# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070998
**Filing Date:** 2026-2
**Character Count:** 323628
**Document Hash:** 4075b52671f72ff2e45b8798ac64f30e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070998.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070998

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677560

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/Lord Abbett Short Duration Income Fund (Series ID: S000068109)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000218176 | JNL/Lord Abbett Short Duration Income Fund (I) |  |
| C000218177 | JNL/Lord Abbett Short Duration Income Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/Lord Abbett Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000068109

- **c. LEI of Series:** 549300WVV7LTP5B0H995

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $714416109.09

**Total Liabilities:** $2596569.77

**Net Assets:** $711819539.32

**Cash Not Reported:** $2030919.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1284.361488569513 | **1-Year:** -34537.436295603849 | **5-Year:** -64118.882070863022 | **10-Year:** -13085.499400260087 | **30-Year:** -4794.511593213873

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

- **3-Month:** -497.940631786074 | **1-Year:** -7509.327749290489 | **5-Year:** -9043.312764559573 | **10-Year:** -1065.733674692236 | **30-Year:** -193.676372714308

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218176 | 0.38%                | 0.47%                | 0.46%                |
| Class ID C000218177 | 0.38%                | 0.48%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $268360.07               | $-479709.03                                |
| Month 2  | $329736.14               | $534410.74                                 |
| Month 3  | $319043.00               | $-655415.16                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Corp 1-3 Yr TR USD

- **Index Identifier:** LHMN9060

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                          | JNL Government Money Market Fund - Class SL                     | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    241380 | NS      | $241380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                          | FUTURE - PHYSICALLY DELIVERED                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -738 | NC      | $197010.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                          | FUTURE - PHYSICALLY DELIVERED                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1654 | NC      | $119411.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Finance, LLC                                     | Alliant Energy Finance, LLC                                     | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247296.71    | 0.03%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-2                                  | CarMax Auto Owner Trust 2023-2                                  | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1167881.93   | 0.16%             | 2027-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 31288RGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    478460 | PA      | $488781.70    | 0.07%             | 2055-08-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                            | Frontier Communications Parent, Inc.                            | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    717000 | PA      | $721929.38    | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GXO Logistics Inc.                                              | GXO Logistics Inc.                                              | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1026587.95   | 0.14%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    869000 | PA      | $885696.18    | 0.12%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                             | Intesa Sanpaolo SPA                                             | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200091.26    | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                      | Warnermedia Holdings, Inc.                                      | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    555000 | PA      | $536962.50    | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                | OGE Energy Corp.                                                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $263091.24    | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                    | Blue Owl Credit Income Corp.                                    | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253258.85    | 0.04%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                   | Sammons Financial Group, Inc.                                   | CUSIP: 79587J2A0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    442000 | PA      | $453474.10    | 0.06%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                             | ALA Trust 2025-OANA                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $592209.73    | 0.08%             | 2027-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                         | Allegany Park CLO, Ltd.                                         | CUSIP: 017154AU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $560000.56    | 0.08%             | 2035-01-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                            | AppLovin Corporation                                            | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3079758.90   | 0.43%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Barings Clo Ltd 2021-III                                        | Barings Clo Ltd 2021-III                                        | CUSIP: 06762TAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1200600.00   | 0.17%             | 2035-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | Carnival Corporation                                            | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    686000 | PA      | $719194.51    | 0.10%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                        | Comision Federal De Electricidad, E.P.E.                        | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |    793000 | PA      | $784509.59    | 0.11%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                        | Volkswagen Group of America Finance, LLC                        | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    990000 | PA      | $993603.70    | 0.14%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Rede D'Or Finance                                               | Rede D'Or Finance                                               | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | US        |    727000 | PA      | $726318.44    | 0.10%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                     | Continental Resources, Inc.                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2000431.30   | 0.28%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund LLC                                  | Dryden 43 Senior Loan Fund LLC                                  | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $3397184.80   | 0.48%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                   | Sandor-Palota                                                   | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |   1425000 | PA      | $1457394.53   | 0.20%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM5                            | J.P. Morgan Mortgage Trust 2025-NQM5                            | CUSIP: 46664DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1149869.94   | 0.16%             | 2066-05-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 32 Limited                                    | Columbia Cent CLO 32 Limited                                    | CUSIP: 19737TBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $1010301.99   | 0.14%             | 2034-07-24      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                  | Jefferson Capital Holdings LLC                                  | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    957000 | PA      | $955076.43    | 0.13%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                           | Keurig Dr Pepper Inc.                                           | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    503000 | PA      | $503992.67    | 0.07%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                     | Continental Resources, Inc.                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    868000 | PA      | $866748.60    | 0.12%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                      | Dryden 37 Senior Loan Fund                                      | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1399001.80   | 0.20%             | 2034-08-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                    | Flutter Treasury Designated Activity Company                    | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1238476.44   | 0.17%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                                                  | Illumina, Inc.                                                  | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    896000 | PA      | $923062.16    | 0.13%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                       | MSCI Inc.                                                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    333000 | PA      | $318463.48    | 0.04%             | 2030-09-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM17 Trust                                            | OBX 2025-NQM17 Trust                                            | CUSIP: 67122JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836750 | PA      | $838198.77    | 0.12%             | 2065-08-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust 2021-2                                   | Lendmark Funding Trust 2021-2                                   | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1656432.20   | 0.23%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                    | Saudi Arabian Mining Company                                    | CUSIP: 55407NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $403085.95    | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                   | Organon & Co.                                                   | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1469954.80   | 0.21%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                  | Penske Truck Leasing Co., L.P.                                  | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1403855.69   | 0.20%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                             | Synchrony Financial                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264118.40    | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    313000 | PA      | $308102.55    | 0.04%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                | Benchmark 2018-B2 Mortgage Trust                                | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $326826.52    | 0.05%             | 2028-01-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                               | CCO Holdings, LLC                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38914.10     | 0.01%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                              | CNO Global Funding                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395583.53    | 0.06%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust 2024-A                               | CPS Auto Receivables Trust 2024-A                               | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1069609.38   | 0.15%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                              | LPL Holdings, Inc.                                              | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    199000 | PA      | $203631.63    | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                       | MSCI Inc.                                                       | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131659.19    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                   | Sammons Financial Group, Inc.                                   | CUSIP: 79587J2B8<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    317000 | PA      | $322107.50    | 0.05%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                       | South Bow USA Infrastructure Holdings LLC                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    777000 | PA      | $787676.14    | 0.11%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                            | VICI Properties Inc.                                            | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    956000 | PA      | $957276.16    | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                   | Vistra Operations Company LLC                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1497565.58   | 0.21%             | 2027-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                         | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    376489 | PA      | $377430.83    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Adventist Health System/West                                    | Adventist Health System/West                                    | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1783921.42   | 0.25%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Limited                                        | Avilease Capital Limited                                        | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | US        |    813000 | PA      | $809144.10    | 0.11%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                    | Barclays PLC                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459374.43    | 0.06%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                               | Crown Castle Inc.                                               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    596000 | PA      | $605517.17    | 0.09%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                            | Glencore Funding LLC                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    568000 | PA      | $582439.18    | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                                                  | Illumina, Inc.                                                  | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    899000 | PA      | $909239.61    | 0.13%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $448183.71    | 0.06%             | 2026-03-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                 | Octane Receivables Trust 2024-3                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1497971 | PA      | $1506686.63   | 0.21%             | 2027-08-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                  | Verdant Receivables 2025-1 LLC                                  | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755000 | PA      | $1783765.15   | 0.25%             | 2029-06-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                       | Boost Newco Borrower, LLC                                       | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2140247 | PA      | $2141595.85   | 0.30%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $161015.63    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                     | Brighthouse Financial, Inc.                                     | CUSIP: 10921U2J6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    935000 | PA      | $948202.57    | 0.13%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                          | Columbia Pipelines Holding Company LLC                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1537312.54   | 0.22%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    378000 | PA      | $373815.62    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                  | BBCMS Mortgage Trust 2024-5C29                                  | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010008.80   | 0.14%             | 2029-08-17      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V18 Mortgage Trust                               | Benchmark 2025-V18 Mortgage Trust                               | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1820447.83   | 0.26%             | 2030-10-18      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VI, Ltd.                                         | Cathedral Lake VI, Ltd.                                         | CUSIP: 14919LAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $928876.56    | 0.13%             | 2034-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                | Icon Investments Six Designated Activity Company                | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2284012.94   | 0.32%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C4                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                  | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1787835.27   | 0.25%             | 2030-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                 | Crestwood Midstream Partners LP                                 | CUSIP: 226373AT5<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    537000 | PA      | $557862.45    | 0.08%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                          | DIRECTV Financing, LLC                                          | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1001000 | PA      | $1005864.86   | 0.14%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-2                    | Westlake Automobile Receivables Trust 2024-2                    | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    765000 | PA      | $775812.28    | 0.11%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                    | Fiserv, Inc.                                                    | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    394000 | PA      | $403614.03    | 0.06%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    409000 | PA      | $419471.55    | 0.06%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                     | Imperial Brands Finance PLC                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2549880.74   | 0.36%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie AirFinance Holdings Limited                           | Macquarie AirFinance Holdings Limited                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178406.85    | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                  | PSEG Power LLC                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $398159.86    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                 | Western Midstream Operating, LP                                 | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389566.02    | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                           | Ashtead Capital, Inc.                                           | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1207853.63   | 0.17%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $526265.74    | 0.07%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc.                                             | Coterra Energy Inc.                                             | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2046760.73   | 0.29%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                  | CarMax Auto Owner Trust 2024-2                                  | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385000 | PA      | $395866.32    | 0.06%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                      | CrowdStrike Holdings, Inc.                                      | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    866000 | PA      | $830437.36    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                            | Frontier Communications Parent, Inc.                            | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    940000 | PA      | $941762.50    | 0.13%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Herbalife International, Inc.                                   | Herbalife International, Inc.                                   | CUSIP: 40390DAD7<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1125443.36   | 0.16%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Southwest Gas Corporation                                       | Southwest Gas Corporation                                       | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    564000 | PA      | $578699.36    | 0.08%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                              | Greenko Dutch B.V.                                              | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1200403.75   | 0.17%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                          | Presidencia de la Republica Dominicana                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    121000 | PA      | $121151.25    | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    458000 | PA      | $475280.07    | 0.07%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Magnum Management Corporation                                   | Magnum Management Corporation                                   | CUSIP: 150190AB2<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1188345.60   | 0.17%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                        | CenterPoint Energy, Inc.                                        | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204026.58    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                   | Citigroup Commercial Mortgage Trust 2016-GC36                   | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68114 | PA      | $67781.47     | 0.01%             | 2026-01-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                               | MF1 2021-FL7 Ltd.                                               | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36860 | PA      | $36838.08     | 0.01%             | 2036-10-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                              | Molex Electronic Technologies, LLC                              | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $676427.97    | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                | Occidental Petroleum Corporation                                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    418000 | PA      | $441542.51    | 0.06%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings, Inc.                                            | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    643000 | PA      | $644620.36    | 0.09%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                               | BDS 2025-FL16 LLC                                               | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $690216.80    | 0.10%             | 2043-06-22      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                   | Ministerul Finantelor Publice                                   | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    662000 | PA      | $682028.15    | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1236544.49   | 0.17%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                             | Centene Corporation                                             | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    944000 | PA      | $883946.50    | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    649000 | PA      | $659233.50    | 0.09%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                              | LPL Holdings, Inc.                                              | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    492000 | PA      | $524670.33    | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                              | NMI Holdings, Inc.                                              | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196070.09    | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                             | Navient Corporation                                             | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143850.24    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Card ABS Master Trust                | Continental Finance Credit Card ABS Master Trust                | CUSIP: 66981PAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502825.60    | 0.07%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                 | Universal Health Services, Inc.                                 | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1516654.12   | 0.21%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                            | VICI Properties Inc.                                            | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1141008.90   | 0.16%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                  | Westlake Flooring Master Trust                                  | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1220000 | PA      | $1221950.66   | 0.17%             | 2026-02-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                  | Citigroup Inc.                                                  | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1049053.49   | 0.15%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Engie                                                           | Engie                                                           | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340088.46    | 0.05%             | 2029-04-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 31288RGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    336374 | PA      | $341982.27    | 0.05%             | 2055-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                              | BX Trust 2024-CNYN                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901514 | PA      | $900408.02    | 0.13%             | 2029-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                             | Griffon Corporation                                             | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26983.80     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                               | Blue Owl Technology Finance Corp.                               | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    263000 | PA      | $261474.05    | 0.04%             | 2026-06-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Limited                                                 | Bacardi Limited                                                 | CUSIP: 05635JAA8<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |    653000 | PA      | $665945.66    | 0.09%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                     | DBGS 2018-C1 Mortgage Trust                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2028471.41   | 0.28%             | 2028-10-17      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 35564NEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    353500 | PA      | $353927.03    | 0.05%             | 2044-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                              | LPL Holdings, Inc.                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2618974.60   | 0.37%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Navesink CLO 3, Limited                                         | Navesink CLO 3, Limited                                         | CUSIP: 63943JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1780834.82   | 0.25%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | Royal Caribbean Cruises Ltd.                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    824000 | PA      | $824031.64    | 0.12%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Studio City Company Limited                                     | Studio City Company Limited                                     | CUSIP: N/A<br>LEI: 984500V5401EFT095A58       | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1041040.00   | 0.15%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                         | Archrock Partners, L.P.                                         | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401800.00    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company, L.P.                           | Atlas Warehouse Lending Company, L.P.                           | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    429000 | PA      | $442592.91    | 0.06%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance LLC                                            | Bayer US Finance LLC                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    597000 | PA      | $627310.05    | 0.09%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                     | BMO 2024-5C6 Mortgage Trust                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1186499.35   | 0.17%             | 2029-12-17      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                  | Citizens Financial Group, Inc.                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1447068.48   | 0.20%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aktsionernoye Obshchestvo Bank Razvitiya Kazakhstana            | Aktsionernoye Obshchestvo Bank Razvitiya Kazakhstana            | CUSIP: 48129VAD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    673000 | PA      | $693702.83    | 0.10%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                           | Mercedes-Benz Auto Lease Trust 2024-A                           | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1275000 | PA      | $1295714.42   | 0.18%             | 2027-06-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                              | Mutual Of Omaha Cps Global Funding                              | CUSIP: 62829D2F6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $398444.24    | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                            | OBX 2025-NQM21 Trust                                            | CUSIP: 67448BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1036845 | PA      | $1038736.57   | 0.15%             | 2065-10-25      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd                              | Octagon Investment Partners 44 Ltd                              | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210000 | PA      | $1210000.00   | 0.17%             | 2034-10-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                              | RGA Global Funding                                              | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    502000 | PA      | $519515.03    | 0.07%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                        | Spirit AeroSystems, Inc.                                        | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1268810.18   | 0.18%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                     | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1016381.44   | 0.14%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                   | System Energy Resources, Inc.                                   | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1556178.90   | 0.22%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TransDigm Inc.                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    676000 | PA      | $688695.28    | 0.10%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                    | U.S. Bancorp                                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    646000 | PA      | $665256.87    | 0.09%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                    | Antero Resources Corporation                                    | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    301000 | PA      | $304479.56    | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit Clo 2021 Ltd                                        | Apex Credit Clo 2021 Ltd                                        | CUSIP: 03754CAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3600000 | PA      | $3594704.40   | 0.51%             | 2034-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Natsionalny Upravlyayushchi Kholding Baiterek, Ao               | Natsionalny Upravlyayushchi Kholding Baiterek, Ao               | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    520000 | PA      | $526676.80    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                            | Carnival Corporation                                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2298761.97   | 0.32%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corporation                           | Central American Bottling Corporation                           | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836272.50    | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                     | Citgo Petroleum Corporation                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1736020.88   | 0.24%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust 2023-C                               | CPS Auto Receivables Trust 2023-C                               | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1155000 | PA      | $1188462.43   | 0.17%             | 2027-06-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Empire Resorts, Inc.                                            | Empire Resorts, Inc.                                            | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196240.00    | 0.03%             | 2026-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto 2025-FL10 Issuer, LLC                                 | FS Rialto 2025-FL10 Issuer, LLC                                 | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299812.53    | 0.04%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                              | HAT Holdings I LLC                                              | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    299000 | PA      | $297031.89    | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                           | Keurig Dr Pepper Inc.                                           | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330306.43    | 0.05%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                        | Morgan Stanley Capital I Trust 2024-NSTB                        | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305082 | PA      | $1300058.91   | 0.18%             | 2032-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2007-2                   | Santander Drive Auto Receivables Trust 2007-2                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    865000 | PA      | $867171.58    | 0.12%             | 2028-04-17      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Sodexo, Inc.                                                    | Sodexo, Inc.                                                    | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262423.55    | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | OneMain Finance Corporation                                     | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    676000 | PA      | $693102.80    | 0.10%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                     | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    684000 | PA      | $672506.06    | 0.09%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-3                    | Westlake Automobile Receivables Trust 2024-3                    | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501693.95    | 0.07%             | 2026-08-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc.                                          | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1227383 | PA      | $1229960.64   | 0.17%             | 2030-06-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-Fl1, Ltd.        | Arbor Realty Commercial Real Estate Notes 2022-Fl1, Ltd.        | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310633 | PA      | $310633.07    | 0.04%             | 2037-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2025-FL1, LLC         | Arbor Realty Commercial Real Estate Notes 2025-FL1, LLC         | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    810000 | PA      | $809016.74    | 0.11%             | 2029-02-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V16 Mortgage Trust                               | Benchmark 2025-V16 Mortgage Trust                               | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $820579.48    | 0.12%             | 2030-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Commscope Finance LLC                                           | Commscope Finance LLC                                           | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |    594000 | PA      | $598158.00    | 0.08%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                          | Aramark Services, Inc.                                          | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    473788 | PA      | $474783.14    | 0.07%             | 2030-06-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                  | EPR Properties                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    653000 | PA      | $647743.74    | 0.09%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM16 Trust                                            | OBX 2025-NQM16 Trust                                            | CUSIP: 67122DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622240 | PA      | $622179.98    | 0.09%             | 2065-08-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                   | Santander Drive Auto Receivables Trust 2023-3                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $692647.25    | 0.10%             | 2028-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                   | Santander Drive Auto Receivables Trust 2024-3                   | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580000 | PA      | $586525.81    | 0.08%             | 2027-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company              | AerCap Ireland Capital Designated Activity Company              | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    511000 | PA      | $516049.24    | 0.07%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                               | Affirm Master Trust Series 2025-3                               | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1085000 | PA      | $1088184.37   | 0.15%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    849000 | PA      | $884538.04    | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                               | BDS 2025-FL15 LLC                                               | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    970000 | PA      | $970606.25    | 0.14%             | 2030-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                           | Atlassian Corporation                                           | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    736000 | PA      | $756907.26    | 0.11%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 Issuer, LLC                                     | BSPRT 2025-FL12 Issuer, LLC                                     | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $620385.14    | 0.09%             | 2043-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR8                                                 | Bank5 2024-5YR8                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $785305.13    | 0.11%             | 2029-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V14 Mortgage Trust                               | Benchmark 2025-V14 Mortgage Trust                               | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1254686.52   | 0.18%             | 2030-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                     | BNP Paribas                                                     | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1776591.11   | 0.25%             | 2028-01-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2371467.78   | 0.33%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                | Capital Power (US Holdings) Inc.                                | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1305158.75   | 0.18%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC              | Bayview Opportunity Master Fund VII 2024-CAR1, LLC              | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393460 | PA      | $393956.41    | 0.06%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                          | Chart Industries, Inc.                                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1255573.85   | 0.18%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Discover Bank                                                   | Discover Bank                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    464000 | PA      | $481910.40    | 0.07%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                 | Enel Finance International N.V.                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    675000 | PA      | $692151.62    | 0.10%             | 2029-06-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                 | EQT Corporation                                                 | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    304000 | PA      | $334249.25    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 35564NBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    225088 | PA      | $225357.19    | 0.03%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                     | Entegris Escrow Corporation                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1446520.36   | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Corporation                                       | First Horizon Corporation                                       | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    526000 | PA      | $543926.24    | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201794.88    | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                           | Foundry JV Holdco LLC                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $3134293.24   | 0.44%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                              | Greenko Dutch B.V.                                              | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | US        |    501700 | PA      | $497310.13    | 0.07%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                              | Ovintiv Canada ULC                                              | CUSIP: 69047QAB8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    723000 | PA      | $744467.39    | 0.10%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    379000 | PA      | $383863.48    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265349.06    | 0.04%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                               | Microchip Technology Incorporated                               | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    461000 | PA      | $470716.31    | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, National Association               | Morgan Stanley Private Bank, National Association               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    252000 | PA      | $255355.88    | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                             | Ohio Edison Company                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $136008.22    | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                    | Truist Financial Corporation                                    | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    409000 | PA      | $423325.67    | 0.06%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                   | Santander Drive Auto Receivables Trust 2025-1                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535000 | PA      | $539144.38    | 0.08%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                           | Wells Fargo & Company                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    546000 | PA      | $555818.45    | 0.08%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-A                        | Affirm Asset Securitization Trust 2024-A                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565000 | PA      | $565914.90    | 0.08%             | 2026-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                  | BBCMS Mortgage Trust 2025-5C34                                  | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $983620.70    | 0.14%             | 2030-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                 | Blackstone Secured Lending Fund                                 | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    366000 | PA      | $356101.93    | 0.05%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                          | BX Commercial Mortgage Trust 2025-BCAT                          | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651634 | PA      | $650819.08    | 0.09%             | 2027-08-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Clover CLO 2021-3 LLC                                           | Clover CLO 2021-3 LLC                                           | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1050301.35   | 0.15%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                              | DT Midstream, Inc.                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1775846.33   | 0.25%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                 | Danske Bank A/S                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514249.83    | 0.07%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                 | Hess Infrastructure Partners LP                                 | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244287.34    | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 24 LTD.                                                 | KKR CLO 24 LTD.                                                 | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | US        |    849380 | PA      | $849748.01    | 0.12%             | 2032-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                    | Mattel, Inc.                                                    | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    975000 | PA      | $982038.82    | 0.14%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                        | Lumen Technologies, Inc.                                        | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2444059 | PA      | $2427414.86   | 0.34%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                    | Antero Resources Corporation                                    | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1567160.00   | 0.22%             | 2029-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2025-5YR14                                                | Bank5 2025-5YR14                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $3617449.72   | 0.51%             | 2030-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417939.73    | 0.06%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                     | DBC 2025-DBC Mortgage Trust                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $620387.50    | 0.09%             | 2027-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                    | Delek Logistics Partners, LP                                    | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96422.40     | 0.01%             | 2028-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                            | Glencore Funding LLC                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    513000 | PA      | $537586.65    | 0.08%             | 2028-10-06      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                | Icon Investments Six Designated Activity Company                | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |    366000 | PA      | $373397.01    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                              | ITC Holdings Corp.                                              | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    551000 | PA      | $558215.40    | 0.08%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1850425.55   | 0.26%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                              | Mutual Of Omaha Cps Global Funding                              | CUSIP: 62829D2B5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $641559.88    | 0.09%             | 2028-12-12      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corporation                                        | Chord Energy Corporation                                        | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    592000 | PA      | $597635.84    | 0.08%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                              | Royalty Pharma PLC                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539450.36    | 0.08%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                           | Whistler Pipeline LLC                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    571000 | PA      | $588107.73    | 0.08%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                  | Blackstone Private Credit Fund                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1009864.85   | 0.14%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 31288RGV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    820045 | PA      | $828907.35    | 0.12%             | 2055-08-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1052771.59   | 0.15%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                            | JBS USA Food Company                                            | CUSIP: 46590XAN6<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    545000 | PA      | $524901.00    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM 33 Ltd                                                      | LCM 33 Ltd                                                      | CUSIP: 50202CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1070053.50   | 0.15%             | 2034-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                     | Merchants Fleet Funding LLC                                     | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |   1075702 | PA      | $1082150.04   | 0.15%             | 2027-08-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12, Ltd.                                               | PFP 2025-12, Ltd.                                               | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1302842.45   | 0.18%             | 2030-06-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                           | GS Mortgage Securities Corporation II                           | CUSIP: 78398JAA2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $841311.58    | 0.12%             | 2027-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                        | Trinity Industries, Inc.                                        | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1121721.27   | 0.16%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Voya Global Funding                                             | Voya Global Funding                                             | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    839000 | PA      | $843590.84    | 0.12%             | 2030-11-24      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                             | Brown & Brown, Inc.                                             | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    199000 | PA      | $201813.28    | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                 | EQT Corporation                                                 | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1778002.63   | 0.25%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company              | AerCap Ireland Capital Designated Activity Company              | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    289000 | PA      | $296906.17    | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                      | Air Canada                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | US        |    925000 | PA      | $920005.93    | 0.13%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                 | Blackstone Secured Lending Fund                                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265439.72    | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                     | Bunge Limited Finance Corp.                                     | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    353000 | PA      | $350741.61    | 0.05%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                          | Citizens Auto Receivables Trust 2023-1                          | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1505000 | PA      | $1531606.29   | 0.22%             | 2026-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    591000 | PA      | $617257.89    | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                           | Foundry JV Holdco LLC                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    507000 | PA      | $523615.45    | 0.07%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                         | Helmerich & Payne, Inc.                                         | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    583000 | PA      | $585798.57    | 0.08%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CSN Resources S.A.                                              | CSN Resources S.A.                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1211310.63   | 0.17%             | 2026-04-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                                    | Hasbro, Inc.                                                    | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2390572.47   | 0.34%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                             | Navient Corporation                                             | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1130775.12   | 0.16%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                             | Nissan Motor Acceptance Company LLC                             | CUSIP: 65480CAE5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1501528.70   | 0.21%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM20 Trust                                            | OBX 2025-NQM20 Trust                                            | CUSIP: 67126GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619968 | PA      | $620093.96    | 0.09%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                            | Government of the Republic of Panama                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    374000 | PA      | $367922.50    | 0.05%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                   | Petrobras Global Finance B.V.                                   | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1225431.37   | 0.17%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Western Southern Global Funding                                 | Western Southern Global Funding                                 | CUSIP: 95954A2A0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $431938.65    | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                     | BMO 2023-5C2 Mortgage Trust                                     | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $662601.87    | 0.09%             | 2028-10-17      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2020-2 Ltd                                           | Canyon CLO 2020-2 Ltd                                           | CUSIP: 13876NAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1998658.00   | 0.28%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                        | Devon Energy Corporation                                        | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1041585.57   | 0.15%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                         | GA Global Funding Trust                                         | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    821000 | PA      | $844323.54    | 0.12%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                         | GA Global Funding Trust                                         | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1000205.31   | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| HAT Holdings I LLC                                              | HAT Holdings I LLC                                              | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    666000 | PA      | $691398.91    | 0.10%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                 | KKR CLO 15 Ltd.                                                 | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1339995.98   | 0.19%             | 2032-01-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                               | LAD Auto Receivables Trust 2024-3                               | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131695 | PA      | $131765.70    | 0.02%             | 2026-06-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                       | Matador Resources Company                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1332348.96   | 0.19%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                | Societe Generale                                                | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1138590.71   | 0.16%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.a r.l.                         | Tengizchevroil Finance Company S.a r.l.                         | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370814.32    | 0.05%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                    | U.S. Bancorp                                                    | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1732002.07   | 0.24%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                         | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2200000 | PA      | $2197139.98   | 0.31%             | 2027-01-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines, Inc.                                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499057 | PA      | $499930.28    | 0.07%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd.                   | ACRES Commercial Realty 2021-FL1 Issuer, Ltd.                   | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    201625 | PA      | $201467.37    | 0.03%             | 2036-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance, LLC                                     | Alliant Energy Finance, LLC                                     | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1409518.30   | 0.20%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                   | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $579999.19    | 0.08%             | 2027-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    478000 | PA      | $463082.15    | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                | Paramount Global                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    217000 | PA      | $212607.18    | 0.03%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                            | Global Payments Inc.                                            | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    776000 | PA      | $777491.55    | 0.11%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701957.20    | 0.10%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                            | JPMorgan Chase & Co.                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $461483.63    | 0.06%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    446000 | PA      | $444633.81    | 0.06%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                   | Ministerul Finantelor Publice                                   | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    874000 | PA      | $900583.58    | 0.13%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                   | Santander Drive Auto Receivables Trust 2024-1                   | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $1021710.45   | 0.14%             | 2027-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Company                                       | Stillwater Mining Company                                       | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1229150.00   | 0.17%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                      | Aviation Capital Group LLC                                      | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2180612.92   | 0.31%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Black Diamond CLO 2021-1 Ltd                                    | Black Diamond CLO 2021-1 Ltd                                    | CUSIP: 09204WAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $914973.12    | 0.13%             | 2034-11-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC                                       | Blue Racer Midstream, LLC                                       | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    986000 | PA      | $986532.44    | 0.14%             | 2026-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1634894.76   | 0.23%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R01                    | Connecticut Avenue Securities Trust 2025-R01                    | CUSIP: 20755JAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    604296 | PA      | $604657.58    | 0.08%             | 2045-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                               | Eversource Energy                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    550000 | PA      | $574811.60    | 0.08%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                            | Glencore Funding LLC                                            | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    229000 | PA      | $235212.31    | 0.03%             | 2028-05-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $779381.45    | 0.11%             | 2028-09-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                               | Intel Corporation                                               | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307770.34    | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KKR CLO 23 Ltd.                                                 | KKR CLO 23 Ltd.                                                 | CUSIP: 48252YAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2051109.05   | 0.29%             | 2031-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                             | Kinetik Holdings LP                                             | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    876000 | PA      | $900387.84    | 0.13%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                            | Ladder Capital Finance Holdings LLLP                            | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1352984.97   | 0.19%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Euro Funding XVII Designated Activity Company      | Madison Park Euro Funding XVII Designated Activity Company      | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210000 | PA      | $1209408.31   | 0.17%             | 2034-07-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                       | Regal Rexnord Corporation                                       | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2549298.51   | 0.36%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                           | Wells Fargo & Company                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2898295.07   | 0.41%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                 | Western Midstream Operating, LP                                 | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    332000 | PA      | $331908.97    | 0.05%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                            | Medline Borrower, LP                                            | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       169 | PA      | $169.89       | 0.00%             | 2028-10-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                            | Medline Borrower, LP                                            | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319766 | PA      | $320626.08    | 0.05%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                              | Kosmos Energy Ltd.                                              | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |    768000 | PA      | $760320.00    | 0.11%             | 2026-04-04      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                         | AS Mileage Plan IP Ltd.                                         | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $814333.75    | 0.11%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corporation                                       | Expand Energy Corporation                                       | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    878000 | PA      | $891196.95    | 0.13%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                 | EQT Corporation                                                 | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2148710.85   | 0.30%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                 | Avolon Holdings Funding Limited                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    481000 | PA      | $497329.95    | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                        | Booz Allen Hamilton Inc.                                        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    766000 | PA      | $752654.44    | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2022-LBA6                                              | BX Trust 2022-LBA6                                              | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $383803.19    | 0.05%             | 2039-01-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                          | Citizens Auto Receivables Trust 2023-2                          | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $996752.02    | 0.14%             | 2027-01-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                              | DTE Energy Company                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573157.26    | 0.08%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                              | F&G Global Funding                                              | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    304000 | PA      | $310464.89    | 0.04%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                             | Ford Credit Auto Lease Trust 2024-A                             | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1835000 | PA      | $1846402.32   | 0.26%             | 2026-07-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                           | Liberty Utilities Co.                                           | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    688000 | PA      | $711121.75    | 0.10%             | 2029-01-31      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Macquarie AirFinance Holdings Limited                           | Macquarie AirFinance Holdings Limited                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    568000 | PA      | $595420.94    | 0.08%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                      | Mauser Packaging Solutions Holding Company                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250486.60    | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                | NRG Energy, Inc.                                                | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    727000 | PA      | $726562.35    | 0.10%             | 2030-10-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                      | Avis Budget Rental Car Funding (AESOP) LLC                      | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    693000 | PA      | $691616.15    | 0.10%             | 2026-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                           | BX Commercial Mortgage Trust 2024-XL5                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511490 | PA      | $511781.58    | 0.07%             | 2026-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                | Occidental Petroleum Corporation                                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    389000 | PA      | $417973.30    | 0.06%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                | Occidental Petroleum Corporation                                | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    318000 | PA      | $325833.80    | 0.05%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd                              | Octagon Investment Partners 45 Ltd                              | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1310508.28   | 0.18%             | 2035-04-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                | Pacific Gas and Electric Company                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    494000 | PA      | $509826.48    | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                              | Roblox Corporation                                              | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $449790.00    | 0.06%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                   | Santander Drive Auto Receivables Trust 2024-2                   | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1145000 | PA      | $1170041.95   | 0.16%             | 2028-07-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-9                               | Verus Securitization Trust 2025-9                               | CUSIP: 92490EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929195 | PA      | $930364.47    | 0.13%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                           | PT Freeport Indonesia                                           | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403719.38   | 0.20%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AEGON Funding Company LLC                                       | AEGON Funding Company LLC                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    388000 | PA      | $394127.30    | 0.06%             | 2027-04-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2024-5Yr11                                                | Bank5 2024-5Yr11                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $767119.62    | 0.11%             | 2029-11-19      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                          | Citizens Auto Receivables Trust 2023-1                          | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    834311 | PA      | $840004.09    | 0.12%             | 2026-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                              | CNO Global Funding                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511583.43    | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7              | JPMDB Commercial Mortgage Securities Trust 2017-C7              | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1927049 | PA      | $1895850.16   | 0.27%             | 2027-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                | Pacific Gas and Electric Company                                | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574700.43    | 0.08%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                     | Targa Resources Partners LP                                     | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   3882000 | PA      | $3887265.54   | 0.55%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                       | Baxter International Inc.                                       | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    394000 | PA      | $371932.97    | 0.05%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    504000 | PA      | $496667.10    | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-7                   | Santander Drive Auto Receivables Trust 2022-7                   | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3238000 | PA      | $3302686.17   | 0.46%             | 2027-09-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                           | Cheniere Energy, Inc.                                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    353000 | PA      | $352498.88    | 0.05%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                         | GA Global Funding Trust                                         | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1045024.05   | 0.15%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                  | Blackstone Private Credit Fund                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66838.36     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 Mortgage Trust                                    | BMO 2025-5C12 Mortgage Trust                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $882422.09    | 0.12%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P2                          | Carvana Auto Receivables Trust 2022-P2                          | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    831492 | PA      | $833579.93    | 0.12%             | 2026-09-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                              | GXO Logistics Inc.                                              | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1220805.29   | 0.17%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1791629.61   | 0.25%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                           | UBS Commercial Mortgage Trust 2018-C9                           | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1089078.98   | 0.15%             | 2028-03-17      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                   | Santander Drive Auto Receivables Trust 2023-1                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1146886 | PA      | $1155510.55   | 0.16%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Venture 28A Clo Ltd                                             | Venture 28A Clo Ltd                                             | CUSIP: 92331DBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1998216.00   | 0.28%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                      | Exeter Automobile Receivables Trust 2025-2                      | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $509805.90    | 0.07%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2023-3                               | LAD Auto Receivables Trust 2023-3                               | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1880000 | PA      | $1917273.44   | 0.27%             | 2026-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                | Navient Private Education Refi Loan Trust 2021-C                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615811 | PA      | $566606.73    | 0.08%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                   | Santander Drive Auto Receivables Trust 2022-5                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    344230 | PA      | $344499.22    | 0.05%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                          | Romania, Government of                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | US        |   1184000 | PA      | $1233137.18   | 0.17%             | 2028-02-17      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                    | Westlake Automobile Receivables Trust 2024-1                    | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335000 | PA      | $1350226.48   | 0.19%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                  | CarMax Auto Owner Trust 2023-4                                  | CUSIP: 14318XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1975000 | PA      | $2048715.49   | 0.29%             | 2027-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                  | CarMax Auto Owner Trust 2024-2                                  | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    715000 | PA      | $726156.36    | 0.10%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                              | Alliant Holdings Intermediate, LLC                              | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3185819.40   | 0.45%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                    | Fidelity National Information Services, Inc.                    | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1208808.01   | 0.17%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-VIS3                            | J.P. Morgan Mortgage Trust 2025-VIS3                            | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639256 | PA      | $641763.76    | 0.09%             | 2029-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                              | Oracle Corporation                                              | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3227512.25   | 0.45%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                | SFS Auto Receivables Securitization Trust 2024-3                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    605000 | PA      | $608066.32    | 0.09%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                 | WEA Finance LLC                                                 | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541283.49    | 0.08%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                               | Algonquin Power & Utilities Corp.                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1073497.10   | 0.15%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                             | Coterra Energy Inc.                                             | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1239824.69   | 0.17%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                     | Federal National Mortgage Association, Inc.                     | CUSIP: 3140Y7BA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    713529 | PA      | $730003.27    | 0.10%             | 2055-08-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                            | Glencore Funding LLC                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $2022860.14   | 0.28%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                      | Aviation Capital Group LLC                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    533000 | PA      | $553277.67    | 0.08%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC        | Fortress Transportation And Infrastructure Investors LLC        | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769237.70    | 0.11%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 1 LTD                                                   | AGL CLO 1 LTD                                                   | CUSIP: 00119HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $3103382.10   | 0.44%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings, LLC                                        | Aris Water Holdings, LLC                                        | CUSIP: 04041NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1749355.20   | 0.25%             | 2030-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                  | Citigroup Inc.                                                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    593000 | PA      | $594853.96    | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                   | Santander Drive Auto Receivables Trust 2025-1                   | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331800 | PA      | $332415.59    | 0.05%             | 2026-07-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                  | Ecopetrol S.A.                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $2114193.15   | 0.30%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                           | Frontier Communications Holdings, LLC                           | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68042.52     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LCM 35 Ltd.                                                     | LCM 35 Ltd.                                                     | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500033.00   | 0.21%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                              | Royalty Pharma PLC                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    176000 | PA      | $159526.86    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                         | SS&C Technologies, Inc.                                         | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549961.50    | 0.08%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                 | Santander UK Group Holdings PLC                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400268.72    | 0.06%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                          | Southwest Airlines Co.                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    396000 | PA      | $396981.88    | 0.06%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                          | UBS Commercial Mortgage Trust 2019-C18                          | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66074.95     | 0.01%             | 2029-12-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc., The                                            | GEO Group, Inc., The                                            | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    875000 | PA      | $919296.88    | 0.13%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| KIND Commercial Mortgage Trust 2024-1                           | KIND Commercial Mortgage Trust 2024-1                           | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $550343.59    | 0.08%             | 2026-08-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                               | Microchip Technology Incorporated                               | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400506.81    | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust 2021-1                         | OneMain Financial Issuance Trust 2021-1                         | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1128713.41   | 0.16%             | 2027-09-14      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                      | CNH Industrial Capital LLC                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178977.90    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                            | Global Payments Inc.                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1297977.42   | 0.18%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                        | Volkswagen Group of America Finance, LLC                        | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    622000 | PA      | $627400.76    | 0.09%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc.                                                        | ATI Inc.                                                        | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    568000 | PA      | $598552.72    | 0.08%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                              | Oracle Corporation                                              | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1097316.73   | 0.15%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bacardi Limited                                                 | Bacardi Limited                                                 | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |    626000 | PA      | $630606.67    | 0.09%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance LLC                                            | Bayer US Finance LLC                                            | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1360972.07   | 0.19%             | 2030-11-21      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    229000 | PA      | $221855.25    | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                          | Buckeye Partners, L.P.                                          | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1123775.00   | 0.16%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                | Paramount Global                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    302000 | PA      | $297010.11    | 0.04%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                   | Citigroup Commercial Mortgage Trust 2016-GC37                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235152 | PA      | $234852.61    | 0.03%             | 2026-01-12      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                            | CONE Trust 2024-DFW1                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499219.80    | 0.07%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                  | EPR Properties                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    564000 | PA      | $565617.95    | 0.08%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                              | F&G Global Funding                                              | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258772.19    | 0.04%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 35564NEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1621 | PA      | $1620.77      | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                     | Fresenius Medical Care US Finance III, Inc.                     | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    992000 | PA      | $968016.22    | 0.14%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO VII, Ltd.                                          | Greywolf CLO VII, Ltd.                                          | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     41541 | PA      | $41545.50     | 0.01%             | 2031-10-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                      | Iron Mountain Incorporated                                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    823000 | PA      | $821535.06    | 0.12%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc.                                   | Jacobs Engineering Group Inc.                                   | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1426388.31   | 0.20%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Nexstar Escrow Inc.                                             | Nexstar Escrow Inc.                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    707000 | PA      | $708003.94    | 0.10%             | 2027-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                       | Regal Rexnord Corporation                                       | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    613000 | PA      | $614144.90    | 0.09%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                          | Rocket Companies, Inc.                                          | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1240692.38   | 0.17%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    462000 | PA      | $467136.01    | 0.07%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                       | Viper Energy Partners LLC                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    526000 | PA      | $532015.65    | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                 | WEA Finance LLC                                                 | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275849.45    | 0.04%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                    | Antero Midstream Partners LP                                    | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    691000 | PA      | $690136.25    | 0.10%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd                                        | Cedar Funding XI Clo Ltd                                        | CUSIP: 15033LAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1012417 | PA      | $1013779.88   | 0.14%             | 2032-06-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                  | Goldman Sachs Group, Inc., The                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3501000 | PA      | $3507928.13   | 0.49%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                    | HPEFS Equipment Trust 2025-1                                    | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $936130.00    | 0.13%             | 2027-11-22      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                  | Park Intermediate Holdings LLC                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    501000 | PA      | $500278.56    | 0.07%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2021-B                           | Mariner Finance Issuance Trust 2021-B                           | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2585000 | PA      | $2518185.51   | 0.35%             | 2027-10-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                | Nelnet Student Loan Trust 2021-A                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246641 | PA      | $233108.27    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Aon Corporation                                                 | Aon Corporation                                                 | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    617000 | PA      | $640635.85    | 0.09%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                  | Blackstone Private Credit Fund                                  | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184986.02    | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                             | Rakuten Group, Inc.                                             | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1909868.67   | 0.27%             | 2027-02-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                               | Repsol E&P Capital Markets US LLC                               | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201771.60    | 0.03%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                      | First Quantum Minerals Ltd                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342225.00    | 0.05%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                            | Frontier Communications Parent, Inc.                            | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1478718.99   | 0.21%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust 2022-3                         | OneMain Financial Issuance Trust 2022-3                         | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060341 | PA      | $1064327.84   | 0.15%             | 2026-04-14      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | Royal Caribbean Cruises Ltd.                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    382000 | PA      | $382454.77    | 0.05%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                   | Gartner, Inc.                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $997862.67    | 0.14%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                | Lincoln Financial Global Funding                                | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $540715.47    | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                              | Royalty Pharma PLC                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1992720.09   | 0.28%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                | SCF Equipment Leasing 2025-1 LLC                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599000 | PA      | $608523.80    | 0.09%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                            | VICI Properties Inc.                                            | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    864000 | PA      | $847076.05    | 0.12%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                              | SCCU Auto Receivables Trust 2025-1                              | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1207918.90   | 0.17%             | 2029-07-16      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                       | South Bow USA Infrastructure Holdings LLC                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    640000 | PA      | $645806.21    | 0.09%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ares XLIV CLO Ltd                                               | Ares XLIV CLO Ltd                                               | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2250218.25   | 0.32%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                          | Telefonica Europe B.V.                                          | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | US        |    187000 | PA      | $214591.74    | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $921161.38    | 0.13%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                    | Bank of Ireland Group Public Limited Company                    | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |    854000 | PA      | $887014.19    | 0.12%             | 2030-03-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                              | CNO Global Funding                                              | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $378311.02    | 0.05%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                              | F&G Global Funding                                              | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1140310.07   | 0.16%             | 2030-01-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 31288REV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    319575 | PA      | $328600.90    | 0.05%             | 2054-08-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    621000 | PA      | $630349.03    | 0.09%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                       | MSCI Inc.                                                       | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    820000 | PA      | $802920.22    | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corporation                                           | Albemarle Corporation                                           | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    962000 | PA      | $967888.11    | 0.14%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                             | Amcor Flexibles North America, Inc.                             | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179436.46    | 0.03%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.a r.l.                         | Tengizchevroil Finance Company S.a r.l.                         | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3645974.36   | 0.51%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                      | Aviation Capital Group LLC                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    609000 | PA      | $599803.31    | 0.08%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1     | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1     | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1127551.43   | 0.16%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 41 Ltd                              | Octagon Investment Partners 41 Ltd                              | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1290000 | PA      | $1290009.03   | 0.18%             | 2033-10-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    981000 | PA      | $1041577.14   | 0.15%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R01                    | Connecticut Avenue Securities Trust 2023-R01                    | CUSIP: 207932AA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1158672 | PA      | $1181475.33   | 0.17%             | 2042-12-26      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                         | Helmerich & Payne, Inc.                                         | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529552.12    | 0.07%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                            | M&T Bank Corporation                                            | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    637000 | PA      | $640584.53    | 0.09%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                      | Anglo American Capital PLC                                      | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    333000 | PA      | $335493.80    | 0.05%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden 86 CLO, Ltd.                                             | Dryden 86 CLO, Ltd.                                             | CUSIP: 26245XAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2112582.64   | 0.30%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2015-1 Ltd                                    | Palmer Square CLO 2015-1 Ltd                                    | CUSIP: 69689ABU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1020000.00   | 0.14%             | 2034-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Post CLO 2021-1 LTD                                             | Post CLO 2021-1 LTD                                             | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500439.50   | 0.21%             | 2034-10-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                     | Range Resources Corporation                                     | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1327640.42   | 0.19%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                  | Romark CLO Ltd                                                  | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56300 | PA      | $56304.50     | 0.01%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2021-3 Ltd                              | Bain Capital Credit CLO 2021-3 Ltd                              | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610000 | PA      | $608740.35    | 0.09%             | 2034-07-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                     | Federal National Mortgage Association, Inc.                     | CUSIP: 3140BN2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    189197 | PA      | $192805.98    | 0.03%             | 2055-10-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2022-3, Limited                         | Bain Capital Credit CLO 2022-3, Limited                         | CUSIP: 05684NAL5<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1400068.60   | 0.20%             | 2035-07-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2012-II, Ltd.                                      | CIFC Funding 2012-II, Ltd.                                      | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | US        |     60654 | PA      | $60669.18     | 0.01%             | 2031-01-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                         | Equitable Financial Life Global Funding                         | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    885000 | PA      | $908196.56    | 0.13%             | 2028-03-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 3142BBHP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    483617 | PA      | $491192.27    | 0.07%             | 2055-10-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2548965.63   | 0.36%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                 | Fox Corporation                                                 | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1237396.34   | 0.17%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                            | Genesis Energy, L.P.                                            | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6017.40      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                | JNL Government Money Market Fund                                | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5318921 | NS      | $5318920.75   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                         | Molina Healthcare, Inc.                                         | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481229.00    | 0.07%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    383000 | PA      | $392465.77    | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                               | Pinnacle West Capital Corporation                               | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156843.52    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1120111.98   | 0.16%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    157000 | PA      | $166072.97    | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                            | Sirius XM Radio Inc.                                            | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279219.48    | 0.04%             | 2026-09-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | OneMain Finance Corporation                                     | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401500.00    | 0.06%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                | SFS Auto Receivables Securitization Trust 2024-1                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440318 | PA      | $443330.51    | 0.06%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                          | Stellantis Financial Services US Corp.                          | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $539763.37    | 0.08%             | 2030-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corporation                                     | Protective Life Corporation                                     | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    708000 | PA      | $710297.96    | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                | SCF Equipment Leasing 2024-1 LLC                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $259940.57    | 0.04%             | 2028-10-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                      | Albertsons Companies, Inc.                                      | CUSIP: 01309QAA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1186402.00   | 0.17%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                          | Columbia Pipelines Holding Company LLC                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $559230.72    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                        | Hyatt Hotels Corporation                                        | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    361000 | PA      | $371262.04    | 0.05%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2025-1                          | M&T Bank Auto Receivables Trust 2025-1                          | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $379763.78    | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SLM Corporation                                                 | SLM Corporation                                                 | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    925000 | PA      | $907739.50    | 0.13%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                     | Snam S.p.A.                                                     | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | US        |    388000 | PA      | $396095.04    | 0.06%             | 2030-05-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Limited                          | Triton Container International Limited                          | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |    778000 | PA      | $771902.50    | 0.11%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                         | Uber Technologies, Inc.                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3354000 | PA      | $3358577.20   | 0.47%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                          | Standard Chartered PLC                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    457000 | PA      | $466417.99    | 0.07%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | Tenet Healthcare Corporation                                    | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    712000 | PA      | $714755.01    | 0.10%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                          | Standard Chartered PLC                                          | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    393000 | PA      | $403969.85    | 0.06%             | 2028-02-08      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                          | DirecTV Financing, LLC                                          | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186516 | PA      | $186567.80    | 0.03%             | 2027-07-22      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                                      | F&G Annuities & Life, Inc.                                      | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    736000 | PA      | $770358.32    | 0.11%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 31288RET1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    665786 | PA      | $681511.38    | 0.10%             | 2055-05-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corporation                                     | MGIC Investment Corporation                                     | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    687000 | PA      | $686455.55    | 0.10%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust 2023-1                         | OneMain Financial Issuance Trust 2023-1                         | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2313167.14   | 0.32%             | 2029-09-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                          | Romania, Government of                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | US        |   1886000 | PA      | $1913290.42   | 0.27%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Apa Corp.                                                       | Apa Corp.                                                       | CUSIP: 03743QAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2177672.00   | 0.31%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxv                                                  | Apidos Clo Xxv                                                  | CUSIP: 03762YBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $849710.15    | 0.12%             | 2037-01-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                | Navient Private Education Refi Loan Trust 2022-A                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    578861 | PA      | $530178.85    | 0.07%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50, Ltd.                     | Neuberger Berman Loan Advisers CLO 50, Ltd.                     | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $840189.84    | 0.12%             | 2036-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                 | KFC Holding Co.                                                 | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1727333 | PA      | $1730027.52   | 0.24%             | 2028-03-10      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Vine Energy Holdings LLC                                        | Vine Energy Holdings LLC                                        | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1417395.95   | 0.20%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                        | Volkswagen Group of America Finance, LLC                        | CUSIP: 928668CK6<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316403.89    | 0.04%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company, L.P.                           | Atlas Warehouse Lending Company, L.P.                           | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789630.38    | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aktsionernoye Obshchestvo Bank Razvitiya Kazakhstana            | Aktsionernoye Obshchestvo Bank Razvitiya Kazakhstana            | CUSIP: 25159XAE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    222000 | PA      | $227148.40    | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V12 Mortgage Trust                               | Benchmark 2024-V12 Mortgage Trust                               | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $784125.98    | 0.11%             | 2029-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                         | Civitas Resources, Inc.                                         | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1352068.48   | 0.19%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO 2021-3 Ltd                                        | Wellfleet CLO 2021-3 Ltd                                        | CUSIP: 94951JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1570489.84   | 0.22%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                    | Westlake Automobile Receivables Trust 2024-1                    | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $840791.35    | 0.12%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                               | Aircastle Limited                                               | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    316000 | PA      | $319042.92    | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alexander Funding Trust II                                      | Alexander Funding Trust II                                      | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $770752.33    | 0.11%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc.                                       | Baxter International Inc.                                       | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188444.68    | 0.03%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                         | Black Hills Corporation                                         | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    724000 | PA      | $750988.98    | 0.11%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-1                    | Westlake Automobile Receivables Trust 2023-1                    | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $948577.14    | 0.13%             | 2026-02-17      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                       | XPO, Inc.                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2287418.38   | 0.32%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RealPage, Inc                                                   | RealPage, Inc                                                   | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975000 | PA      | $973713.00    | 0.14%             | 2028-02-18      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                            | Bacardi-Martini B.V.                                            | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |    653000 | PA      | $673901.55    | 0.09%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Press Ganey Holdings, Inc.                                      | Press Ganey Holdings, Inc.                                      | CUSIP: 05477JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1905300 | PA      | $1907681.72   | 0.27%             | 2031-05-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                         | Equitable Financial Life Global Funding                         | CUSIP: 29446Q2A0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    388000 | PA      | $391996.90    | 0.06%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust 2021-B                                   | Lendmark Funding Trust 2021-B                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1870000 | PA      | $1821145.50   | 0.26%             | 2026-05-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2021-9, Ltd.                                     | Carlyle US CLO 2021-9, Ltd.                                     | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3160000 | PA      | $3160164.32   | 0.44%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                          | Citadel Securities Global Holdings LLC                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1468035.57   | 0.21%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Company                                       | National Fuel Gas Company                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1588483.14   | 0.22%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-2 LLC                                | SCF Equipment Leasing 2025-2 LLC                                | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $992550.14    | 0.14%             | 2030-08-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-10                              | Verus Securitization Trust 2025-10                              | CUSIP: 92541FAA7<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |    467255 | PA      | $468268.54    | 0.07%             | 2070-07-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                           | Wells Fargo & Company                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1314404.92   | 0.18%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wind River 2021-4 CLO Ltd.                                      | Wind River 2021-4 CLO Ltd.                                      | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $509756.73    | 0.07%             | 2035-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp.                                     | Crosby US Acquisition Corp.                                     | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    895594 | PA      | $898952.65    | 0.13%             | 2029-08-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                    | Barclays PLC                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736339.51    | 0.10%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V7 Mortgage Trust                                | Benchmark 2024-V7 Mortgage Trust                                | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $980322.49    | 0.14%             | 2029-05-17      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 31288RFU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    859454 | PA      | $878207.45    | 0.12%             | 2055-07-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                    | Freedom Mortgage Corporation                                    | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051029.00   | 0.15%             | 2027-01-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409784.92    | 0.06%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                             | Calpine Corporation                                             | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    691000 | PA      | $689272.50    | 0.10%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                    | Connecticut Avenue Securities Trust 2025-R02                    | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    383773 | PA      | $384351.97    | 0.05%             | 2045-02-27      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                               | Crown Castle Inc.                                               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237126.57    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                          | GS Mortgage Securities Trust 2019-GSA1                          | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $267127.95    | 0.04%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R2                              | Verus Securitization Trust 2025-R2                              | CUSIP: 92490FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $280224.14    | 0.04%             | 2070-12-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Bermuda, Government of                                          | Bermuda, Government of                                          | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1484940.00   | 0.21%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                    | Huntington Auto Trust 2024-1                                    | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1032067 | PA      | $1043540.71   | 0.15%             | 2027-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                   | LoanCore 2025-CRE8 Issuer LLC                                   | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $769999.77    | 0.11%             | 2029-11-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage, LLC                                  | United Wholesale Mortgage, LLC                                  | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1037274.28   | 0.15%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                    | TK Elevator U.S. Newco, Inc.                                    | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1351228.50   | 0.19%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                    | Connecticut Avenue Securities Trust 2024-R06                    | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    481144 | PA      | $482668.97    | 0.07%             | 2028-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                     | Dick's Sporting Goods, Inc.                                     | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    501000 | PA      | $491242.17    | 0.07%             | 2029-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                  | EPR Properties                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    914000 | PA      | $915663.11    | 0.13%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings, LLC                                 | Earthstone Energy Holdings, LLC                                 | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1647796.48   | 0.23%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                            | JPMorgan Chase & Co.                                            | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2845675.49   | 0.40%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                     | Prosus N.V.                                                     | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863147.25    | 0.12%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Company                                               | SM Energy Company                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1693203.16   | 0.24%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                     | Southwestern Energy Company                                     | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    841000 | PA      | $841666.24    | 0.12%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                     | Block, Inc.                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235395.93    | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US Inc.                                      | Stellantis Finance US Inc.                                      | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    459000 | PA      | $467594.50    | 0.07%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                  | U.S. Bank National Association                                  | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |    452139 | PA      | $453384.54    | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                  | Wells Fargo Commercial Mortgage Trust 2017-C40                  | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3790000 | PA      | $3743926.11   | 0.53%             | 2027-08-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                        | INNIO Group Holding GmbH                                        | CUSIP: A2838LAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372073 | PA      | $373003.26    | 0.05%             | 2028-11-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                          | Presidencia de la Republica Dominicana                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    300000 | PA      | $304500.00    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                  | CarMax Auto Owner Trust 2023-1                                  | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960000 | PA      | $1981165.26   | 0.28%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                   | Discovery Communications, LLC                                   | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1761389.41   | 0.25%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dryden 104 CLO Ltd                                              | Dryden 104 CLO Ltd                                              | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2830000 | PA      | $2833684.66   | 0.40%             | 2034-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 35564KTJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $419376.00    | 0.06%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                   | Huntington National Bank, The                                   | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    501237 | PA      | $509694.41    | 0.07%             | 2028-02-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                              | Japan Tobacco Inc.                                              | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1820009.16   | 0.26%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LBA Trust 2024-7IND                                             | LBA Trust 2024-7IND                                             | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379095 | PA      | $379331.06    | 0.05%             | 2026-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    720000 | PA      | $742810.54    | 0.10%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                               | 180 Medical, Inc.                                               | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    667000 | PA      | $649242.13    | 0.09%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank, National Association                             | Citizens Bank, National Association                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    759000 | PA      | $764668.44    | 0.11%             | 2028-08-09      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | Royal Caribbean Cruises Ltd.                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    764000 | PA      | $770121.02    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company, L.P.                           | Atlas Warehouse Lending Company, L.P.                           | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    618000 | PA      | $620483.25    | 0.09%             | 2028-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit, LP                                         | Bain Capital Credit, LP                                         | CUSIP: 05683VBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2252904.75   | 0.32%             | 2034-04-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Limited                                      | FWD Group Holdings Limited                                      | CUSIP: 30332TAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $450444.29    | 0.06%             | 2030-09-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    756000 | PA      | $783832.59    | 0.11%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                | Occidental Petroleum Corporation                                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    182000 | PA      | $204592.66    | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                | Occidental Petroleum Corporation                                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1280043.84   | 0.18%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                               | SM Energy Company                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    682000 | PA      | $688635.86    | 0.10%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-HY1                              | Towd Point Mortgage Trust 2019-HY1                              | CUSIP: 89177EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $723459.19    | 0.10%             | 2028-08-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                           | Treasury, United States Department of                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18944000 | PA      | $18986180.71  | 2.67%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                       | Corpay Technologies Operating Company LLC                       | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1987623 | PA      | $1988696.09   | 0.28%             | 2028-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                             | Affirm Master Trust                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    705000 | PA      | $710882.87    | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                           | BX Commercial Mortgage Trust 2024-XL4                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556821 | PA      | $556473.11    | 0.08%             | 2026-02-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                             | Vornado Realty L.P.                                             | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    845000 | PA      | $835528.99    | 0.12%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                    | Westlake Automobile Receivables Trust 2025-2                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2485000 | PA      | $2501268.80   | 0.35%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                    | Westlake Automobile Receivables Trust 2024-1                    | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1535000 | PA      | $1541825.84   | 0.22%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                           | Hilcorp Energy I L.P.                                           | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1389500 | PA      | $1390375.39   | 0.20%             | 2030-02-05      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                 | Enel Finance International N.V.                                 | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    391000 | PA      | $389462.82    | 0.05%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142304.61    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                          | Presidencia de la Republica Dominicana                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    280667 | PA      | $290490.00    | 0.04%             | 2027-04-20      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                           | Gulfport Energy Operating Corporation                           | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1042032.14   | 0.15%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                      | IQVIA Inc.                                                      | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206305.28    | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust                                                        | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $925921.03    | 0.13%             | 2030-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                         | Civitas Resources, Inc.                                         | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2112236.75   | 0.30%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                      | IQVIA Inc.                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    785000 | PA      | $827409.39    | 0.12%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM1                            | J.P. Morgan Mortgage Trust 2025-NQM1                            | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810717 | PA      | $810655.70    | 0.11%             | 2029-10-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                           | Las Vegas Sands Corp.                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1146177.93   | 0.16%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                          | Rocket Companies, Inc.                                          | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $727637.55    | 0.10%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2017-3 Ltd                                             | Voya CLO 2017-3 Ltd                                             | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000014.00   | 0.14%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                           | Frontier Communications Holdings, LLC                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495524 | PA      | $501098.65    | 0.07%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                         | Hyundai Capital America                                         | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    654000 | PA      | $620103.51    | 0.09%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                               | Intel Corporation                                               | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    374000 | PA      | $372009.39    | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                | Niagara Mohawk Power Corporation                                | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457727.73    | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V9 Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1733400.72   | 0.24%             | 2029-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                    | Cleco Corporate Holdings LLC                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    436000 | PA      | $434634.19    | 0.06%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    377000 | PA      | $376625.38    | 0.05%             | 2030-01-07      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                              | LPL Holdings, Inc.                                              | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255907.10    | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                          | Macquarie Bank Limited                                          | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | US        |    392000 | PA      | $374443.89    | 0.05%             | 2030-06-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust 2025-1                          | Western Funding Auto Loan Trust 2025-1                          | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1718474.76   | 0.24%             | 2028-04-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Southern Global Funding                                 | Western Southern Global Funding                                 | CUSIP: 95954A2B8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $535686.97    | 0.08%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-3                    | Westlake Automobile Receivables Trust 2023-3                    | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1105000 | PA      | $1117051.90   | 0.16%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                | AIB Group Public Limited Company                                | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206500.90    | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-A                        | Affirm Asset Securitization Trust 2024-A                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1155000 | PA      | $1156870.29   | 0.16%             | 2026-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                              | BX Trust 2025-ROIC                                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468174 | PA      | $467151.37    | 0.07%             | 2027-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                        | INNIO Group Holding GmbH                                        | CUSIP: A2838LAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11927 | PA      | $11956.74     | 0.00%             | 2028-11-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                 | EQT Corporation                                                 | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    718000 | PA      | $719159.07    | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                     | Federal National Mortgage Association, Inc.                     | CUSIP: 3140JCGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191610 | PA      | $196985.78    | 0.03%             | 2054-02-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                       | Fells Point Funding Trust                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1542243.65   | 0.22%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1136733.22   | 0.16%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                           | Hudson Yards 2025-SPRL Mortgage Trust                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $754461.35    | 0.11%             | 2030-01-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                          | Jane Street Group, LLC                                          | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $987841.70    | 0.14%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                      | Aviation Capital Group LLC                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353302.84    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                               | Benchmark 2019-B11 Mortgage Trust                               | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $494911.04    | 0.07%             | 2028-05-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                 | Enel Finance International N.V.                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    299000 | PA      | $298590.31    | 0.04%             | 2028-09-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | Ford Motor Credit Company LLC                                   | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1413267.78   | 0.20%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                           | Las Vegas Sands Corp.                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65259.55     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-2                                 | Octane Receivables Trust 2024-2                                 | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    288825 | PA      | $291290.30    | 0.04%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                            | Government of the Republic of Panama                            | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $501875.00    | 0.07%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                  | Rentokil Terminix Funding, LLC                                  | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1029638.96   | 0.14%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-8                               | Verus Securitization Trust 2025-8                               | CUSIP: 924930AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490632 | PA      | $490673.73    | 0.07%             | 2070-09-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                            | VICI Properties Inc.                                            | CUSIP: 92564RAD7<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    441000 | PA      | $438138.09    | 0.06%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                  | Wells Fargo Commercial Mortgage Trust 2019-C50                  | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $126848.55    | 0.02%             | 2029-04-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Zais Clo 16 Ltd                                                 | Zais Clo 16 Ltd                                                 | CUSIP: 98875JBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1018541.40   | 0.14%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                   | Sandor-Palota                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | US        |   1125000 | PA      | $1145353.50   | 0.16%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                | Lincoln Financial Global Funding                                | CUSIP: 53359KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $472511.10    | 0.07%             | 2028-05-28      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                           | NBM US Holdings, Inc.                                           | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1241887.50   | 0.17%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                               | Aircastle Limited                                               | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173601.13    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                       | B.A.T Capital Corporation                                       | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    293000 | PA      | $290743.96    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VOLT                                              | BX Trust 2025-VOLT                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1897626.52   | 0.27%             | 2030-12-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                       | Baxter International Inc.                                       | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    890000 | PA      | $896290.34    | 0.13%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                         | Buckhorn Park CLO, Ltd.                                         | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $2030412.09   | 0.29%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                   | Chase Auto Owner Trust 2024-3                                   | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $870373.92    | 0.12%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | Royal Caribbean Cruises Ltd.                                    | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1476221.67   | 0.21%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                | SFS Auto Receivables Securitization Trust 2024-2                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1272150 | PA      | $1286050.88   | 0.18%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402073.96    | 0.06%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                            | VICI Properties Inc.                                            | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    707000 | PA      | $714992.35    | 0.10%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                  | Citigroup Inc.                                                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1300871.25   | 0.18%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corporation LLC                      | Equinix Europe 2 Financing Corporation LLC                      | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    517000 | PA      | $518536.73    | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                   | Vistra Operations Company LLC                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240399.29    | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                   | Vistra Operations Company LLC                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176213.64    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                          | Presidencia de la Republica Dominicana                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    360000 | PA      | $364500.00    | 0.05%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                      | Exeter Automobile Receivables Trust 2024-3                      | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565000 | PA      | $575812.12    | 0.08%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III, Inc.                     | Fresenius Medical Care US Finance III, Inc.                     | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156374.86    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                  | Goldman Sachs Group, Inc., The                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    674000 | PA      | $695220.69    | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corporation                                         | HF Sinclair Corporation                                         | CUSIP: 403949AQ3<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1168612.73   | 0.16%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                     | Crescent Energy Finance LLC                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1540717.10   | 0.22%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                            | JPMorgan Chase & Co.                                            | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    269000 | PA      | $277666.88    | 0.04%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                               | LAD Auto Receivables Trust 2024-2                               | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    970658 | PA      | $976102.68    | 0.14%             | 2026-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                    | MasTec, Inc.                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1592539.39   | 0.22%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                | Teva Pharmaceutical Finance Netherlands III B.V.                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1385572.50   | 0.19%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                 | CommScope, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1570000 | PA      | $1570737.90   | 0.22%             | 2029-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                 | CommScope, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130000 | PA      | $130061.10    | 0.02%             | 2029-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                             | Brown & Brown, Inc.                                             | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158878.18    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N1                          | Carvana Auto Receivables Trust 2021-N1                          | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18415 | PA      | $18218.71     | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R01                    | Connecticut Avenue Securities Trust 2025-R01                    | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    491195 | PA      | $491658.12    | 0.07%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 Ltd                                                  | KKR CLO 40 Ltd                                                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $280043.12    | 0.04%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                           | TD SYNNEX Corporation                                           | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    467000 | PA      | $466001.88    | 0.07%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PT. Bank Negara Indonesia (persero)                             | PT. Bank Negara Indonesia (persero)                             | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |    520000 | PA      | $515450.00    | 0.07%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Safeway Inc.                                                    | Safeway Inc.                                                    | CUSIP: 013092AC5<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1390123.67   | 0.20%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                               | Blackstone Reg Finance Co. L.L.C.                               | CUSIP: 092914AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1113015.63   | 0.16%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2025-B                          | CarMax Select Receivables Trust 2025-B                          | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1630000 | PA      | $1633031.96   | 0.23%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                    | Eagle Funding LuxCo S.a r.l.                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | US        |   3834000 | PA      | $3903794.52   | 0.55%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                      | Exeter Automobile Receivables Trust 2025-4                      | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2915000 | PA      | $2927912.28   | 0.41%             | 2027-08-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                          | Federal Home Loan Mortgage Corporation                          | CUSIP: 35564NCW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1047534 | PA      | $1051918.39   | 0.15%             | 2044-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                               | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $422904.00    | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                      | IQVIA Inc.                                                      | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    821000 | PA      | $820006.59    | 0.12%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2021-A                           | Mariner Finance Issuance Trust 2021-A                           | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1615000 | PA      | $1589934.55   | 0.22%             | 2026-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                              | Suncor Energy Inc.                                              | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | US        |    671000 | PA      | $683826.50    | 0.10%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                   | Williams Companies, Inc., The                                   | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    659000 | PA      | $672750.17    | 0.09%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                | Paramount Global                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    595000 | PA      | $643180.24    | 0.09%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                   | Vistra Operations Company LLC                                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1276945.73   | 0.18%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Wind River 2022-1 CLO Ltd                                       | Wind River 2022-1 CLO Ltd                                       | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1530000 | PA      | $1529989.29   | 0.21%             | 2035-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                  | ZF North America Capital, Inc.                                  | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1676367.00   | 0.24%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                  | Wyndham Hotels & Resorts, Inc.                                  | CUSIP: 98310CAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1437706 | PA      | $1434112.12   | 0.20%             | 2027-04-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                   | Popular, Inc.                                                   | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |    671000 | PA      | $706489.19    | 0.10%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                             | Synchrony Financial                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    387000 | PA      | $391892.96    | 0.06%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                              | AIG Global Funding                                              | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    418000 | PA      | $428751.55    | 0.06%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                      | Anglo American Capital PLC                                      | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197494.24    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                                  | BBCMS Mortgage Trust 2025-5C33                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $557816.73    | 0.08%             | 2030-02-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                            | Conagra Brands, Inc.                                            | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1636737.73   | 0.23%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    523000 | PA      | $520162.62    | 0.07%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                     | Federal National Mortgage Association, Inc.                     | CUSIP: 3140QWBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    465196 | PA      | $471655.96    | 0.07%             | 2055-02-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1085622.68   | 0.15%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                          | General Motors Financial Company, Inc.                          | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    302000 | PA      | $303067.78    | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                 | First Citizens BancShares, Inc.                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1355555.66   | 0.19%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                               | GGAM Finance Ltd.                                               | CUSIP: 36170JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $460449.00    | 0.06%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AES Corporation, The                                            | AES Corporation, The                                            | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    711000 | PA      | $728148.68    | 0.10%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                      | Anglo American Capital PLC                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1345179.36   | 0.19%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                         | Bayer US Finance II LLC                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470375.06    | 0.07%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                 | Blackstone Secured Lending Fund                                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1025942.81   | 0.14%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                             | CommonSpirit Health                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253807.39    | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                     | Federal National Mortgage Association, Inc.                     | CUSIP: 3140JCHN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111554 | PA      | $114529.09    | 0.02%             | 2053-10-01      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                 | NGPL PipeCo LLC                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    946000 | PA      | $950677.97    | 0.13%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                         | Rockcliff Energy II LLC                                         | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1037116.50   | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EQUATE Petrochemical                                            | EQUATE Petrochemical                                            | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |    201000 | PA      | $200658.20    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                        | Comision Federal De Electricidad, E.P.E.                        | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |    400000 | PA      | $406719.44    | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| BX Trust 2025-TAIL                                              | BX Trust 2025-TAIL                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $509681.00    | 0.07%             | 2027-06-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                | Paramount Global                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    483000 | PA      | $470237.64    | 0.07%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                 | Crestwood Midstream Partners LP                                 | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2003580.02   | 0.28%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails Clo XI                                             | Ocean Trails Clo XI                                             | CUSIP: 67514VAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2235116.80   | 0.31%             | 2034-07-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    681000 | PA      | $690952.07    | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3        | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3        | CUSIP: 61779JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666144 | PA      | $665677.31    | 0.09%             | 2070-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                     | Prologis Targeted U.S. Logistics Fund, L.P.                     | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    802000 | PA      | $796083.08    | 0.11%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                 | Santander UK Group Holdings PLC                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2717838.48   | 0.38%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                             | Calpine Corporation                                             | CUSIP: 13134MBX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2499100.00   | 0.35%             | 2029-02-10      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                             | Calpine Corporation                                             | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375000 | PA      | $374958.75    | 0.05%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                             | Centene Corporation                                             | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4008000 | PA      | $3983036.17   | 0.56%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                  | Synchrony Bank                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1721097.46   | 0.24%             | 2027-08-23      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company | Health Care Service Corporation, A Mutual Legal Reserve Company | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    313000 | PA      | $320850.82    | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                               | Hillenbrand, Inc.                                               | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1280014.68   | 0.18%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14 Ltd                                                  | AGL CLO 14 Ltd                                                  | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000186.00   | 0.28%             | 2034-12-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                      | Warnermedia Holdings, Inc.                                      | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    377000 | PA      | $373230.00    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                           | Solventum Corporation                                           | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1229262.42   | 0.17%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Natsionalny Upravlyayushchi Kholding Baiterek, Ao               | Natsionalny Upravlyayushchi Kholding Baiterek, Ao               | CUSIP: 05709VAC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    552000 | PA      | $548566.56    | 0.08%             | 2030-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                               | Benchmark 2024-V11 Mortgage Trust                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1795415.01   | 0.25%             | 2029-10-17      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                 | Bombardier Inc.                                                 | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65150.15     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                              | CNO Global Funding                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    262000 | PA      | $266260.67    | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                     | Continental Resources, Inc.                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1145057.96   | 0.16%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank, The                                   | Huntington National Bank, The                                   | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    494714 | PA      | $500020.23    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                     | BNP Paribas                                                     | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262266.79    | 0.04%             | 2030-11-19      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                     | Brighthouse Financial, Inc.                                     | CUSIP: 10921U2L1<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1076368.60   | 0.15%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                       | Regal Rexnord Corporation                                       | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1839587.12   | 0.26%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                            | Husky Injection Molding Systems Ltd.                            | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |    705000 | PA      | $737817.75    | 0.10%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                | Pacific Gas and Electric Company                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1183614 | PA      | $1183614.00   | 0.17%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-ACNT                          | BX Commercial Mortgage Trust 2021-ACNT                          | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218445 | PA      | $218040.56    | 0.03%             | 2038-11-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                             | Boeing Company, The                                             | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    229000 | PA      | $231336.76    | 0.03%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                  | Citizens Financial Group, Inc.                                  | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1150861.16   | 0.16%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies LLC                                      | Commscope Technologies LLC                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    615000 | PA      | $613078.13    | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375083.28    | 0.05%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                          | Stellantis Financial Services US Corp.                          | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1038504.27   | 0.15%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                    | Hess Midstream Operations LP                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $224539.10    | 0.03%             | 2028-06-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE7 Issuer Ltd                                   | LoanCore 2021-CRE7 Issuer Ltd                                   | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    468325 | PA      | $467742.97    | 0.07%             | 2037-01-21      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                             | Synchrony Financial                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    223000 | PA      | $222161.14    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd                                            | Trinitas CLO XII Ltd                                            | CUSIP: 89641GAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    736691 | PA      | $737297.29    | 0.10%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                    | Mattel, Inc.                                                    | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1874857.70   | 0.26%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                             | Nissan Motor Acceptance Company LLC                             | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347098.50    | 0.05%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                           | Open Text Corporation                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    670000 | PA      | $696000.62    | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Panama                            | Government of the Republic of Panama                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    677000 | PA      | $726928.75    | 0.10%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                        | Vertiv Group Corporation                                        | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    658000 | PA      | $649353.88    | 0.09%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                            | Rocket Mortgage, LLC                                            | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1415531.25   | 0.20%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                        | SWCH Commercial Mortgage Trust 2025-DATA                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $850600.46    | 0.12%             | 2027-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                 | Western Midstream Operating, LP                                 | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1240851.52   | 0.17%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                    | Barclays PLC                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    351000 | PA      | $345391.62    | 0.05%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III, LLC                                | Colgate Energy Partners III, LLC                                | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60205.80     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                           | Electricite de France                                           | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | US        |    872000 | PA      | $901155.15    | 0.13%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                              | LPL Holdings, Inc.                                              | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    314000 | PA      | $318456.54    | 0.04%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                     | Federal National Mortgage Association, Inc.                     | CUSIP: 3140JCV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2503669 | PA      | $2584388.83   | 0.36%             | 2055-09-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's, Inc.                                                 | Sotheby's, Inc.                                                 | CUSIP: 835898AH0<br>LEI: 549300BWO4DK4JOFBM30 | Long             | DBT              | CORP              | US        |    975000 | PA      | $966624.75    | 0.14%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C3                  | Wells Fargo Commercial Mortgage Trust 2025-5C3                  | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1365527.31   | 0.19%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                 | Crestwood Midstream Partners LP                                 | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1869165.41   | 0.26%             | 2027-05-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                              | LPL Holdings, Inc.                                              | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    471000 | PA      | $480449.72    | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                            | Ladder Capital Finance Holdings LLLP                            | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $703427.95    | 0.10%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Matthews International Corporation                              | Matthews International Corporation                              | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1111515.02   | 0.16%             | 2027-10-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Incorporated                               | Microchip Technology Incorporated                               | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    533000 | PA      | $543535.54    | 0.08%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                    | Blue Owl Credit Income Corp.                                    | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66260.93     | 0.01%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | Royal Caribbean Cruises Ltd.                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215907.86    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                    | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    279000 | PA      | $288496.52    | 0.04%             | 2030-02-08      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                      | United Airlines Pass Through Trust 2020-1A                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    433574 | PA      | $443364.01    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer