | $1303988.81    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4310 3.5% 04/01/52                   | FANNIE MAE POOL UMBS P#BV4310 3.50000000                                                                                          | CUSIP: 3140MHYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3924880 | NS      | $3568903.68    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE  4.5% 05/29/29                | HUARONG FINANCE 2019 REGD REG S EMTN 4.50000000                                                                                   | CUSIP: G463Q4AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      200000 | NS      | $165431.78     | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.25% 01/15/36                | JEFFERIES FIN GROUP INC REGD 6.25000000                                                                                           | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1430000 | NS      | $1442171.19    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7056 3% 04/01/31                     | FANNIE MAE POOL UMBS P#AS7056 3.00000000                                                                                          | CUSIP: 3138WGZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4776005 | NS      | $4580365.75    | 0.02%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB 2016-B A2A 2.43% 08/15/25                 | SMB PRIVATE EDUCATION LOAN TRUST 2016-B SER 2016-B CL A2A REGD 144A P/P 2.43000000                                                | CUSIP: 78449GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      611220 | NS      | $584107.26     | 0.00%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTER 3.125% 02/15/23                | MARRIOTT INTERNATIONAL REGD SER WI 3.12500000                                                                                     | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1324000 | NS      | $1320550.50    | 0.00%             | 2023-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK A V/R 11/15/27                 | WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK SER 2022-WMRK CL A V/R REGD 144A P/P 7.12461000                                          | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2158000 | NS      | $2149876.86    | 0.01%             | 2027-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (G 2.95% 01/27/29                | GAZPROM PJSC (GAZ FN) REGD 144A P/P 2.95000000                                                                                    | CUSIP: G3768BAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    28600000 | NS      | $20020000.00   | 0.07%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 3.15% 03/22/30                | VERIZON COMMUNICATIONS REGD 3.15000000                                                                                            | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1017000 | NS      | $896832.30     | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GR 4.75% 09/15/25                | SANTANDER UK GROUP HLDGS REGD 144A P/P MTN 4.75000000                                                                             | CUSIP: 80281LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1025000 | NS      | $976621.54     | 0.00%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7844 4% 08/01/47                     | FANNIE MAE POOL UMBS P#CA7844 4.00000000                                                                                          | CUSIP: 3140QFWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13058 | NS      | $12488.65      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLI 1.25% 05/01/25                | SOUTHWEST AIRLINES CO REGD CONVERTIBLE 1.25000000                                                                                 | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     7400000 | NS      | $8887400.00    | 0.03%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AREIT 2022-CRE6  V/R 11/17/24                 | AREIT 2022-CRE6 TRUST SER 2022-CRE6 CL A V/R REGD 144A P/P 5.05832000                                                             | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9174122 | NS      | $8782391.84    | 0.03%             | 2037-01-16      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20230314 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-223.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD 2020-EYP C V/R 10/15/25                  | BFLD TRUST 2020-EYP SER 2020-EYP CL C V/R REGD 6.41800000                                                                         | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | NS      | $4432145.00    | 0.02%             | 2035-10-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A  4.21% 03/20/28                 | MVW 2020-1 LLC SER 2020-1A CL C REGD 144A P/P 4.21000000                                                                          | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274351 | NS      | $256541.43     | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GALXY 2016-22A A V/R 04/16/34                 | GALAXY XXII CLO LTD SER 2016-22A CL ARR V/R REGD 144A P/P 5.27914000                                                              | CUSIP: 36320TAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6490000 | NS      | $6321396.29    | 0.02%             | 2034-04-16      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| T/L FERTITTA 0% 01/27/29                      | T/L FERTITTA ENTERTAINMENTLLC  REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6121038 | NS      | $5808130.29    | 0.02%             | 2029-01-27      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| BHR 2018-PRME B V/R 12/15/19                  | BRAEMAR HOTELS & RESORTS TRUST 2018- SER 2018-PRME CL B V/R REGD 144A P/P 5.36800000                                              | CUSIP: 10482TAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | NS      | $2851454.70    | 0.01%             | 2035-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 12/01/27                | PACIFIC GAS & ELECTRIC REGD SER WI 3.30000000                                                                                     | CUSIP: 694308HW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | NS      | $3265366.59    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R6 A1A V/R 12/25/60                  | CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000                                                                 | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11686772 | NS      | $10249507.38   | 0.04%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.45% 11/19/29                | CEMEX SAB DE CV REGD 144A P/P 5.45000000                                                                                          | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     3460000 | NS      | $3321582.63    | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERAL 4.25% 04/14/25                | SOCIETE GENERALE REGD P/P 4.25000000                                                                                              | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2340000 | NS      | $2244601.92    | 0.01%             | 2025-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES  3.75% 10/16/29                | PROMIGAS/GASES PACIFICO REGD 144A P/P 3.75000000                                                                                  | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      305000 | NS      | $248111.03     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL11 AT V/R 03/19/39                 | BDS 2022-FL11 LLC SER 2022-FL11 CL ATS V/R REGD 144A P/P 6.12102000                                                               | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3627000 | NS      | $3495633.69    | 0.01%             | 2039-03-19      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA C V/R 07/15/39                 | VASA TRUST 2021-VASA SER 2021-VASA CL C V/R REGD 144A P/P 6.06800000                                                              | CUSIP: 92230AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | NS      | $10924437.60   | 0.04%             | 2039-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.65% 05/11/50                      | APPLE INC REGD 2.65000000                                                                                                         | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1728000 | NS      | $1143252.66    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-7 2 V/R 10/19/37                   | HVMLT 2006-7 2 V/R 10/19/37 4.73914000                                                                                            | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2357847 | NS      | $2108579.21    | 0.01%             | 2037-10-19      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNST 7.25% 06/30/31                | MC BRAZIL DWNSTRM REGD 144A P/P 7.25000000                                                                                        | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      531000 | NS      | $437864.14     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DRIVE 2018-5 D 4.3% 08/15/22                  | DRIVE AUTO RECEIVABLES TRUST 2018-5 SER 2018-5 CL D REGD 4.30000000                                                               | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1289233 | NS      | $1288074.01    | 0.00%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2024 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-7286.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.25% 12/01/26                  | DISH DBS CORP REGD 144A P/P 5.25000000                                                                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11995000 | NS      | $10103808.33   | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.389% 08/17/26                 | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.38900000                                                       | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4795000 | NS      | $3998078.19    | 0.01%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R3 A V/R 06/25/58                    | CIM TRUST 2019-R3 SER 2019-R3 CL A V/R REGD 144A P/P 2.63000000                                                                   | CUSIP: 12559PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11666829 | NS      | $10552609.28   | 0.04%             | 2058-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R05.16PMXIE 06/06/25 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-9773.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2020-VIV4  2.843% 03/09/30                 | BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 SER 2020-VIV4 CL A REGD 144A P/P 2.84300000                                                | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | NS      | $145485.00     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18702 3.5% 08/01/33                  | FREDDIE MAC GOLD POOL P#G18702 3.50000000                                                                                         | CUSIP: 3128MMX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1522344 | NS      | $1465650.60    | 0.01%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS  3.6% 02/01/27                | REGENCY CENTERS LP REGD 3.60000000                                                                                                | CUSIP: 75884RAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1442000 | NS      | $1349498.09    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND 4.75% 08/05/29                | SINO OCEAN LAND IV REGD REG S 4.75000000                                                                                          | CUSIP: G816C6AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     1725000 | NS      | $879750.00     | 0.00%             | 2029-08-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.1% 05/01/26                       | BOEING CO REGD 3.10000000                                                                                                         | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      370000 | NS      | $348156.94     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1090 3.5% 06/20/43                | GINNIE MAE II POOL P#MA1090 3.50000000                                                                                            | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      810511 | NS      | $763636.56     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METALSA SA DE C 3.75% 05/04/31                | METALSA SA DE CV REGD REG S 3.75000000                                                                                            | CUSIP: P6638MAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      284000 | NS      | $222230.00     | 0.00%             | 2031-05-04      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| IHEARTMEDIA INC - CLASS A                     | IHEARTMEDIA INC - CLASS A 0.00000000                                                                                              | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      498998 | NS      | $3058857.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#RA6071 2% 10/01/51                     | FREDDIE MAC POOL UMBS P#RA6071 2.00000000                                                                                         | CUSIP: 3133KMW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8233853 | NS      | $6711092.20    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.75% 03/25/50                     | INTEL CORP REGD 4.75000000                                                                                                        | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      765000 | NS      | $663937.86     | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 4.214% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 4.21400000                                                                                | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7900000 | NS      | $6160591.43    | 0.02%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4644 4% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4644 4.00000000                                                                                          | CUSIP: 31418EES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3887192 | NS      | $3647953.26    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 4.875% 04/15/28                   | NETFLIX INC REGD 4.87500000                                                                                                       | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     2565000 | NS      | $2476729.04    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-G1 B V/R 04/10/23                   | GS MORTGAGE SECURITIES TRUST 2013-G1 SER 2013-G1 CL B V/R REGD 144A P/P 3.65024700                                                | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3560000 | NS      | $3443435.99    | 0.01%             | 2031-04-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9454 4% 04/01/47                     | FANNIE MAE POOL UMBS P#AS9454 4.00000000                                                                                          | CUSIP: 3138WKQG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160789 | NS      | $153585.91     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/09/27                    | CITIGROUP INC REGD V/R 1.46200000                                                                                                 | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19055000 | NS      | $16528456.39   | 0.06%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-RPL1  V/R 01/25/27                 | BINOM SECURITIZATION TRUST 2022-RPL1 SER 2022-RPL1 CL M1 V/R REGD 144A P/P 3.00000000                                             | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8591000 | NS      | $6150562.36    | 0.02%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP H 6.125% 02/21/24                | SHIMAO GROUP HLDGS LTD REGD REG S 6.12500000                                                                                      | CUSIP: G81043AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     1275000 | NS      | $234456.68     | 0.00%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A  2.47% 11/14/27                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 2.47000000                                                 | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | NS      | $2527857.75    | 0.01%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AH4R 2015-SFR 5.885% 04/17/25                 | AMERICAN HOMES 4 RENT 2015-SFR1 TRUST SER 2015-SFR1 CL F REGD 144A P/P 5.88500000                                                 | CUSIP: 02666AAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2378000 | NS      | $2293051.90    | 0.01%             | 2052-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METAL 2017-1  4.581% 10/15/24                 | METAL 2017-1 LLC SER 2017-1 CL A REGD 144A P/P 4.58100000                                                                         | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3050750 | NS      | $1572899.70    | 0.01%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ESC CB144A INTE 8.50% 10/15/24                | ESC CB144A INTELSAT JA REGD 144A P/P 8.50000000                                                                                   | CUSIP: 458ESCAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    18280000 | NS      | $0.00          | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| UMBS P#MA3537 4.5% 12/01/48                   | FANNIE MAE POOL UMBS P#MA3537 4.50000000                                                                                          | CUSIP: 31418C4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1369561 | NS      | $1341793.31    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 12/20/2024 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-47296.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TWIN 2018-1 V/R 09/12/50 /GBP/                | TWIN BRIDGES 2018-1 PLC SER 2018-1 CL A V/R REGD REG S /GBP/ 4.13497000                                                           | CUSIP: G8655WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     2811620 | NS      | $3390375.10    | 0.01%             | 2050-09-12      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-1 A1 V/R 01/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.20600000                                           | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15269414 | NS      | $12774029.63   | 0.05%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/OFAC FAIL/     | REPUBLIC OF VENEZUELA REGD REG S/OFAC FAIL/ 0.00000000                                                                            | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      110000 | NS      | $8800.00       | 0.00%             | 2023-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCCR 2015-GTP C V/R 08/10/25                 | BBCCRE TRUST 2015-GTP SER 2015-GTP CL C V/R REGD 144A P/P 4.54760000                                                              | CUSIP: 05490TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2715000 | NS      | $2429497.66    | 0.01%             | 2033-08-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CALI 2019-101 3.957% 03/10/29                 | CALI MORTGAGE TRUST 2019-101C SER 2019-101C CL A REGD 144A P/P 3.95700000                                                         | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5010000 | NS      | $4318518.80    | 0.02%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISO 4% 04/15/25                | METROPOLITAN EDISON CO REGD P/P 4.00000000                                                                                        | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | NS      | $3827407.92    | 0.01%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFP 2022-9 A V/R 08/19/35                     | PFP 2022-9 LTD SER 2022-9 CL A V/R REGD 144A P/P 5.32130000                                                                       | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | NS      | $2217057.75    | 0.01%             | 2035-08-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 3.755% 03/15/27                | WARNERMEDIA HOLDINGS INC REGD 144A P/P 3.75500000                                                                                 | CUSIP: 55903VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12015000 | NS      | $10819861.46   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GALL 2018-1A A V/R 01/21/28                   | GALLATIN CLO IX 2018-1 LTD SER 2018-1A CL A V/R REGD 144A P/P 5.32757000                                                          | CUSIP: 36361WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5972043 | NS      | $5927223.29    | 0.02%             | 2028-01-21      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.4% 08/15/24                | PACIFIC GAS & ELECTRIC REGD 3.40000000                                                                                            | CUSIP: 694308HK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2476000 | NS      | $2375753.20    | 0.01%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/27                | JPMORGAN CHASE & CO REGD V/R 1.57800000                                                                                           | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23223000 | NS      | $20405178.31   | 0.07%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 3.25% 02/15/30                | EXPEDIA GROUP INC REGD SER WI 3.25000000                                                                                          | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14292000 | NS      | $12123834.42   | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS I 3.966% 08/06/61                | MDC HOLDINGS INC REGD 3.96600000                                                                                                  | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     7835000 | NS      | $4378441.04    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| UPST 2022-3 A 5.5% 03/20/26                   | UPSTART SECURITIZATION TRUST 2022-3 SER 2022-3 CL A REGD 144A P/P 5.50000000                                                      | CUSIP: 91683TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10046683 | NS      | $9769654.83    | 0.04%             | 2032-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230213 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-421854.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BM3279 5.5% 05/01/44                   | FANNIE MAE POOL UMBS P#BM3279 5.50000000                                                                                          | CUSIP: 3140J7UD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3324256 | NS      | $3435507.70    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 1A V/R 06/25/59                 | OBX 2019-EXP2 TRUST SER 2019-EXP2 CL 1A3 V/R REGD 144A P/P 4.00000000                                                             | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      773081 | NS      | $688977.40     | 0.00%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7552 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD7552 2.50000000                                                                                         | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51078597 | NS      | $43620087.68   | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/22/32                | HSBC HOLDINGS PLC REGD V/R 2.87100000                                                                                             | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    43030000 | NS      | $32885223.10   | 0.12%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BVINV 2021-4 A20 V/R 03/25/44                 | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST SER 2021-4 CL A20 V/R REGD 144A P/P 2.50000000                                          | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5327378 | NS      | $4069823.79    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC 3.65% 03/16/25                   | BARCLAYS PLC REGD 3.65000000                                                                                                      | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1015000 | NS      | $975052.67     | 0.00%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6276 5.5% 10/01/43                   | FANNIE MAE POOL UMBS P#AL6276 5.50000000                                                                                          | CUSIP: 3138EN6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      259643 | NS      | $268884.50     | 0.00%             | 2043-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-98718.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#MA7649 2.5% 10/20/51                | GINNIE MAE II POOL P#MA7649 2.50000000                                                                                            | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54935585 | NS      | $47671355.09   | 0.17%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 4.6% 04/15/48                | ANHEUSER-BUSCH INBEV WOR REGD 4.60000000                                                                                          | CUSIP: 035240AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      726000 | NS      | $630858.91     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36                    | ORACLE CORP REGD 3.85000000                                                                                                       | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6000000 | NS      | $4906283.40    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.359% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E2 REGD 144A P/P 2.35900000                                                 | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      545000 | NS      | $451288.18     | 0.00%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 7.75% 12/01/30                | VERIZON COMMUNICATIONS REGD 7.75000000                                                                                            | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      508000 | NS      | $587426.37     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WFCM 2013-LC12 B V/R 07/15/23                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 SER 2013-LC12 CL B V/R REGD 4.29626900                                            | CUSIP: 94988QAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | NS      | $1839418.95    | 0.01%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GNRT 7A A1 V/R 01/22/33                       | GENERATE CLO 7 LTD SER 2019-7A CL A1 V/R REGD 144A P/P 5.69457000                                                                 | CUSIP: 98625DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | NS      | $1368998.40    | 0.00%             | 2033-01-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC 4% 11/15/30                     | CABLE ONE INC REGD 144A P/P 4.00000000                                                                                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     1560000 | NS      | $1224156.59    | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWL 2005-AB4 1A V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-AB4 SER 2005-AB4 CL 1A V/R REGD 4.86871000                                             | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1816902 | NS      | $1720333.12    | 0.01%             | 2036-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNR 2021-31 B 1.25% 01/16/61                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-31 CL B 1.25000000                                                              | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9848589 | NS      | $7573004.83    | 0.03%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A8 V/R 05/25/60                 | OBX 2020-EXP2 TRUST SER 2020-EXP2 CL A8 V/R REGD 144A P/P 3.00000000                                                              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2661659 | NS      | $2271680.41    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 4.7% 05/15/28                     | BACARDI LTD REGD 144A P/P 4.70000000                                                                                              | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      232000 | NS      | $221431.24     | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WFHET 2004-2 M1 V/R 10/25/34                  | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 SER 2004-2 CL M1 V/R REGD 5.28871000                                           | CUSIP: 94980GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830260 | NS      | $821278.74     | 0.00%             | 2034-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7344 5.5% 06/01/41                   | FANNIE MAE POOL UMBS P#AL7344 5.50000000                                                                                          | CUSIP: 3138EQES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129559 | NS      | $134064.42     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.625% 05/15/31                      | EQT CORP REGD 144A P/P 3.62500000                                                                                                 | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     8355000 | NS      | $7080329.12    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 3.625% 06/15/29                   | GARTNER INC REGD 144A P/P 3.62500000                                                                                              | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      970000 | NS      | $852358.40     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GCBSL 2021-55A A V/R 07/20/34                 | GOLUB CAPITAL PARTNERS CLO 55B LTD SER 2021-55A CL A V/R REGD 144A P/P 5.44257000                                                 | CUSIP: 38178LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3990000 | NS      | $3875734.38    | 0.01%             | 2034-07-20      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4320 3% 03/20/47                  | GINNIE MAE II POOL P#MA4320 3.00000000                                                                                            | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      513770 | NS      | $463441.69     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#890765 3.5% 09/01/46                   | FANNIE MAE POOL UMBS P#890765 3.50000000                                                                                          | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1731367 | NS      | $1609589.88    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 23                     | FNMA 30YR TBA 4.0% JAN 23      TO BE ANNOUNCED 4.00000000                                                                         | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -87888000 | NS      | $-82409056.81  | -0.30%            | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA 5.2% 01/26/31                | SIMPAR EUROPE SA REGD 144A P/P 5.20000000                                                                                         | CUSIP: 82883PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      430000 | NS      | $325725.00     | 0.00%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 2.5% 05/11/31                | NXP BV/NXP FDG/NXP USA REGD 2.50000000                                                                                            | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6980000 | NS      | $5559430.61    | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEC 2004-2 M1 V/R 06/25/34                   | CHEC LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 5.34871000                                                                       | CUSIP: 162765AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1094779 | NS      | $1064264.61    | 0.00%             | 2034-06-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 4.15% 01/23/30                | JEFFERIES FIN GROUP INC REGD 4.15000000                                                                                           | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     7180000 | NS      | $6409968.26    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-2A A3 V/R 11/26/29                 | NAVIENT STUDENT LOAN TRUST 2018-2 SER 2018-2A CL A3 V/R 144A P/P 5.13871000                                                       | CUSIP: 63941DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14553370 | NS      | $14213203.75   | 0.05%             | 2067-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATI 3.5% 04/14/33                | KAZMUNAYGAS NATIONAL CO REGD 3.50000000                                                                                           | CUSIP: Y44709AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      351000 | NS      | $260091.00     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN H 2.7% 07/12/26                | COUNTRY GARDEN HLDG REGD REG S 2.70000000                                                                                         | CUSIP: G24524BN2<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      500000 | NS      | $282509.72     | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA4692 3.5% 06/01/46                   | FREDDIE MAC POOL UMBS P#ZA4692 3.50000000                                                                                         | CUSIP: 31329NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      311296 | NS      | $289131.64     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0598 2% 12/01/51                     | FANNIE MAE POOL UMBS P#FS0598 2.00000000                                                                                          | CUSIP: 3140XFUY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      768166 | NS      | $638308.33     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  1.608% 06/29/26                | ATHENE GLOBAL FUNDING REGD 144A P/P 1.60800000                                                                                    | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     9100000 | NS      | $7849393.55    | 0.03%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRI 4.25% 05/01/30                | IPALCO ENTERPRISES INC REGD SER WI 4.25000000                                                                                     | CUSIP: 462613AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1245000 | NS      | $1106024.77    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 A V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL A1 V/R REGD 144A P/P 2.75000000                                            | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2518112 | NS      | $2339742.04    | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.95% 02/01/30                      | BOEING CO REGD 2.95000000                                                                                                         | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2790000 | NS      | $2362914.03    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME C 3.95% 08/15/27                | REALTY INCOME CORP REGD 3.95000000                                                                                                | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4030000 | NS      | $3842006.34    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW7293 3.5% 08/01/52                   | FANNIE MAE POOL UMBS P#BW7293 3.50000000                                                                                          | CUSIP: 3140N0C78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499951 | NS      | $454346.97     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4896 DA 3% 01/15/49                       | FREDDIE MAC REMICS SER 4896 CL DA 3.00000000                                                                                      | CUSIP: 3137FMLW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      823707 | NS      | $735737.13     | 0.00%             | 2049-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND 4.75% 01/14/30                | SINO OCEAN LAND IV REGD REG S 4.75000000                                                                                          | CUSIP: G816C6AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     3305000 | NS      | $1676228.74    | 0.01%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.375% 10/27/27                | REPUBLICA ORIENT URUGUAY REGD 4.37500000                                                                                          | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |     1783000 | NS      | $1795413.96    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT 6.1% 07/18/35/RUB/                | RUSSIA GOVT BOND - OFZ /RUB/ REGD SER 6233 6.10000000                                                                             | CUSIP: X5424XCT3<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |   111613000 | NS      | $408617.08     | 0.00%             | 2035-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 04/30/27                    | UNITED STATES TREASURY NOTE 0.50000000                                                                                            | CUSIP: 912828ZN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    48605000 | NS      | $41851563.21   | 0.15%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BABSN 2013-IA AR V/R 01/20/28                 | BARINGS CLO LTD 2013-I SER 2013-IA CL AR V/R REGD 144A P/P 5.04257000                                                             | CUSIP: 06760EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1975148 | NS      | $1961106.95    | 0.01%             | 2028-01-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANCHC 2020-15A A V/R 07/20/34                 | ANCHORAGE CAPITAL CLO 15 LTD SER 2020-15A CL AR V/R REGD 144A P/P 5.44257000                                                      | CUSIP: 03329FAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $243408.50     | 0.00%             | 2034-07-20      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 03/13/26                | JPMORGAN CHASE & CO REGD V/R 2.00500000                                                                                           | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8481000 | NS      | $7849638.99    | 0.03%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.625% 12/15/29                  | CENTENE CORP REGD SER WI 4.62500000                                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      315000 | NS      | $287858.28     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 7.75% 04/13/20/OFAC FAIL/      | REPUBLIC OF VE 7.75% 04/13/20 7.75000000                                                                                          | CUSIP: P97475AN0<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      100000 | NS      | $7250.00       | 0.00%             | 2099-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 09/01/30                         | HCA INC REGD 3.50000000                                                                                                           | CUSIP: 404119CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19225000 | NS      | $16581105.33   | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4122 5% 03/01/42                     | FREDDIE MAC POOL UMBS P#ZS4122 5.00000000                                                                                         | CUSIP: 3132A4SK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171587 | NS      | $177460.51     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMPT 2017-1MK 3.613% 02/10/24                 | ONE MARKET PLAZA TRUST 2017-1MKT SER 2017-1MKT CL A REGD 144A P/P 3.61390000                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9606000 | NS      | $9241128.58    | 0.03%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY  5.625% 03/15/27                | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 5.62500000                                                                                 | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17473000 | NS      | $14982398.58   | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                                                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49446969 | NS      | $41921027.44   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 4.375% 05/01/26                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.37500000                                                                                 | CUSIP: 05401AAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      886000 | NS      | $807274.94     | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 12/20/25                  | DANSKE BANK A/S REGD V/R 3.24400000                                                                                               | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4479000 | NS      | $4191824.97    | 0.02%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/23/30                   | MORGAN STANLEY REGD V/R MTN SER GMTN 4.43100000                                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | NS      | $55842.22      | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230112 000004664 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33537.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II P#BT6929 3.5% 03/20/50                | GINNIE MAE II POOL P#BT6929 3.50000000                                                                                            | CUSIP: 3617MVVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      542508 | NS      | $502013.14     | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 5.05% 03/01/41                | BURLINGTN NORTH SANTA FE REGD 5.05000000                                                                                          | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1184000 | NS      | $1155284.45    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES  3.75% 10/16/29                | PROMIGAS/GASES PACIFICO REGD REG S 3.75000000                                                                                     | CUSIP: P7922TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      378000 | NS      | $307494.99     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SDART 2019-3 D 2.68% 07/15/23                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-3 SER 2019-3 CL D REGD 2.68000000                                                     | CUSIP: 80286HAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2002266 | NS      | $1992975.36    | 0.01%             | 2025-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5400 5% 08/20/48                  | GINNIE MAE II POOL P#MA5400 5.00000000                                                                                            | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1224315 | NS      | $1220654.22    | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                  | UNITED STATES TREASURY BOND 1.12500000                                                                                            | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    25840000 | NS      | $16172206.38   | 0.06%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE I 3.75% 05/15/50                | NEW YORK LIFE INSURANCE REGD 144A P/P 3.75000000                                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     7841000 | NS      | $5995710.12    | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSC 2018-SUN C V/R 07/15/20                   | MORGAN STANLEY CAPITAL I TRUST 2018-SUN SER 2018-SUN CL C V/R REGD 144A P/P 5.71800000                                            | CUSIP: 61691MAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16000000 | NS      | $15476982.40   | 0.06%             | 2035-07-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND  4.2% 08/04/27                | ADANI PORTS AND SPECIAL REGD 144A P/P 4.20000000                                                                                  | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     4985000 | NS      | $4375697.96    | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS 4.95% 07/15/29                | ROCKIES EXPRESS PIPELINE REGD 144A P/P 4.95000000                                                                                 | CUSIP: 77340RAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | NS      | $5114895.00    | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP02.22 09/12/24 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $49822.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.1% 08/01/27                | PACIFIC GAS & ELECTRIC REGD 2.10000000                                                                                            | CUSIP: 694308JF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19308000 | NS      | $16489638.85   | 0.06%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR23                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR23 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       11182 | NC      | $1322620937.50 | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#MA6934 4% 10/20/50                  | GINNIE MAE II POOL P#MA6934 4.00000000                                                                                            | CUSIP: 36179VV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8653689 | NS      | $8241072.07    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KKR 11 AR V/R 01/15/31                        | KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 5.25914000                                                                          | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8900000 | NS      | $8752197.70    | 0.03%             | 2031-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.7% 06/10/31                | GENERAL MOTORS FINL CO REGD 2.70000000                                                                                            | CUSIP: 37045XDL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3253000 | NS      | $2492368.71    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 12/08/25                  | DUKE ENERGY CORP REGD 5.00000000                                                                                                  | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1396966.24    | 0.01%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.3% 01/30/32                | AERCAP IRELAND CAP/GLOBA REGD 3.30000000                                                                                          | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    11692000 | NS      | $9140346.81    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NCR CORP 5.125% 04/15/29                      | NCR CORP REGD 144A P/P 5.12500000                                                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2508969.60    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 2.55% 11/19/30                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000                                                                                    | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     3300000 | NS      | $2550514.79    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42                  | UNITED STATES TREASURY BOND 3.37500000                                                                                            | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    60530000 | NS      | $54098687.50   | 0.20%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OCT16 2013-1A A1 V/R 07/17/30                 | OCTAGON INVESTMENT PARTNERS XVI LTD SER 2013-1A CL A1R V/R REGD 144A P/P 5.09914000                                               | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | NS      | $985464.00     | 0.00%             | 2030-07-17      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 05/13/31                | JPMORGAN CHASE & CO REGD V/R 2.95600000                                                                                           | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4470000 | NS      | $3683082.25    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 5.9% 08/08/28                 | SANDS CHINA LTD REGD SER WI 5.90000000                                                                                            | CUSIP: 80007RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |     2000000 | NS      | $1872606.00    | 0.01%             | 2028-08-08      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 2.5% JAN 23                     | FNCI 15YR TBA 2.5% JAN 23      TO BE ANNOUNCED 2.50000000                                                                         | CUSIP: 01F022410<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -4624000 | NS      | $-4230395.50   | -0.02%            | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 02/01/50                | WESTERN MIDSTREAM OPERAT REGD 5.75000000                                                                                          | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | NS      | $1935930.00    | 0.01%             | 2050-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  8.35% 07/15/46                | DELL INT LLC / EMC CORP REGD 8.35000000                                                                                           | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | NS      | $854446.61     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| OCP 2014-5A A1R V/R 04/26/31                  | OCP CLO 2014-5 LTD SER 2014-5A CL A1R V/R REGD 144A P/P 5.40686000                                                                | CUSIP: 67102SAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | NS      | $1231373.75    | 0.00%             | 2031-04-26      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 3.05% 03/09/52                | ARTHUR J GALLAGHER & CO REGD 3.05000000                                                                                           | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1995000 | NS      | $1261533.18    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-NQM2 A V/R 11/25/64                 | MFA 2021-NQM2 TRUST SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.02900000                                                              | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2711821 | NS      | $2201367.96    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 4.678% 07/01/14                | MASS INSTITUTE OF TECH REGD 4.67800000                                                                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       45000 | NS      | $38310.86      | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.25% 09/30/23                   | UNITED STATES TREASURY NOTE 0.25000000                                                                                            | CUSIP: 91282CDA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   237345000 | NS      | $229455132.41  | 0.83%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7370 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7370 4.00000000                                                                                         | CUSIP: 3131Y2FK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      230120 | NS      | $219417.45     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  4.377% 06/01/39                | PG&E WILDFIRE RECOVERY REGD SER A-3 4.37700000                                                                                    | CUSIP: 693342AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | NS      | $3125410.28    | 0.01%             | 2039-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERT 4.625% 10/15/29                | CAESARS ENTERTAIN INC REGD 144A P/P 4.62500000                                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4616000 | NS      | $3756546.96    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC 3.5% 11/15/24                       | AETNA INC REGD 3.50000000                                                                                                         | CUSIP: 00817YAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3370000 | NS      | $3273531.26    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/42                   | MORGAN STANLEY REGD V/R 3.21700000                                                                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      751000 | NS      | $555721.36     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 7.5% 09/15/27                | UBER TECHNOLOGIES INC REGD 144A P/P 7.50000000                                                                                    | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1395000 | NS      | $1395976.50    | 0.01%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T/L CSC HOLDINGS LL 0% 7/17/25                | T/L CSC HOLDINGS LLC REGD 0.00000000                                                                                              | CUSIP: 64072UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1677557 | NS      | $1581097.29    | 0.01%             | 2025-07-17      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDING 4% 03/01/27                | ZAYO GROUP HOLDINGS INC REGD 144A P/P 4.00000000                                                                                  | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1000000 | NS      | $738570.00     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A V/R 10/16/36                   | MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 5.41914000                                                                            | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24302000 | NS      | $23235409.53   | 0.08%             | 2036-10-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/07/25                     | BARCLAYS PLC REGD V/R 3.93200000                                                                                                  | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5648000 | NS      | $5477077.00    | 0.02%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 A1 V/R 11/26/66                   | COLT 2021-5 MORTGAGE LOAN TRUST SER 2021-5 CL A1 V/R REGD 144A P/P 1.72600000                                                     | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17493077 | NS      | $14731730.29   | 0.05%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                                                         | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21000108 | NS      | $17790310.15   | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1666 2.5% 09/01/51                   | FANNIE MAE POOL UMBS P#CB1666 2.50000000                                                                                          | CUSIP: 3140QLZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14140575 | NS      | $12065328.36   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/08/24                | GOLDMAN SACHS GROUP INC REGD V/R 0.67300000                                                                                       | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4496000 | NS      | $4447558.79    | 0.02%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP 5% 01/15/33                | NXP BV/NXP FDG/NXP USA REGD 5.00000000                                                                                            | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1442000 | NS      | $1361810.70    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52                | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                                                          | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6779000 | NS      | $4256035.50    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T/L AZZ INCORPORA ZCP 05/13/29                | T/L AZZ INCORPORATED ZCP TERM LOAN 0.00000000                                                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      291986 | NS      | $291620.69     | 0.00%             | 2029-05-13      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08701 3% 04/01/46                    | FREDDIE MAC GOLD POOL P#G08701 3.00000000                                                                                         | CUSIP: 3128MJX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60559 | NS      | $54203.38      | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 3% 06/15/28                | PACIFIC GAS & ELECTRIC REGD 3.00000000                                                                                            | CUSIP: 694308JW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13949000 | NS      | $12058955.14   | 0.04%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-C A1 V/R 07/25/25                   | SOFI PROFESSIONAL LOAN PROGRAM 2017-C LLC SER 2017-C CL A1 V/R REGD 144A P/P 4.98871000                                           | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      306261 | NS      | $305052.10     | 0.00%             | 2040-07-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASI 4% 07/15/25                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.00000000                                                                                 | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2239000 | NS      | $2142186.80    | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2451 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV2451 3.00000000                                                                                          | CUSIP: 3140MFWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      983229 | NS      | $862978.74     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC 4.75% 09/01/29                  | COMMSCOPE INC REGD 144A P/P 4.75000000                                                                                            | CUSIP: 203372AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7905000 | NS      | $6373011.00    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 08/15/31                   | UNITED STATES TREASURY NOTE 1.25000000                                                                                            | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    14846000 | NS      | $12038018.36   | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WINDR 2019-3A BR V/R 04/15/31                 | THL CREDIT WIND RIVER 2019-3 CLO LTD SER 2019-3A CL BR V/R REGD 144A P/P 5.72914000                                               | CUSIP: 97314JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7550000 | NS      | $7239846.00    | 0.03%             | 2031-04-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.95% 07/01/24                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.95000000                                                                                 | CUSIP: 05401AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1634000 | NS      | $1564229.55    | 0.01%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16 5.25% 01/15/24                | AMER AIRLINE 16-1 B PTT REGD SER B 5.25000000                                                                                     | CUSIP: 02376YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      309443 | NS      | $301491.56     | 0.00%             | 2024-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.15% 03/15/45                | ENERGY TRANSFER LP REGD 5.15000000                                                                                                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2700000 | NS      | $2234741.89    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OZLM 2014-8A A1R V/R 10/17/29                 | OZLM VIII LTD SER 2014-8A CL A1R3 V/R REGD 144A P/P 5.05914000                                                                    | CUSIP: 67107FBL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    33710734 | NS      | $33225602.82   | 0.12%             | 2029-10-17      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BSABS 2007-HE2 2 V/R 02/25/37                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE2 SER 2007-HE2 CL 2A3 V/R REGD 4.54871000                                     | CUSIP: 07389YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2989310 | NS      | $2944918.93    | 0.01%             | 2037-02-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 1.2% 11/15/25                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 1.20000000                                                                                 | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3726000 | NS      | $3278453.45    | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C36 3.419% 11/15/59                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 SER 2016-C36 CL AS REGD 3.41900000                                                 | CUSIP: 95000MBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4341000 | NS      | $3885020.06    | 0.01%             | 2059-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.39PUS3M 09/28/25 CITIBANK FIXED                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-13800942.11  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 3.563% 08/01/36                | NY & PRESBYTERIAN HOSPIT REGD 3.56300000                                                                                          | CUSIP: 649322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2630000 | NS      | $2184114.67    | 0.01%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31                | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                                                      | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11934000 | NS      | $9116237.00    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A V/R 07/25/55                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A2 V/R REGD 144A P/P 1.09585000                                        | CUSIP: 64828BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1110724 | NS      | $895793.82     | 0.00%             | 2055-07-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 6.375% 05/15/29                   | NETFLIX INC REGD 6.37500000                                                                                                       | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    14034000 | NS      | $14445019.23   | 0.05%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD 4.375% 02/04/30                | GRUPO AVAL LTD REGD 144A P/P 4.37500000                                                                                           | CUSIP: 40053FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      383000 | NS      | $310241.78     | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5750 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM5750 4.00000000                                                                                          | CUSIP: 3140X9L86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      801862 | NS      | $757413.91     | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20230112 000011343 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2123.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPE 3.4% 02/01/25                | HEALTHPEAK PROPERTIES REGD 3.40000000                                                                                             | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      160000 | NS      | $153936.61     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL E V/R REGD 144A P/P /GBP/ 5.48868000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     1143000 | NS      | $1329414.22    | 0.00%             | 2059-07-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR1 A V/R 02/25/43                 | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR1 SER 2021-GR1 CL A4 V/R REGD 144A P/P 2.50000000                                      | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5800748 | NS      | $4431452.29    | 0.02%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE  1.625% 07/17/29/EUR/                | WESTLAKE CORP /EUR/ REGD 1.62500000                                                                                               | CUSIP: 960413AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2025000 | NS      | $1749129.18    | 0.01%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9412 3% 11/01/36                     | FANNIE MAE POOL UMBS P#AL9412 3.00000000                                                                                          | CUSIP: 3138ERN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1055877 | NS      | $979502.67     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1906 4% 12/01/49                     | FREDDIE MAC POOL UMBS P#RA1906 4.00000000                                                                                         | CUSIP: 3133KHDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1644522 | NS      | $1561944.46    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L BAKELITE UK 0% 02/02/29                   | T/L BAKELITE UK INTERMEDIATE   LTD REGD 0.00000000                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2298240 | NS      | $2131617.60    | 0.01%             | 2029-02-02      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5195 5.5% 05/20/48                | GINNIE MAE II POOL P#MA5195 5.50000000                                                                                            | CUSIP: 36179TXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1029789 | NS      | $1055815.58    | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.375% 07/01/25                | AIR LEASE CORP REGD 3.37500000                                                                                                    | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5360000 | NS      | $5069599.60    | 0.02%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  4.35% 04/09/25                | GENERAL MOTORS FINL CO REGD 4.35000000                                                                                            | CUSIP: 37045XCK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3984000 | NS      | $3875738.94    | 0.01%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL8 A V/R 04/25/51                 | VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 2.11570000                                                                    | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14169466 | NS      | $12523352.58   | 0.05%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 4.6% 03/01/26                | UNITED AIR 2018-1 B PTT REGD SER B 4.60000000                                                                                     | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4309125 | NS      | $3935151.37    | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO  5.5% 07/01/29                | SIRIUS XM RADIO INC REGD 144A P/P 5.50000000                                                                                      | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | NS      | $104969.70     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMX 2020-3 D 2.53% 06/17/24                 | CARMAX AUTO OWNER TRUST 2020-3 SER 2020-3 CL D REGD 2.53000000                                                                    | CUSIP: 14315FAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1510000 | NS      | $1415079.29    | 0.01%             | 2027-01-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 9% 11/17/22 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 9.00000000                                                                                          | CUSIP: P7807HAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      200000 | NS      | $9000.00       | 0.00%             | 2023-05-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE 10.625% 07/15/27                | US RENAL CARE INC REGD 144A P/P 10.62500000                                                                                       | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      558000 | NS      | $121365.00     | 0.00%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLIN 0.534% 10/01/23                | GLAXOSMITHKLINE CAPITAL REGD 0.53400000                                                                                           | CUSIP: 377373AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     8015000 | NS      | $7755421.32    | 0.03%             | 2023-10-01      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.375% 07/15/23                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000                                                                         | CUSIP: 912828VM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    81149721 | NS      | $80186067.96   | 0.29%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 04/18/26                | HSBC HOLDINGS PLC REGD V/R 1.64500000                                                                                             | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2982000 | NS      | $2691591.10    | 0.01%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 3.278% 09/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL AS REGD 3.27830000                                                       | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2625000 | NS      | $2199976.54    | 0.01%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ4779 4% 10/01/45                     | FANNIE MAE POOL UMBS P#AZ4779 4.00000000                                                                                          | CUSIP: 3138YWJZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1021097 | NS      | $967321.16     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32                | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | NS      | $1177946.00    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2026 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $108200.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLNT 2022-1A  3.251% 12/05/26                 | PLANET FITNESS MASTER ISSUER LLC SER 2022-1A CL A2I REGD 144A P/P 3.25100000                                                      | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119100 | NS      | $103550.78     | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230912 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18866.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013 3.95% 11/15/25                | US AIRWAYS 2013-1A PTT REGD 3.95000000                                                                                            | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005277 | NS      | $913100.46     | 0.00%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMCC 2022-CGSS  V/R 12/15/24                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECUR SER 2022-CGSS CL A V/R REGD 144A P/P 6.77200000                                         | CUSIP: 466304AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1492000 | NS      | $1489145.36    | 0.01%             | 2036-12-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4126 3% 12/20/46                  | GINNIE MAE II POOL P#MA4126 3.00000000                                                                                            | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1908382 | NS      | $1724045.99    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L STARFRUIT 0% 10/01/25                     | T/L STARFRUIT FINCO BV         ZCP REGD 0.00000000                                                                                | CUSIP: N8232NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      772874 | NS      | $760894.44     | 0.00%             | 2025-10-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32                | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                                                                  | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      356231 | NS      | $302244.18     | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3308 3% 03/01/38                     | FANNIE MAE POOL UMBS P#MA3308 3.00000000                                                                                          | CUSIP: 31418CVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      838837 | NS      | $778179.36     | 0.00%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWL 2006-BC1 M3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-BC1 SER 2006-BC1 CL M3 V/R REGD 4.97371000                                             | CUSIP: 126670XT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $878621.90     | 0.00%             | 2036-04-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CAALT 2020-2A  2.73% 01/15/24                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-2 SER 2020-2A CL C REGD 144A P/P 2.73000000                                                | CUSIP: 22535MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1935000 | NS      | $1877122.41    | 0.01%             | 2029-11-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/02/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796XT1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   243290000 | PA      | $242518094.35  | 0.88%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.25% 10/15/27                | DEVON ENERGY CORPORATION REGD SER WI 5.25000000                                                                                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      935000 | NS      | $925211.06     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK P V/R /PERP/                | EMIRATES NBD BANK PJSC REGD V/R /PERP/ 6.12500000                                                                                 | CUSIP: M4R29ZET1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |      377000 | NS      | $370987.60     | 0.00%             | 2170-09-20      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QE5946 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#QE5946 3.50000000                                                                                         | CUSIP: 3133BFTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      997278 | NS      | $906721.37     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L HUB INTERNATIO 0% 4/25/25                 | T/L HUB INTERNATIONAL LIMITED  REGD 0.00000000                                                                                    | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      888843 | NS      | $879749.67     | 0.00%             | 2025-04-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9566 3.5% 06/01/46                   | FANNIE MAE POOL UMBS P#AL9566 3.50000000                                                                                          | CUSIP: 3138ERTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1227083 | NS      | $1144257.69    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT 1.07% 01/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL APT1 REGD 144A P/P 1.07000000                                               | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7871700 | NS      | $6753889.56    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 A V/R 02/17/39                  | KREF 2022-FL3 LTD SER 2022-FL3 CL A V/R REGD 144A P/P 5.77102000                                                                  | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | NS      | $9692280.00    | 0.04%             | 2039-02-17      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3057 3.5% 07/01/47                   | FANNIE MAE POOL UMBS P#MA3057 3.50000000                                                                                          | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2801278 | NS      | $2600126.39    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/07/28                | LLOYDS BANKING GROUP PLC REGD V/R 3.57400000                                                                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      420000 | NS      | $377703.76     | 0.00%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.4% 04/01/30                    | COMCAST CORP REGD 3.40000000                                                                                                      | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2327000 | NS      | $2121854.82    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 201 7.125% 10/22/23                | US AIRWAYS 2011-1A PTT REGD SER A 7.12500000                                                                                      | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      977816 | NS      | $982615.39     | 0.00%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2023 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $333068.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 A1 V/R 07/25/56                 | TRK 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.15300000                                                              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3928076 | NS      | $3290820.42    | 0.01%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-2 A22 V/R 10/25/58                  | GALTON FUNDING MORTGAGE TRUST 2018-2 SER 2018-2 CL A22 V/R REGD 144A P/P 4.00000000                                               | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348620 | NS      | $328127.59     | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 4.2% 04/01/27                | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.20000000                                                                                 | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1635000 | NS      | $1534049.85    | 0.01%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/31/31                    | CITIGROUP INC REGD V/R 4.41200000                                                                                                 | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    20356000 | NS      | $18692845.79   | 0.07%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22CB 3 6% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 3A1 REGD 6.00000000                                                             | CUSIP: 12669FEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111107 | NS      | $104773.86     | 0.00%             | 2033-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA7 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OA7 SER 2006-OA7 CL 2A1 V/R REGD 2.98826000                                                           | CUSIP: 02146BAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8572351 | NS      | $6788869.67    | 0.02%             | 2046-06-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230111 000003534 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1156092.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2015-4 M1 V/R 05/25/22                   | TOWD POINT MORTGAGE TRUST 2015-4 SER 2015-4 CL M1 V/R REGD 144A P/P 3.75000000                                                    | CUSIP: 89171UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       97097 | NS      | $96660.56      | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/32                | GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000                                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    27582000 | NS      | $21401113.49   | 0.08%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/18/31                 | DEUTSCHE BANK NY REGD V/R 3.54700000                                                                                              | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16820000 | NS      | $13484398.05   | 0.05%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 1.65% 09/01/26                | UNIVERSAL HEALTH SVCS REGD SER WI 1.65000000                                                                                      | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     8275000 | NS      | $7091343.09    | 0.03%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CMLTI 2019-RP1 A V/R 01/25/66                 | CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 SER 2019-RP1 CL A1 V/R REGD 144A P/P 3.50000000                                            | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1522114 | NS      | $1436507.14    | 0.01%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785087 3.5% 02/20/48                | GINNIE MAE II POOL P#785087 3.50000000                                                                                            | CUSIP: 3622AARG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6503091 | NS      | $6038565.84    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35 A V/R 07/15/31                 | BANK 2021-BNK35 SER 2021-BN35 CL AS V/R REGD 2.45700000                                                                           | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6770000 | NS      | $5225146.93    | 0.02%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A B 2.24% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.24000000                                         | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      360000 | NS      | $253742.54     | 0.00%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| OMFIT 2019-2A  3.14% 02/14/28                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 SER 2019-2A CL A REGD 144A P/P 3.14000000                                                 | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      356000 | NS      | $317688.31     | 0.00%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5622 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5622 3.00000000                                                                                          | CUSIP: 3140MKG89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4682464 | NS      | $4111411.26    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.0% JAN 23                     | FNCI 15YR TBA 3.0% JAN 23      TO BE ANNOUNCED 3.00000000                                                                         | CUSIP: 01F030413<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -11410000 | NS      | $-10685962.36  | -0.04%            | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 SP 12/20/2024 GSILGB2XXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $95850.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#BW4143 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW4143 3.00000000                                                                                          | CUSIP: 3140MVS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2095412 | NS      | $1839754.87    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5976 3.5% 06/20/49                | GINNIE MAE II POOL P#MA5976 3.50000000                                                                                            | CUSIP: 36179UT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208964 | NS      | $190536.50     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 3.75% 10/01/25                | MARRIOTT INTERNATIONAL REGD 3.75000000                                                                                            | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      297000 | NS      | $284828.62     | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4003 3% 10/20/46                  | GINNIE MAE II POOL P#MA4003 3.00000000                                                                                            | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777713 | NS      | $703471.68     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8140 2% 04/01/51                     | FREDDIE MAC POOL UMBS P#SD8140 2.00000000                                                                                         | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    80841096 | NS      | $66006464.71   | 0.24%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV 3.25% 02/25/31                 | ALPEK SA DE CV REGD 144A P/P 3.25000000                                                                                           | CUSIP: 020564AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2445000 | NS      | $2037299.58    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3415 4% 07/01/48                     | FANNIE MAE POOL UMBS P#MA3415 4.00000000                                                                                          | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167173 | NS      | $159043.46     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/16/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796YA1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   102965000 | PA      | $102452963.29  | 0.37%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230110 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12803.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERN 4.75% 06/15/26                | OMAN GOV INTERNTL BOND REGD REG S 4.75000000                                                                                      | CUSIP: M75242AW3<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |      610000 | NS      | $588767.12     | 0.00%             | 2026-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2024 MYC LONG                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $11978.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICA 5.7% 08/15/35                | REYNOLDS AMERICAN INC REGD 5.70000000                                                                                             | CUSIP: 761713BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6650000 | NS      | $6002704.49    | 0.02%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL GENERA 6.75% 05/15/24                | NATIONAL GENERAL HLDG CO REGD 144A P/P 6.75000000                                                                                 | CUSIP: 636220AB1<br>LEI: 549300HUE7OCQI86BK16 | Long             | DBT              | CORP              | US        |    12910000 | NS      | $12914763.79   | 0.05%             | 2024-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RRAM 2018-3A A1R V/R 01/15/30                 | RR 3 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 5.16914000                                                                         | CUSIP: 74988LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3040000 | NS      | $3004617.44    | 0.01%             | 2030-01-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC 2.8% 07/15/30                | COSTAR GROUP INC REGD 144A P/P 2.80000000                                                                                         | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | NS      | $8983586.48    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.1% 11/15/29                | CROWN CASTLE INC REGD 3.10000000                                                                                                  | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2341000 | NS      | $2040523.87    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% FEB 23                       | FNMA 30YR TBA 5% FEB 23       TO BE ANNOUNCED 5.00000000                                                                          | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7800000 | NS      | $7682289.50    | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANO S/UP 09/30/33                | YPF SOCIEDAD ANONIMA REGD S/UP REG S 1.50000000                                                                                   | CUSIP: P989MJBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       29066 | NS      | $19285.29      | 0.00%             | 2033-09-30      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| RC R/P BNP PA  4.100% 01/03/23                | RC R/P BNP PA  4.100% 01/03/23 4.10000000                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   802500000 | PA      | $802500000.00  | 2.92%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L CORPORATION SE 0% 08/31/29                | T/L CORPORATION SERVICE        REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      450000 | NS      | $444375.00     | 0.00%             | 2029-08-31      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C18 A V/R 11/15/32                 | BBCMS MORTGAGE TRUST 2022-C18 SER 2022-C18 CL A5 V/R REGD 5.71000000                                                              | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | NS      | $816109.48     | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47                  | COMCAST CORP REGD SER WI 3.96900000                                                                                               | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      769000 | NS      | $614337.45     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1040.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX 2021-SDMF A V/R 09/15/23                   | BX TRUST 2021-SDMF SER 2021-SDMF CL A V/R REGD 4.90700000                                                                         | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288000 | NS      | $275809.45     | 0.00%             | 2034-09-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLD 3.244% 10/05/26                | SANTANDER HOLDINGS USA REGD SER WI 3.24400000                                                                                     | CUSIP: 80282KAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6255000 | NS      | $5805053.64    | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 12/20/2024 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $129581.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPIT 0.9% 01/10/24                | JOHN DEERE CAPITAL CORP REGD MTN 0.90000000                                                                                       | CUSIP: 24422EVX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6420000 | NS      | $6181495.40    | 0.02%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017- 3.7% 01/15/26                | AIR CANADA 2017-1B PTT REGD 144A P/P 3.70000000                                                                                   | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8999206 | NS      | $8203020.26    | 0.03%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 6.9% 12/01/27                  | OPEN TEXT CORP REGD 144A P/P 6.90000000                                                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     6455000 | NS      | $6455000.00    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ACAR 2020-4 D 1.77% 01/13/24                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-4 SER 2020-4 CL D REGD 144A P/P 1.77000000                                      | CUSIP: 02530QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2785000 | NS      | $2660637.50    | 0.01%             | 2026-12-14      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 4.5% 04/01/48                | MARATHON PETROLEUM CORP REGD SER WI 4.50000000                                                                                    | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1161000 | NS      | $927161.36     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30                | TARGA RESOURCES PARTNERS REGD 5.50000000                                                                                          | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2105000 | NS      | $1980636.60    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20230315 000009605 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37499.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABR 2004-OP1 M1 V/R 02/25/34                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2004-OP1 CL M1 V/R REGD 5.15371000                                              | CUSIP: 81375WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7838098 | NS      | $7713288.74    | 0.03%             | 2034-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS G 4.45% 08/17/26                | CIFI HOLDINGS GROUP REGD REG S 4.45000000                                                                                         | CUSIP: G2140ABA4<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |      300000 | NS      | $77043.38      | 0.00%             | 2026-08-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 23                     | FNMA 30YR TBA 2.5% JAN 23     TO BE ANNOUNCED 2.50000000                                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   439850000 | NS      | $372339319.25  | 1.35%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.125% 12/01/30                | AIR LEASE CORP REGD 3.12500000                                                                                                    | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    14900000 | NS      | $12347579.49   | 0.04%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS I 3% 10/15/30                | SMITHFIELD FOODS INC REGD 144A P/P 3.00000000                                                                                     | CUSIP: 832248BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | NS      | $704288.54     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.45 12/29/23 GOLD FLOAT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $114581.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMUTKP00.30 04/07/32 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           1 | NC      | $590258.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 5.125% 05/09/29                | TEVA PHARMACEUTICALS NE REGD 5.12500000                                                                                           | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4885000 | NS      | $4350322.78    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                     | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                                                          | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44065907 | NS      | $35933511.98   | 0.13%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COU 3.8% 01/25/50                | ALIMENTATION COUCHE-TARD REGD 144A P/P 3.80000000                                                                                 | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     4513000 | NS      | $3169161.24    | 0.01%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 04/20/32                | REPUBLIC OF SOUTH AFRICA REGD 5.87500000                                                                                          | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |     2000000 | NS      | $1800000.00    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.15% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL A2A REGD 144A P/P 2.15000000                                      | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4192377 | NS      | $3805815.84    | 0.01%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.44% 01/15/32                | NEXTERA ENERGY CAPITAL REGD 2.44000000                                                                                            | CUSIP: 65339KBZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9551000 | NS      | $7706746.31    | 0.03%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8945 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BU8945 3.00000000                                                                                          | CUSIP: 3140MA5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      271454 | NS      | $238229.68     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.862% 08/21/46                | VERIZON COMMUNICATIONS REGD SER WI 4.86200000                                                                                     | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2211000 | NS      | $1981844.66    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4164 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE4164 3.00000000                                                                                         | CUSIP: 3133BDTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33753 | NS      | $29637.78      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFORT 2020-1 C 1.48% 08/15/23                 | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2020-1 CL C REGD 144A P/P 1.48000000                                                      | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      735000 | NS      | $711575.33     | 0.00%             | 2025-08-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4874 2.5% 11/01/50                   | FANNIE MAE POOL UMBS P#FM4874 2.50000000                                                                                          | CUSIP: 3140X8MY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1162019 | NS      | $1006634.28    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 11/15/32                  | UNITED STATES TREASURY BOND 4.12500000                                                                                            | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    57185000 | NS      | $58355505.47   | 0.21%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-HSDB D V/R 12/13/20                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2017-HSDB CL D V/R REGD 144A P/P 6.36466700                                             | CUSIP: 95001EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | NS      | $96591.38      | 0.00%             | 2031-12-13      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| TPMF 2019-A V/R 07/20/45 /GBP/                | TOWD POINT MORTGAGE FUNDING SER 2019-A13A CL A1 V/R REGD 144A P/P /GBP/ 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    66832160 | NS      | $79609024.35   | 0.29%             | 2045-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 4.7% 04/01/24                | JERSEY CENTRAL PWR & LT REGD P/P 4.70000000                                                                                       | CUSIP: 476556DB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | NS      | $147892.88     | 0.00%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2025 GOLDUS33XXX FIXED                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $44440.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 2.875% 06/06/25                | FED REPUBLIC OF BRAZIL REGD 2.87500000                                                                                            | CUSIP: 105756CD0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |     2300000 | NS      | $2171063.73    | 0.01%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.05% 03/15/25                | ENERGY TRANSFER LP REGD 4.05000000                                                                                                | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      140000 | NS      | $135603.23     | 0.00%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 03/15/43                | UNITEDHEALTH GROUP INC REGD 4.25000000                                                                                            | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      593000 | NS      | $525837.33     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7192 2% 02/20/51                  | GINNIE MAE II POOL P#MA7192 2.00000000                                                                                            | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1702110 | NS      | $1426723.51    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STACR 2021-HQA3  V/R 09/25/41                 | FREDDIE MAC STACR REMIC TRUST 2021-HQA3 SER 2021-HQA3 CL M1 V/R REGD 144A P/P 4.77768000                                          | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8041050 | NS      | $7676652.58    | 0.03%             | 2041-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 1.862% 12/01/32                | REPUBLIC OF PERU REGD 1.86200000                                                                                                  | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     1775000 | NS      | $1294604.43    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 4.5% 09/15/42                | TIME WARNER CABLE LLC REGD 4.50000000                                                                                             | CUSIP: 88732JBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13975000 | NS      | $10231161.23   | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4653 3% 07/01/52                     | FANNIE MAE POOL UMBS P#MA4653 3.00000000                                                                                          | CUSIP: 31418EE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45602014 | NS      | $40024993.12   | 0.15%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELI 3.45% 10/15/27                | GRAY OAK PIPELINE LLC REGD 144A P/P 3.45000000                                                                                    | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      983000 | NS      | $869339.49     | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US900123AL40 01.000 SP 06/20/2025 BNPAFRPPXXX LONG                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-14476.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3  V/R 06/01/42                 | JP MORGAN MORTGAGE TRUST 2019-INV3 SER 2019-INV3 CL A3 V/R REGD 144A P/P 3.50000000                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1044611 | NS      | $904282.48     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47                   | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                                                          | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2897876 | NS      | $2682208.44    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP 4% 04/13/32                         | ORIX CORP REGD 4.00000000                                                                                                         | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      598000 | NS      | $530366.10     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30                | NATWEST GROUP PLC REGD V/R 5.07600000                                                                                             | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6600000 | NS      | $6217408.23    | 0.02%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R01.25PSOFR 06/15/32 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $-5030644.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBL 4.5% 01/30/30                | DOMINICAN REPUBLIC REGD 144A P/P 4.50000000                                                                                       | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |     3830000 | NS      | $3260552.23    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-1 M1 V/R 03/25/35                  | NEW CENTURY HOME EQUITY LOAN TRUST 2005-1 SER 2005-1 CL M1 V/R REGD 5.06371000                                                    | CUSIP: 64352VKA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3515738 | NS      | $3432627.26    | 0.01%             | 2035-03-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| T/L BALLY'S CORP 0% 10/02/28                  | T/L BALLY'S CORPORATION REGD 0.00000000                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2987425 | NS      | $2756646.42    | 0.01%             | 2028-10-02      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4721 4.5% 09/20/47                | GINNIE MAE II POOL P#MA4721 4.50000000                                                                                            | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      808365 | NS      | $798051.02     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARA 4.7% 03/27/27                | REPUBLIC OF PARAGUAY REGD REG S 4.70000000                                                                                        | CUSIP: P75744AE5<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |     2030000 | NS      | $1993499.10    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CO 3.25% 08/15/26                | KIMCO REALTY CORP REGD 3.25000000                                                                                                 | CUSIP: 948741AM5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1665000 | NS      | $1530702.63    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 4.25% 04/15/31                | PILGRIM'S PRIDE CORP REGD 144A P/P 4.25000000                                                                                     | CUSIP: 72147KAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2650000 | NS      | $2253970.75    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLI 4.375% 02/15/31                | EMPRESAS PUBLIC MEDELLIN REGD REG S 4.37500000                                                                                    | CUSIP: P9379RBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     1400000 | NS      | $1087758.00    | 0.00%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH3 A V/R 03/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH3 SER 2007-CH3 CL A5 V/R REGD 4.64871000                                              | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12463184 | NS      | $12100210.77   | 0.04%             | 2037-03-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 4.5% 04/03/20                 | STATE OF ISRAEL REGD 4.50000000                                                                                                   | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     1400000 | NS      | $1224384.00    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX 2022-CSMO B V/R 06/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL B V/R REGD 144A P/P 7.47631000                                            | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12065000 | NS      | $11968714.06   | 0.04%             | 2027-06-15      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18670 3% 12/01/32                    | FREDDIE MAC GOLD POOL P#G18670 3.00000000                                                                                         | CUSIP: 3128MMW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      919169 | NS      | $875697.26     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATI 4.15% 10/01/25                | MAGNA INTERNATIONAL INC REGD 4.15000000                                                                                           | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      665000 | NS      | $648837.95     | 0.00%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 MSINT LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $9528.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.75% 02/15/28                | CHARTER COMM OPT LLC/CAP REGD SER WI 3.75000000                                                                                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6703000 | NS      | $6044142.49    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMMC 2016-19A AR V/R 10/16/28                 | AMMC CLO 19 LTD SER 2016-19A CL AR V/R REGD 144A P/P 5.21914000                                                                   | CUSIP: 00176PAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1654799 | NS      | $1651973.06    | 0.01%             | 2028-10-16      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| INDX 2007-AR15 1 V/R 08/25/37                 | INDYMAC INDX MORTGAGE LOAN TRUST 2007-AR15 SER 2007-AR15 CL 1A1 V/R REGD 3.25083900                                               | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3194500 | NS      | $2409932.89    | 0.01%             | 2037-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH5 M V/R 06/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH5 SER 2007-CH5 CL M1 V/R REGD 4.65871000                                              | CUSIP: 46631KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6439210 | NS      | $5986239.91    | 0.02%             | 2037-06-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.548% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL D REGD 144A P/P 2.54800000                                                       | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | NS      | $1058187.25    | 0.00%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHMS K-1512 X1 V/R 04/25/34                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-1512 CL X1 V/R 0.90897300                                           | CUSIP: 3137FMTU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18869950 | NS      | $1250813.48    | 0.00%             | 2034-04-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| T/L WINDSTREAM 0% 09/21/27                    | T/L WINDSTREAM SERVICES LLC    REGD 0.00000000                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       72129 | NS      | $65096.40      | 0.00%             | 2027-09-21      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| UMBS P#FS0497 2% 01/01/52                     | FANNIE MAE POOL UMBS P#FS0497 2.00000000                                                                                          | CUSIP: 3140XFRT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4794057 | NS      | $3965753.38    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.98PCETIP 01/02/24 CITBK LONG                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |           1 | NC      | $6464.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM7461 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM7461 4.00000000                                                                                          | CUSIP: 3140XBJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62491347 | NS      | $59027391.41   | 0.21%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 02/15/44                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                                                         | CUSIP: 912810RF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      639350 | NS      | $593286.69     | 0.00%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL1  S/UP 12/26/50                 | VCAT 2021-NPL1 LLC SER 2021-NPL1 CL A1 S/UP REGD 144A P/P 2.28910000                                                              | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1549761 | NS      | $1462909.52    | 0.01%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0786 2% 12/01/51                     | FREDDIE MAC POOL UMBS P#SD0786 2.00000000                                                                                         | CUSIP: 3132DM2T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2714474 | NS      | $2234543.94    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/23/35                     | BARCLAYS PLC REGD V/R 3.56400000                                                                                                  | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    45920000 | NS      | $34942576.95   | 0.13%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| STACR 2018-DNA3  V/R 09/25/48                 | STACR TRUST 2018-DNA3 SER 2018-DNA3 CL M2AS V/R REGD 144A P/P 5.28871000                                                          | CUSIP: 35563WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2379486 | NS      | $2361278.87    | 0.01%             | 2048-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FFML 2002-FF4 1A V/R 02/25/33                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2002-FF4 SER 2002-FF4 CL 1A2 V/R REGD 5.24514000                                               | CUSIP: 32027NBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3601869 | NS      | $3401830.20    | 0.01%             | 2033-02-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                | GINNIE MAE II POOL P#MA7767 2.50000000                                                                                            | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35751905 | NS      | $31011678.66   | 0.11%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31                | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                                                            | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11300000 | NS      | $9185234.61    | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.858% 05/15/12                | UNIV OF CALIFORNIA CA REVENUES REGD N/C B/E 4.85800000                                                                            | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      743000 | NS      | $626326.12     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5175 3.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AS5175 3.50000000                                                                                          | CUSIP: 3138WEXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      922515 | NS      | $858968.49     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCITY 2021-1A A1 V/R 07/20/34                 | CROWN CITY CLO III SER 2021-1A CL A1A V/R REGD 144A P/P 5.41257000                                                                | CUSIP: 22824DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | NS      | $241916.75     | 0.00%             | 2034-07-20      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 01/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                                                         | CUSIP: 91282CBF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1831696 | NS      | $1626656.43    | 0.01%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 03/15/32                | SANTANDER UK GROUP HLDGS REGD V/R 2.89600000                                                                                      | CUSIP: 80281LAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    24900000 | NS      | $19240592.30   | 0.07%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 4.23000000                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -790000 | NS      | $-790000.00    | -0.00%            | 2049-12-31      | Floating      | 4.23%                 | No            |                  1 | On Loan: No      |
| N/A                                           | CDS US105756BV13 01.000 BP 12/20/2027 BARBK LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $152353.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCOT 2019-MTC 2.965% 10/15/29                 | DC OFFICE TRUST 2019-MTC SER 2019-MTC CL A REGD 144A P/P 2.96500000                                                               | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12545000 | NS      | $9968899.30    | 0.04%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RMXIEP08.70 03/31/32 GOLDUS33XXX FLOAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |           1 | NC      | $-348.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD7511 3.5% 01/01/50                   | FREDDIE MAC POOL UMBS P#SD7511 3.50000000                                                                                         | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      437079 | NS      | $404340.73     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.00PUS3M 06/19/29 GOLDUS33XXX FIXED                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           1 | NC      | $74192.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                                                         | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38717726 | NS      | $31650907.38   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20230112 000016440 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25048.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMIC 2006-3 1A V/R 11/25/36                   | FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES  SER 2006-3 CL 1A V/R REGD 4.29614000                                                 | CUSIP: 316599AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3853981 | NS      | $3500482.62    | 0.01%             | 2036-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| TAH 2019-SFR1 3.198% 03/17/26                 | TRICON AMERICAN HOMES 2019-SFR1 TRUST SER 2019-SFR1 CL D REGD 144A P/P 3.19800000                                                 | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1270000 | NS      | $1141126.88    | 0.00%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RWI6MP06.87 09/29/27 XGS FLOAT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |           1 | NC      | $-10803.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCT29 2016-1A AR V/R 01/24/33                 | OCTAGON INVESTMENT PARTNERS 29 LTD SER 2016-1A CL AR V/R REGD 144A P/P 5.50457000                                                 | CUSIP: 67591JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7880000 | NS      | $7742998.32    | 0.03%             | 2033-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32                | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                                                       | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2820000 | NS      | $2148322.70    | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GLM 2020-8A AR V/R 10/20/34                   | GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD SER 2020-8A CL AR V/R REGD 144A P/P 5.39257000                                            | CUSIP: 38136NAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4735000 | NS      | $4612908.03    | 0.02%             | 2034-10-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICA 4.75% 01/15/28                | IHEARTCOMMUNICATIONS INC REGD 144A P/P 4.75000000                                                                                 | CUSIP: 45174HBG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4120000 | NS      | $3355080.80    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.75% 05/15/46                       | AT&T INC REGD 4.75000000                                                                                                          | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1950000 | NS      | $1648557.53    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16084 2.5% 02/01/32                  | FREDDIE MAC GOLD POOL P#G16084 2.50000000                                                                                         | CUSIP: 3128ME6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4190614 | NS      | $3921575.05    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L CENTURYLINK INC 0% 3/15/27                | T/L CENTURYLINK INC REGD 0.00000000                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2692711 | NS      | $2553740.47    | 0.01%             | 2027-03-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GNR 2018-115 DE 3.5% 08/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-115 CL DE 3.50000000                                                            | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2470479 | NS      | $2325655.98    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I667KJQ2 05.000 NA 12/20/2027 XGS FLOAT                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-11308.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 17A A1AR V/R 10/15/31                     | LCM XVII LP SER 17A CL A1AR V/R REGD 144A P/P 5.20914000                                                                          | CUSIP: 50190AAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | NS      | $1477557.00    | 0.01%             | 2031-10-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3736 3.5% 06/20/46                | GINNIE MAE II POOL P#MA3736 3.50000000                                                                                            | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1541508 | NS      | $1438425.21    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL G 5.25% 05/30/29                | CNO FINANCIAL GROUP INC REGD 5.25000000                                                                                           | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     3840000 | NS      | $3658385.01    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF 7.6% 03/01/29                | ARAB REPUBLIC OF EGYPT REGD 144A P/P MTN 7.60030000                                                                               | CUSIP: 03846JW71<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |     1550000 | NS      | $1259142.50    | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| GSMS 2014-GC1 3.801% 12/10/23                 | GS MORTGAGE SECURITIES TRUST 2014-GC18 SER 2014-GC18 CL A3 REGD 3.80100000                                                        | CUSIP: 36252RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11662843 | NS      | $11471768.20   | 0.04%             | 2047-01-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0865 3.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD0865 3.50000000                                                                                         | CUSIP: 3132DM6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23486 | NS      | $21368.15      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30                   | BROADCOM INC REGD SER WI 4.15000000                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8850000 | NS      | $7930946.62    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#890696 3% 09/01/30                     | FANNIE MAE POOL UMBS P#890696 3.00000000                                                                                          | CUSIP: 31410LRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1059113 | NS      | $1013242.54    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 1.75% 08/09/26                 | TD SYNNEX CORP REGD SER WI 1.75000000                                                                                             | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    10725000 | NS      | $9115910.02    | 0.03%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/27                | BANK OF AMERICA CORP REGD V/R SER N 1.65800000                                                                                    | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    42465000 | NS      | $37568936.68   | 0.14%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-D M2 V/R 02/25/36                  | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-D SER 2005-D CL M2 V/R REGD 5.09371000                                             | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10390000 | NS      | $8554134.79    | 0.03%             | 2036-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY L 2.65% 11/15/33                | KILROY REALTY LP REGD 2.65000000                                                                                                  | CUSIP: 49427RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | NS      | $83257.90      | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY  5.882% 06/15/44                | NEW YORK CITY NY MUNI WTR FIN REGD N/C B/E 5.88200000                                                                             | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | NS      | $547228.90     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8626 3.5% 06/01/46                   | FANNIE MAE POOL UMBS P#AL8626 3.50000000                                                                                          | CUSIP: 3138ETSQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1497053 | NS      | $1391445.46    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TE 7% 03/26/31/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 7.00000000                                                                                  | CUSIP: P6S32JV64<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |  1564500000 | NS      | $227639.36     | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY COR 4.6% 02/01/33                | KIMCO REALTY CORP REGD 4.60000000                                                                                                 | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      717000 | NS      | $655707.78     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SMB 2016-C A2A 2.34% 08/15/25                 | SMB PRIVATE EDUCATION LOAN TRUST 2016-C SER 2016-C CL A2A REGD 144A P/P 2.34000000                                                | CUSIP: 78449KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      187660 | NS      | $178705.29     | 0.00%             | 2034-09-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MASD 2006-2 A V/R 02/25/36                    | MASTR SPECIALIZED LOAN TRUST SER 2006-2 CL A V/R REGD 4.90871000                                                                  | CUSIP: 57643AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      446881 | NS      | $423063.51     | 0.00%             | 2036-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDI 4.3% 01/15/29                | METROPOLITAN EDISON CO REGD 144A P/P 4.30000000                                                                                   | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | NS      | $4692960.25    | 0.02%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WFRBS 2012-C7 E V/R 06/15/45                  | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 SER 2012-C7 CL E V/R REGD 4.65100000                                                      | CUSIP: 92936TAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      665938 | NS      | $14983.60      | 0.00%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3610 3.5% 06/01/46                   | FANNIE MAE POOL UMBS P#BM3610 3.50000000                                                                                          | CUSIP: 3140J8AL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1644408 | NS      | $1529765.10    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC 2017-3A A1 V/R 07/20/30                  | CIFC FUNDING 2017-III LTD SER 2017-3A CL A1 V/R REGD 144A P/P 5.46257000                                                          | CUSIP: 12548JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      497695 | NS      | $490889.79     | 0.00%             | 2030-07-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBAC 3.85% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.85000000                                                                                | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2800000 | NS      | $2475578.84    | 0.01%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD8463 3% 11/01/46                     | FANNIE MAE POOL UMBS P#BD8463 3.00000000                                                                                          | CUSIP: 3140FGMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1005497 | NS      | $899056.75     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM  6.875% 03/01/26                | FIRST QUANTUM MINERALS L REGD 144A P/P 6.87500000                                                                                 | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2855000 | NS      | $2703746.67    | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 3.5% 04/06/28                | ENEL FINANCE INTL NV REGD 144A P/P 3.50000000                                                                                     | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1505000 | NS      | $1316746.50    | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20230110 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27788.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS  5.75% 03/05/26/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 5.75000000                                                                               | CUSIP: P4R07XKC9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    25950000 | NS      | $1204514.66    | 0.00%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-4A A1A V/R 04/20/34                 | CIFC FUNDING 2015-IV LTD SER 2015-4A CL A1A2 V/R REGD 144A P/P 5.31257000                                                         | CUSIP: 12550TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19600000 | NS      | $18962196.40   | 0.07%             | 2034-04-20      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.35% 05/15/45                | ENERGY TRANSFER LP REGD 5.35000000                                                                                                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2250000 | NS      | $1908083.66    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/02/23                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                                                        | CUSIP: 912796YB9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   324205000 | PA      | $321990906.79  | 1.17%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3673 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#BM3673 3.50000000                                                                                          | CUSIP: 3140J8CK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1937844 | NS      | $1797719.63    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC C V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUS SER 2021-MHC CL C V/R REGD 5.61800000                                         | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | NS      | $958576.10     | 0.00%             | 2038-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE  2.875% 05/11/31                | ORBIA ADVANCE CORP SAB REGD 144A P/P 2.87500000                                                                                   | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     8095000 | NS      | $6324218.75    | 0.02%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARP 4.25% 10/31/26                | MEXICO CITY ARPT TRUST REGD REG S 4.25000000                                                                                      | CUSIP: P6629MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      374000 | NS      | $356702.50     | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB2854 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#CB2854 2.50000000                                                                                          | CUSIP: 3140QNE40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1418857 | NS      | $1216572.89    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.75% 02/15/50                | CONSUMERS ENERGY CO REGD 3.75000000                                                                                               | CUSIP: 210518DE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1633000 | NS      | $1272525.42    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 1.95% 01/15/27                    | TARGET CORP REGD 1.95000000                                                                                                       | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     3790000 | NS      | $3440532.29    | 0.01%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8895 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8895 2.50000000                                                                                          | CUSIP: 3140QG3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30124329 | NS      | $25542788.29   | 0.09%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 7.85% 02/01/26                | TRANSCONT GAS PIPE LINE REGD SER WI 7.85000000                                                                                    | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3285000 | NS      | $3505965.46    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20230109 000004334 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $115201.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#FM3619 4.5% 01/01/50                   | FANNIE MAE POOL UMBS P#FM3619 4.50000000                                                                                          | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2869320 | NS      | $2781284.58    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBIRD 2016-1A A V/R 12/15/24                  | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZA SER 2016-1A CL A V/R REGD 144A P/P 4.21300000                                         | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      957686 | NS      | $783608.95     | 0.00%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| DEFT 2020-2 D 1.92% 06/22/23                  | DELL EQUIPMENT FINANCE TRUST 2020-2 SER 2020-2 CL D REGD 144A P/P 1.92000000                                                      | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | NS      | $490735.50     | 0.00%             | 2026-03-23      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 3.363% 06/06/24                | BECTON DICKINSON AND CO REGD 3.36300000                                                                                           | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      864000 | NS      | $844297.58     | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38                | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                                                       | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      588000 | NS      | $622113.73     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | PLN/USD FWD 20230112 000005208 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24017.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 2.69% 05/01/33                | NEW YORK CITY NY TRANSITIONAL REGD B/E 2.69000000                                                                                 | CUSIP: 64971XLY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1275000 | NS      | $1010877.63    | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3172 3% 10/20/45                  | GINNIE MAE II POOL P#MA3172 3.00000000                                                                                            | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2561321 | NS      | $2331660.32    | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOB 4.375% 03/15/43                | PARAMOUNT GLOBAL REGD SER WI 4.37500000                                                                                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1612000 | NS      | $1110032.32    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HLM 7A-2015 BR V/R 03/15/27                   | HIGHBRIDGE LOAN MANAGEMENT 7-2015 LTD SER 7A-2015 CL BR V/R REGD 144A P/P 5.78614000                                              | CUSIP: 40437RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1730000 | NS      | $1708399.22    | 0.01%             | 2027-03-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.15% 08/12/32/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.15000000                                                                                          | CUSIP: P6S32DDY6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    12121000 | NS      | $2801324.75    | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 3.4% 05/01/30                | NXP BV/NXP FDG/NXP USA REGD 3.40000000                                                                                            | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6146000 | NS      | $5311030.19    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS 4.25% 07/21/25                | IMPERIAL BRANDS FIN PLC REGD P/P 4.25000000                                                                                       | CUSIP: 453140AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4170000 | NS      | $3982395.24    | 0.01%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AON CORP 4.5% 12/15/28                        | AON CORP REGD 4.50000000                                                                                                          | CUSIP: 037389BB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3761000 | NS      | $3627546.78    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MDPK 2017-26A AR V/R 07/29/30                 | MADISON PARK FUNDING XXVI LTD SER 2017-26A CL AR V/R REGD 144A P/P 5.61471000                                                     | CUSIP: 55819YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2940000 | NS      | $2910520.62    | 0.01%             | 2030-07-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| STRAS 2021-3A A V/R 12/29/29                  | STRATUS CLO 2021-3 LTD SER 2021-3A CL A V/R REGD 144A P/P 5.19257000                                                              | CUSIP: 86315WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    28966371 | NS      | $28575586.07   | 0.10%             | 2029-12-29      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.8% 10/15/25                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.80000000                                                                                  | CUSIP: 44891ABN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5395000 | NS      | $4852360.22    | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SNDPT 2016-3A AR V/R 01/23/29                 | SOUND POINT CLO XIV LTD SER 2016-3A CL AR2 V/R REGD 144A P/P 5.31457000                                                           | CUSIP: 83609NAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1767136 | NS      | $1749354.87    | 0.01%             | 2029-01-23      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 2.4% 02/01/31                    | WP CAREY INC REGD 2.40000000                                                                                                      | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2007000 | NS      | $1599116.77    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS  5.5% 07/15/30                | SPECTRUM BRANDS INC REGD 144A P/P 5.50000000                                                                                      | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1617000 | NS      | $1427056.88    | 0.01%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE C 4.875% 12/01/24                | GRUMA SAB DE CV REGD 4.87500000                                                                                                   | CUSIP: P4948KAD7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      256000 | NS      | $253120.00     | 0.00%             | 2024-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33                       | AT&T INC REGD 2.55000000                                                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    31407000 | NS      | $24136585.72   | 0.09%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC 3.05% 03/15/25                | TUCSON ELECTRIC POWER CO REGD SER WI 3.05000000                                                                                   | CUSIP: 898813AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | NS      | $2873424.69    | 0.01%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 6.25% 03/15/38                | CANADIAN NATL RESOURCES REGD 6.25000000                                                                                           | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     1345000 | NS      | $1330633.69    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 4.25% 06/23/27                | RUSSIAN FEDERATION REGD REG S 4.25000000                                                                                          | CUSIP: X5424XBN7<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |     1000000 | NS      | $420000.00     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GSMS 2022-SHIP A V/R 08/15/23                 | GS MORTGAGE SECURITIES CORP TRUST 2022-SHIP SER 2022-SHIP CL A V/R REGD 144A P/P 5.06661000                                       | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110000 | NS      | $2080465.28    | 0.01%             | 2036-08-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 5.1% 07/15/32                | FIDELITY NATL INFO SERV REGD 5.10000000                                                                                           | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     5040000 | NS      | $4854649.67    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LT 5.625% 08/08/25                | SANDS CHINA LTD REGD SER WI 5.62500000                                                                                            | CUSIP: 80007RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    10423000 | NS      | $9964722.37    | 0.04%             | 2025-08-08      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROCKT 2017-3A A V/R 10/20/30                  | ROCKFORD TOWER CLO 2017-3 LTD SER 2017-3A CL A V/R REGD 144A P/P 5.43257000                                                       | CUSIP: 77341DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7100000 | NS      | $7009325.90    | 0.03%             | 2030-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20230315 000006038 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $227932.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE INC 4.7% 05/15/30                      | VMWARE INC REGD 4.70000000                                                                                                        | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      580000 | NS      | $539524.74     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.15% 10/01/49                | FLORIDA POWER & LIGHT CO REGD 3.15000000                                                                                          | CUSIP: 341081FX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4897000 | NS      | $3527203.81    | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 3.4% 02/04/41                | ALTRIA GROUP INC REGD 3.40000000                                                                                                  | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     7684000 | NS      | $5096388.56    | 0.02%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MLANE 2021-A B 2.24% 07/15/23                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2021-A CL B REGD 144A P/P 2.24000000                                                    | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1195000 | NS      | $1157132.24    | 0.00%             | 2026-09-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5484 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5484 3.00000000                                                                                         | CUSIP: 3133BFCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1091050 | NS      | $958025.05     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUND 5.35% 03/01/26                | NXP BV/NXP FUNDING LLC REGD 5.35000000                                                                                            | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1351000 | NS      | $1343225.13    | 0.00%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/29                | JPMORGAN CHASE & CO REGD V/R 2.06900000                                                                                           | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3165000 | NS      | $2643371.16    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 1.957% 02/11/31                | BECTON DICKINSON AND CO REGD 1.95700000                                                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     4664000 | NS      | $3688276.14    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MSBAM 2014-C1 3.741% 07/15/24                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2014-C17 CL A5 REGD 3.74100000                                          | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      974000 | NS      | $943343.25     | 0.00%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52                | WARNERMEDIA HOLDINGS INC REGD 144A P/P 5.14100000                                                                                 | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31733000 | NS      | $23068825.41   | 0.08%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 5.75% 10/15/52                | ATMOS ENERGY CORP REGD 5.75000000                                                                                                 | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      516000 | NS      | $538615.13     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.125% 06/01/29                 | DISH DBS CORP REGD 5.12500000                                                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2380000 | NS      | $1535361.80    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.7% 03/23/29                      | HUMANA INC REGD 3.70000000                                                                                                        | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    11540000 | NS      | $10565316.94   | 0.04%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW  4.75% 10/15/28                | GRIFOLS ESCROW ISSUER REGD 144A P/P 4.75000000                                                                                    | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     4345000 | NS      | $3751777.15    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRELT 2006-1A D V/R 01/20/37                  | CAPITALSOURCE REAL ESTATE LOAN TRUST SER 2006-1A CL D V/R REGD 144A P/P 4.65871000                                                | CUSIP: 140560AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | NS      | $1035674.40    | 0.00%             | 2037-01-20      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOO 2.625% 09/13/31                | SMITHFIELD FOODS INC REGD 144A P/P 2.62500000                                                                                     | CUSIP: 832248BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | NS      | $7152069.20    | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DCLO 2022-3A A1A V/R 04/15/37                 | DIAMETER CAPITAL CLO 3 LTD SER 2022-3A CL A1A V/R REGD 144A P/P 5.25361000                                                        | CUSIP: 25255JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4770000 | NS      | $4614178.41    | 0.02%             | 2037-04-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31                | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                                                   | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      541245 | NS      | $478733.60     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A A 0.84% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL A REGD 144A P/P 0.84000000                                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3034610 | NS      | $2623747.17    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-27 4 5.75% 11/25/33                 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2003-27 CL 4A4 REGD 5.75000000                                            | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64589 | NS      | $62426.73      | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 BP 12/20/2027 GSISW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $6958.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 AS V/R 04/15/25                 | CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST SER 2015-C2 CL AS V/R REGD 3.84900000                                                     | CUSIP: 12634NAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5670000 | NS      | $5307935.35    | 0.02%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ  3% 06/29/27                | GAZPROM PJSC (GAZ FN) REGD REG S 3.00000000                                                                                       | CUSIP: G3768BAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    10000000 | NS      | $7000000.00    | 0.03%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIO 1.8% 06/01/26                | SKYWORKS SOLUTIONS INC REGD 1.80000000                                                                                            | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     1340000 | NS      | $1177547.55    | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/50                     | NVIDIA CORP REGD 3.50000000                                                                                                       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     1484000 | NS      | $1120060.31    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 3.256% 05/15/60                | UNIV OF CALIFORNIA CA RGTS MED REGD B/E 3.25600000                                                                                | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11545000 | NS      | $7481680.68    | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL2 M V/R 08/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL2 SER 2005-WL2 CL M3 V/R REGD 5.16871000                                                    | CUSIP: 542514ND2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9074845 | NS      | $8831853.97    | 0.03%             | 2035-08-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0923 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD0923 2.50000000                                                                                         | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13394468 | NS      | $11419500.51   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANG 8.75% 04/14/32                | REPUBLIC OF ANGOLA REGD 144A P/P 8.75000000                                                                                       | CUSIP: 035198AF7<br>LEI: N/A                  | Long             | DBT              | USGA              | AO        |      365000 | NS      | $315469.50     | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48                  | GINNIE MAE II POOL P#MA4963 4.00000000                                                                                            | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1245442 | NS      | $1195670.33    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-1 M1 V/R 09/25/25                   | TOWD POINT MORTGAGE TRUST 2017-1 SER 2017-1 CL M1 V/R REGD 144A P/P 3.75000000                                                    | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6315000 | NS      | $5886760.27    | 0.02%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US718286AP29 01.000 BP 12/20/2027 GSISW LONG                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $-12620.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#MA4548 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#MA4548 2.50000000                                                                                          | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49713258 | NS      | $42145234.98   | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE C 3.625% 06/28/31                | NEMAK SAB DE CV REGD REG S 3.62500000                                                                                             | CUSIP: P71340AD8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      247000 | NS      | $193212.00     | 0.00%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DPABS 2021-1A 2.662% 10/25/28                 | DOMINO'S PIZZA MASTER ISSUER LLC SER 2021-1A CL A2I REGD 144A P/P 2.66200000                                                      | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11450625 | NS      | $9523278.70    | 0.03%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20230315 000004066 USD                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3139.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA  1.17% 02/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000                                        | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3566752 | NS      | $3163499.71    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCIN 5.875% 03/27/24                | SASOL FINANCING USA LLC REGD 5.87500000                                                                                           | CUSIP: 80386WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1123000 | NS      | $1097833.22    | 0.00%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRO V/R 11/15/33                | CREDIT SUISSE GROUP AG REGD V/R 144A P/P 9.01600000                                                                               | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    25355000 | NS      | $25960152.35   | 0.09%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A2 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A2 V/R REGD 144A P/P 4.00000000                                                   | CUSIP: 81746WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142324 | NS      | $137669.43     | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 8% 01/31/30/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000                                                                           | CUSIP: S69124VP7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    33508000 | NS      | $1756526.19    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Bridge Builder Trust

**Signature:** Aaron Masek

**Name of Signer:** Aaron Masek

**Title:** Principal Financial Officer