# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001147
**Filing Date:** 2025-8
**Character Count:** 326841
**Document Hash:** c517baf3b4c0820536ed82c77b1d890c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001147.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001147

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**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:** 251266016

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $720801745.77

**Total Liabilities:** $14921701.54

**Net Assets:** $705880044.23

**Cash Not Reported:** $6410492.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1156.395286572585 | **1-Year:** -34852.047046279361 | **5-Year:** -63750.395061036062 | **10-Year:** -12412.485071049286 | **30-Year:** -2112.862102640444

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

- **3-Month:** -451.353478904533 | **1-Year:** -9241.663900507680 | **5-Year:** -9250.177944761672 | **10-Year:** -1220.543359155574 | **30-Year:** -29.120991038571

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218176 | 0.59%                | 0.29%                | 0.88%                |
| Class ID C000218177 | 0.59%                | 0.20%                | 0.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $394648.93               | $62481.21                                  |
| Month 2  | $293258.70               | $-107053.58                                |
| Month 3  | $137927.98               | $2492390.76                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank5 2024-5Yr11                                                 | Bank5 2024-5Yr11                                                 | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $763722.93    | 0.11%             | 2029-11-19      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BankUnited, Inc.                                                 | BankUnited, Inc.                                                 | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1081557.47   | 0.15%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                               | ABN AMRO Bank N.V.                                               | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1777280.44   | 0.25%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           |                  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        |    568182 | PA      | $569069.50    | 0.08%             | 2026-02-17      | Floating      | 5.75%                 | 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        |    590582 | PA      | $591135.51    | 0.08%             | 2026-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                               | BX Trust 2024-CNYN                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049055 | PA      | $1050693.61   | 0.15%             | 2029-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                             | Bacardi-Martini B.V.                                             | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |    653000 | PA      | $670066.68    | 0.09%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Limited                                                  | Bacardi Limited                                                  | CUSIP: 05635JAA8<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |    653000 | PA      | $662334.96    | 0.09%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Limited                                                  | Bacardi Limited                                                  | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1026726.48   | 0.15%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1625041.54   | 0.23%             | 2026-05-12      | Fixed         | 5.20%                 | 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      | $610861.93    | 0.09%             | 2034-07-24      | Floating      | 5.34%                 | No            |                  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      | $2253217.50   | 0.32%             | 2034-04-19      | Floating      | 5.50%                 | 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      | $525584.80    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                      | Banco Nacional De Comercio Exterior, S.N.C.                      | CUSIP: 05974TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $497456.65    | 0.07%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3271034.85   | 0.46%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                     | Bank of Ireland Group Public Limited Company                     | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1135594.98   | 0.16%             | 2027-09-30      | Fixed         | 2.03%                 | Yes           |                  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      | $880769.57    | 0.12%             | 2030-03-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                  | BANK5 2024-5YR8                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $781606.80    | 0.11%             | 2029-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                  | Blackstone Secured Lending Fund                                  | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1020968.43   | 0.14%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                  | Blackstone Secured Lending Fund                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191139.42    | 0.03%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                 | BANK5 2025-5YR14                                                 | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $3595972.46   | 0.51%             | 2030-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659559.47    | 0.09%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    646000 | PA      | $652876.99    | 0.09%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    725000 | PA      | $741179.54    | 0.11%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    427000 | PA      | $432191.04    | 0.06%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453313.94    | 0.06%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                             | Osaic Holdings, Inc.                                             | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    743000 | PA      | $746172.06    | 0.11%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| BNP Paribas                                                      | BNP Paribas                                                      | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2042630.53   | 0.29%             | 2028-01-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                      | BNP Paribas                                                      | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    221000 | PA      | $224358.76    | 0.03%             | 2029-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2012-II, Ltd.                                       | CIFC Funding 2012-II, Ltd.                                       | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | US        |     98018 | PA      | $98087.80     | 0.01%             | 2031-01-31      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                       | CNH Industrial Capital LLC                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    328000 | PA      | $330412.24    | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bardot CLO, Ltd                                                  | Bardot CLO, Ltd                                                  | CUSIP: 06744NBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1484555 | PA      | $1481069.10   | 0.21%             | 2032-10-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                             | Bayer US Finance LLC                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    797000 | PA      | $836142.42    | 0.12%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1832974.06   | 0.26%             | 2025-12-15      | Fixed         | 4.25%                 | 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        |    720000 | PA      | $752573.95    | 0.11%             | 2030-02-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                              | Coterra Energy Inc.                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2028349.22   | 0.29%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                              | Coterra Energy Inc.                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1224865.28   | 0.17%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  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        |    540643 | PA      | $541480.86    | 0.08%             | 2031-12-26      | Floating      | 5.41%                 | 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      | $976937.21    | 0.14%             | 2030-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2023-B                         | Affirm Asset Securitization Trust 2023-B                         | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1395000 | PA      | $1402430.89   | 0.20%             | 2026-04-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2023-B                         | Affirm Asset Securitization Trust 2023-B                         | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1205000 | PA      | $1211418.79   | 0.17%             | 2025-09-15      | Fixed         | 6.82%                 | No            |                  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      | $323392.15    | 0.05%             | 2028-01-18      | Variable      | 3.88%                 | No            |                  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      | $485271.89    | 0.07%             | 2028-05-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                  | CaixaBank, S.A.                                                  | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |    667000 | PA      | $668686.70    | 0.09%             | 2029-07-03      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                 | California Resources Corporation                                 | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    747000 | PA      | $747417.73    | 0.11%             | 2026-02-01      | Fixed         | 7.13%                 | Yes           |                  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      | $978508.06    | 0.14%             | 2029-05-17      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV, Ltd.                             | Benefit Street Partners CLO IV, Ltd.                             | CUSIP: 08180FBU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1290000 | PA      | $1291620.24   | 0.18%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    705000 | PA      | $710308.16    | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158323.37    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  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        |    800000 | PA      | $832201.52    | 0.12%             | 2029-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                          | Black Hills Corporation                                          | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    724000 | PA      | $751305.37    | 0.11%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                              | Calpine Corporation                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    691000 | PA      | $690355.79    | 0.10%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                               | Canadian Natural Resources Limited                               | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196729.51    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  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      | $1987828.00   | 0.28%             | 2034-10-15      | Floating      | 5.29%                 | 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        |    600000 | PA      | $608076.24    | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                              | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200784.00    | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                           | Buckeye Partners, L.P.                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1124199.09   | 0.16%             | 2026-12-01      | Fixed         | 3.95%                 | 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      | $2026678.92   | 0.29%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-TAIL                                               | BX Trust 2025-TAIL                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $510798.30    | 0.07%             | 2027-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-LBA6                                               | BX Trust 2022-LBA6                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $704559.87    | 0.10%             | 2039-01-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Old Claimco, LLC                                                 | Old Claimco, LLC                                                 | CUSIP: 125137AC3<br>LEI: 549300MWTY75LB8TRO50 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1349333.17   | 0.19%             | 2026-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C.                                        | Dell International L.L.C.                                        | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    318000 | PA      | $323184.07    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  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      | $222871.57    | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                         | Devon Energy Corporation                                         | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1045634.00   | 0.15%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                           | DIRECTV Financing, LLC                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2442000 | PA      | $2433648.90   | 0.34%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Discover Bank                                                    | Discover Bank                                                    | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    464000 | PA      | $477158.44    | 0.07%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                    | Discovery Communications, LLC                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2711963.18   | 0.38%             | 2028-03-20      | Fixed         | 3.95%                 | 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        |    605000 | PA      | $605832.00    | 0.09%             | 2026-07-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Dryden 53 CLO Ltd., Series 2017-53A                              | Dryden 53 CLO Ltd., Series 2017-53A                              | CUSIP: 26243EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    327160 | PA      | $327405.85    | 0.05%             | 2031-01-15      | Floating      | 5.64%                 | No            |                  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      | $3401700.00   | 0.48%             | 2034-04-20      | Floating      | 5.34%                 | 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      | $1399573.00   | 0.20%             | 2034-08-21      | Floating      | 5.36%                 | 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      | $2831415.00   | 0.40%             | 2034-08-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                  | EQT Corporation                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    659000 | PA      | $650323.87    | 0.09%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                  | EQT Corporation                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1759172.48   | 0.25%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                  | EQT Corporation                                                  | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1026372.15   | 0.15%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                  | EQT Corporation                                                  | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    886000 | PA      | $902509.28    | 0.13%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    564000 | PA      | $563697.24    | 0.08%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    536000 | PA      | $532904.60    | 0.08%             | 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        |   1493000 | PA      | $1525324.85   | 0.22%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                   | Ecopetrol S.A.                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1644424.97   | 0.23%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                           | Eldorado Resorts, Inc.                                           | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158052.60    | 0.02%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                            | Electricite de France                                            | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | US        |    872000 | PA      | $898685.99    | 0.13%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310050.74    | 0.04%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                            | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    489000 | PA      | $489288.02    | 0.07%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564NEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    102323 | PA      | $102379.27    | 0.01%             | 2044-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564NFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    259625 | PA      | $259588.86    | 0.04%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                     | Freedom Mortgage Corporation                                     | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    967000 | PA      | $1039846.97   | 0.15%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  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      | $952244.21    | 0.13%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  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      | $153841.02    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    795000 | PA      | $795308.81    | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    541000 | PA      | $540669.15    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    671000 | PA      | $679927.75    | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                            | Frontier Communications Holdings, LLC                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429518 | PA      | $434268.84    | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | 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      | $67906.65     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                          | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    821000 | PA      | $841672.78    | 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      | $994003.42    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                | CUSIP: 36170JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1063113.66   | 0.15%             | 2026-05-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GLP Financing, LLC                                               | GLP Financing, LLC                                               | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1040417.92   | 0.15%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                     | GM Financial Automobile Leasing Trust 2023-2                     | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2775000 | PA      | $2777801.64   | 0.39%             | 2027-05-20      | Fixed         | 5.54%                 | 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      | $263644.56    | 0.04%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                               | GXO Logistics Inc.                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1005748.54   | 0.14%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                               | GXO Logistics Inc.                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1209537.72   | 0.17%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ROSS               | GS Mortgage Securities Corporation Trust 2021-ROSS               | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $613895.88    | 0.09%             | 2036-06-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                  | GE HealthCare Technologies Inc.                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197799.36    | 0.03%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  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      | $319410.55    | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                          | Helmerich & Payne, Inc.                                          | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520645.02    | 0.07%             | 2027-12-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| Helmerich & Payne, Inc.                                          | Helmerich & Payne, Inc.                                          | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    782000 | PA      | $749208.86    | 0.11%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| Herbalife Nutrition Ltd.                                         | Herbalife Nutrition Ltd.                                         | CUSIP: 42704MAA0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1157225.77   | 0.16%             | 2025-09-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing III LLC                                  | CUSIP: 42806MAE9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |   1241000 | PA      | $1193245.45   | 0.17%             | 2026-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                  | Hess Infrastructure Partners LP                                  | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243561.13    | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                            | Holcim Finance US LLC                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    336000 | PA      | $340461.91    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Home Point Capital Inc.                                          | Home Point Capital Inc.                                          | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    872000 | PA      | $870931.99    | 0.12%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                    | Sandor-Palota                                                    | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |    675000 | PA      | $680328.45    | 0.10%             | 2030-09-26      | Fixed         | 5.38%                 | 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        |   1190000 | PA      | $1199971.61   | 0.17%             | 2027-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                               | Huntington Bancshares Incorporated                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    249000 | PA      | $248917.38    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    669159 | PA      | $679255.97    | 0.10%             | 2028-02-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    654370 | PA      | $659928.32    | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                   | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    319000 | PA      | $308228.77    | 0.04%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                   | Blackstone Private Credit Fund                                   | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183542.76    | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  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      | $1159090.98   | 0.16%             | 2027-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-3-R Ltd                | Carlyle Global Market Strategies CLO 2014-3-R Ltd                | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    669719 | PA      | $670114.53    | 0.09%             | 2031-07-28      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd.                             | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |    865000 | PA      | $904247.83    | 0.13%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  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        |   1520000 | PA      | $1566149.78   | 0.22%             | 2030-01-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2019-1, Ltd.                                      | Carlyle US CLO 2019-1, Ltd.                                      | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241310 | PA      | $1241930.24   | 0.18%             | 2031-04-21      | Floating      | 5.61%                 | No            |                  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      | $1969668.68   | 0.28%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                         | Hyatt Hotels Corporation                                         | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    388000 | PA      | $395098.50    | 0.06%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    654000 | PA      | $605231.48    | 0.09%             | 2028-06-15      | Fixed         | 2.00%                 | 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      | $1114156.84   | 0.16%             | 2029-03-08      | Fixed         | 5.80%                 | 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      | $625943.35    | 0.09%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    763000 | PA      | $803120.29    | 0.11%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    669000 | PA      | $675346.54    | 0.10%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    409000 | PA      | $415632.43    | 0.06%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    462000 | PA      | $464722.06    | 0.07%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    822000 | PA      | $830108.29    | 0.12%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $774883.29    | 0.11%             | 2028-09-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                               | ABN AMRO Bank N.V.                                               | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612818.04    | 0.09%             | 2027-09-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| AES Corporation, The                                             | AES Corporation, The                                             | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    711000 | PA      | $725805.30    | 0.10%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LLC                                             | LFT CRE 2021-FL1 LLC                                             | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264115 | PA      | $263449.37    | 0.04%             | 2039-06-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2608296.93   | 0.37%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Food Company                                             | JBS USA Food Company                                             | CUSIP: 46590XAZ9<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    412000 | PA      | $420647.39    | 0.06%             | 2028-02-01      | Fixed         | 5.13%                 | 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        |   3822882 | NS      | $3822882.11   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group Public Limited Company                                 | AIB Group Public Limited Company                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | US        |    745000 | PA      | $788534.67    | 0.11%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  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      | $203617.30    | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AIG Global Funding                                               | AIG Global Funding                                               | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    418000 | PA      | $428041.66    | 0.06%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 25 Ltd                                                  | AMMC CLO 25 Ltd                                                  | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1550229.40   | 0.22%             | 2035-04-15      | Floating      | 5.61%                 | 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      | $2053034.03   | 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      | $725058.41    | 0.10%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 23 Ltd                                                  | AMMC CLO 23 Ltd                                                  | CUSIP: 00177JBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.35%             | 2035-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                          | AS Mileage Plan IP Ltd.                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $254561.12    | 0.04%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                          | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     98276 | PA      | $98254.18     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  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        |    440936 | PA      | $439961.73    | 0.06%             | 2036-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    719000 | PA      | $664640.22    | 0.09%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2829002.38   | 0.40%             | 2030-01-23      | Fixed         | 5.01%                 | 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      | $394560.20    | 0.06%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                             | Carnival Corporation                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1773175.25   | 0.25%             | 2027-03-01      | Fixed         | 5.75%                 | 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      | $298554.46    | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | 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      | $511524.29    | 0.07%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    331000 | PA      | $336098.79    | 0.05%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    511000 | PA      | $514817.89    | 0.07%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                             | Carnival Corporation                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2285381.25   | 0.32%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  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      | $497547.10    | 0.07%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  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      | $1296888.05   | 0.18%             | 2027-06-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                      | Merchants Fleet Funding LLC                                      | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |   1341833 | PA      | $1350152.38   | 0.19%             | 2027-08-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BSPRT 2021-FL7 Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer, Ltd.                                      | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331803 | PA      | $331790.35    | 0.05%             | 2038-12-15      | Floating      | 5.75%                 | 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        |    514379 | PA      | $514218.53    | 0.07%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Company LLC                                        | AEGON Funding Company LLC                                        | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1276629.98   | 0.18%             | 2027-04-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| 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      | $567753.41    | 0.08%             | 2026-09-15      | Fixed         | 5.61%                 | No            |                  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      | $1160628.66   | 0.16%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                        | AG TTMT Escrow Issuer LLC                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1239160.00   | 0.18%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  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      | $2004124.00   | 0.28%             | 2034-12-04      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                       | Air Canada                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | US        |    925000 | PA      | $915568.89    | 0.13%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                | Aircastle Limited                                                | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    790000 | PA      | $790075.45    | 0.11%             | 2025-08-11      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                | Aircastle Limited                                                | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171466.85    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                              | ALA Trust 2025-OANA                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1154671.88   | 0.16%             | 2030-06-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                     | Safeway Inc.                                                     | CUSIP: 013092AC5<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1815338.25   | 0.26%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Safeway Inc.                                                     | Safeway Inc.                                                     | CUSIP: 013092AF8<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    687000 | PA      | $677563.22    | 0.10%             | 2026-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                       | Albertsons Companies, Inc.                                       | CUSIP: 01309QAA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1189671.30   | 0.17%             | 2028-02-15      | Fixed         | 6.50%                 | 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      | $772010.12    | 0.11%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                | Algonquin Power & Utilities Corp.                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1073635.84   | 0.15%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bread Financial Payments, Inc.                                   | Bread Financial Payments, Inc.                                   | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    961000 | PA      | $1034650.91   | 0.15%             | 2029-03-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance, LLC                                      | Alliant Energy Finance, LLC                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1413798.95   | 0.20%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance, LLC                                      | Alliant Energy Finance, LLC                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247088.19    | 0.04%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                               | Alliant Holdings Intermediate, LLC                               | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1184983.94   | 0.17%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                              | Ally Financial Inc.                                              | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2333414.70   | 0.33%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                              | Amcor Flexibles North America, Inc.                              | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    392000 | PA      | $395103.54    | 0.06%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                     | Connecticut Avenue Securities Trust 2022-R02                     | CUSIP: 20753ACJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    496517 | PA      | $504011.17    | 0.07%             | 2043-04-27      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                     | Connecticut Avenue Securities Trust 2024-R04                     | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    556133 | PA      | $556131.40    | 0.08%             | 2044-05-25      | Floating      | 5.31%                 | No            |                  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      | $664462.37    | 0.09%             | 2028-10-17      | Variable      | 7.05%                 | No            |                  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        |   1500000 | PA      | $1581943.50   | 0.22%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                | Microchip Technology Incorporated                                | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399558.22    | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                | Microchip Technology Incorporated                                | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    461000 | PA      | $467505.77    | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                               | Ameren Corporation                                               | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    676000 | PA      | $688445.43    | 0.10%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                  | AmeriCredit Automobile Receivables Trust 2024-1                  | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    468662 | PA      | $469620.31    | 0.07%             | 2025-10-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                       | Mileage Plus Holdings, LLC                                       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704826 | PA      | $706247.75    | 0.10%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                               | Molex Electronic Technologies, LLC                               | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $673034.20    | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27      | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $278223.29    | 0.04%             | 2025-10-20      | Fixed         | 3.75%                 | 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        |   1365150 | PA      | $1320598.36   | 0.19%             | 2032-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    734000 | PA      | $742289.28    | 0.11%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    619000 | PA      | $631919.21    | 0.09%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    730000 | PA      | $778505.73    | 0.11%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255803.06    | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                        | Morgan Stanley Bank, N.A.                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    387000 | PA      | $393071.53    | 0.06%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1837849.13   | 0.26%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                     | Connecticut Avenue Securities Trust 2021-R03                     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1097000 | PA      | $1103328.15   | 0.16%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  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        |    393509 | PA      | $393866.78    | 0.06%             | 2045-02-27      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    623000 | PA      | $633913.71    | 0.09%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    720000 | PA      | $740024.28    | 0.10%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Tiaa Asset Management, LLC                                       | Tiaa Asset Management, LLC                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $338601.35    | 0.05%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $263231.55    | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                     | Connecticut Avenue Securities Trust 2024-R05                     | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    758993 | PA      | $758990.37    | 0.11%             | 2044-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                     | Connecticut Avenue Securities Trust 2022-R08                     | CUSIP: 20755DAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    304445 | PA      | $311475.23    | 0.04%             | 2042-07-25      | Floating      | 6.86%                 | 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        |    674753 | PA      | $674231.97    | 0.10%             | 2045-01-25      | Floating      | 5.26%                 | 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        |   1014097 | PA      | $1014716.06   | 0.14%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                            | Atlassian Corporation                                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    736000 | PA      | $755739.52    | 0.11%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    609000 | PA      | $593460.70    | 0.08%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1045022.02   | 0.15%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                       | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2146279.54   | 0.30%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                 | Occidental Petroleum Corporation                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    172000 | PA      | $196896.48    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                 | Occidental Petroleum Corporation                                 | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624299.94    | 0.09%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    533000 | PA      | $555210.91    | 0.08%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351935.67    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                 | American National Global Funding                                 | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $210305.65    | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                       | American Tower Corporation                                       | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    583000 | PA      | $597710.96    | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                 | Occidental Petroleum Corporation                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    207000 | PA      | $218939.86    | 0.03%             | 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      | $319315.38    | 0.05%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  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        |   2079000 | PA      | $2053307.51   | 0.29%             | 2026-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    378000 | PA      | $368666.99    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1782372.85   | 0.25%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    383000 | PA      | $389775.08    | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  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        |    550156 | PA      | $552024.26    | 0.08%             | 2028-09-25      | Floating      | 5.46%                 | 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        |   1310817 | PA      | $1343377.14   | 0.19%             | 2042-12-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                      | Continental Resources, Inc.                                      | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    868000 | PA      | $855739.76    | 0.12%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                      | Continental Resources, Inc.                                      | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1969970.95   | 0.28%             | 2026-11-15      | Fixed         | 2.27%                 | 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        |    800000 | PA      | $827450.32    | 0.12%             | 2029-12-17      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $403605.57    | 0.06%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    229000 | PA      | $218233.93    | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    551000 | PA      | $535638.40    | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    673000 | PA      | $682761.26    | 0.10%             | 2029-04-12      | Fixed         | 4.99%                 | 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      | $443773.71    | 0.06%             | 2026-03-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    478000 | PA      | $481662.05    | 0.07%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1619489.25   | 0.23%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                       | Amgen Inc.                                                       | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1099189.24   | 0.16%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                       | Anglo American Capital PLC                                       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    333000 | PA      | $334699.47    | 0.05%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    502000 | PA      | $486942.81    | 0.07%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2338162.91   | 0.33%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  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      | $1120421.05   | 0.16%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                             | NCL Corporation Ltd.                                             | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    547000 | PA      | $548756.56    | 0.08%             | 2027-02-15      | 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      | $1240367.11   | 0.18%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    981000 | PA      | $1036528.03   | 0.15%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1952743.64   | 0.28%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96234.62     | 0.01%             | 2026-02-21      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                  | NGPL PipeCo LLC                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    946000 | PA      | $941700.15    | 0.13%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                               | NMI Holdings, Inc.                                               | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194107.46    | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                  | Bombardier Inc.                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160875.77    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                  | Bombardier Inc.                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248481.08    | 0.04%             | 2026-06-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                 | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1050403.88   | 0.15%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Company                                        | National Fuel Gas Company                                        | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    562000 | PA      | $568325.76    | 0.08%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                          | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2353429.30   | 0.33%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                         | Booz Allen Hamilton Inc.                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    766000 | PA      | $740632.99    | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    523000 | PA      | $514746.01    | 0.07%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2105694.17   | 0.30%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    478000 | PA      | $453771.90    | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    849000 | PA      | $885448.76    | 0.13%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                      | CUSIP: 10921U2J6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    935000 | PA      | $950620.11    | 0.13%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                      | CUSIP: 10921U2L1<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    815000 | PA      | $832036.03    | 0.12%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Company                                        | National Fuel Gas Company                                        | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1584173.12   | 0.22%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                | National Grid PLC                                                | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | US        |    503000 | PA      | $520607.87    | 0.07%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati         | Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati         | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $263819.06    | 0.04%             | 2028-10-17      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                              | Navient Corporation                                              | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1134849.48   | 0.16%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                              | Navient Corporation                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143214.07    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1795000 | PA      | $1809410.62   | 0.26%             | 2026-04-27      | Fixed         | 5.59%                 | 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        |    690912 | PA      | $619027.56    | 0.09%             | 2069-10-15      | Fixed         | 1.06%                 | 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        |    631706 | PA      | $574102.98    | 0.08%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navesink Clo 3 Ltd                                               | Navesink Clo 3 Ltd                                               | CUSIP: 63943JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1780000.00   | 0.25%             | 2037-07-15      | Floating      | 0.00%                 | 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        |    290009 | PA      | $270226.88    | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | 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        |   1350000 | PA      | $1350675.00   | 0.19%             | 2036-07-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| New Gold Inc                                                     | New Gold Inc                                                     | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002489.06   | 0.14%             | 2027-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Escrow Inc.                                              | Nexstar Escrow Inc.                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    707000 | PA      | $705252.66    | 0.10%             | 2027-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                           | Nissan Motor Co., Ltd.                                           | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332725.82    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    481000 | PA      | $494281.56    | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    458000 | PA      | $471614.19    | 0.07%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    396000 | PA      | $397932.48    | 0.06%             | 2028-01-15      | Fixed         | 4.95%                 | 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      | $288278.98    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  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      | $1005205.70   | 0.14%             | 2029-08-17      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BPCE                                                             | BPCE                                                             | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |    846000 | PA      | $851660.84    | 0.12%             | 2027-01-18      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C5 Mortgage Trust                                      | BMO 2024-5C5 Mortgage Trust                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1116520.71   | 0.16%             | 2029-08-17      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                               | BX Trust 2025-ROIC                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $675748.78    | 0.10%             | 2027-03-15      | Floating      | 5.46%                 | 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        |   2126338 | PA      | $2127193.92   | 0.30%             | 2027-08-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                  | Octane Receivables Trust 2022-2                                  | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34077 | PA      | $34080.14     | 0.00%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC                                              | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1055920 | PA      | $1039701.01   | 0.15%             | 2027-12-08      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC                                                      | CUSIP: 04649VAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2871242 | PA      | $2867050.26   | 0.41%             | 2028-02-05      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVII Ltd                                    | Crestline Denali CLO XVII Ltd                                    | CUSIP: 22616TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    954869 | PA      | $954704.94    | 0.14%             | 2031-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                  | Crestwood Midstream Partners LP                                  | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1872395.97   | 0.27%             | 2027-05-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                  | Crestwood Midstream Partners LP                                  | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1117721.00   | 0.16%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                       | CrowdStrike Holdings, Inc.                                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    866000 | PA      | $816280.78    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234831.24    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    596000 | PA      | $602177.18    | 0.09%             | 2028-01-11      | Fixed         | 5.00%                 | 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        |    441775 | PA      | $446224.64    | 0.06%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII, Ltd.                           | Octagon Investment Partners XVII, Ltd.                           | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | US        |     25163 | PA      | $25175.42     | 0.00%             | 2031-01-27      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                                         | Octagon Loan Funding Ltd                                         | CUSIP: 67590RAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    767742 | PA      | $768323.69    | 0.11%             | 2031-11-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                              | Ohio Edison Company                                              | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $134871.48    | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | 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      | $2001246.47   | 0.28%             | 2028-10-17      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                               | DTE Energy Company                                               | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    784000 | PA      | $799998.23    | 0.11%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                   | Rentokil Terminix Funding, LLC                                   | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $672017.97    | 0.10%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                       | Anglo American Capital PLC                                       | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1337318.21   | 0.19%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                       | Anglo American Capital PLC                                       | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195525.34    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                               | RGA Global Funding                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    502000 | PA      | $518431.61    | 0.07%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                          | Rockcliff Energy II LLC                                          | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1017940.97   | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  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      | $1109807.03   | 0.16%             | 2027-09-14      | Fixed         | 1.55%                 | No            |                  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        |   2516046 | PA      | $2537125.87   | 0.36%             | 2026-04-14      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                     | Antero Resources Corporation                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1582727.38   | 0.22%             | 2029-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                     | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1338339.32   | 0.19%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                           | Rocket Companies, Inc.                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $718446.00    | 0.10%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1737618.12   | 0.25%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    367000 | PA      | $365758.11    | 0.05%             | 2028-04-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Aon Corporation                                                  | Aon Corporation                                                  | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    617000 | PA      | $649148.17    | 0.09%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Apa Corp.                                                        | Apa Corp.                                                        | CUSIP: 03743QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2100233.38   | 0.30%             | 2028-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    771000 | PA      | $768273.20    | 0.11%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C.                                        | Dell International L.L.C.                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    319000 | PA      | $322644.99    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                            | Open Text Corporation                                            | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    670000 | PA      | $693604.10    | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                               | Ovintiv Canada ULC                                               | CUSIP: 69047QAB8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1244663.14   | 0.18%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                  | KFC Holding Co.                                                  | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1731855 | PA      | $1738886.02   | 0.25%             | 2028-03-10      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                      | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299389 | PA      | $300711.92    | 0.04%             | 2028-05-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings, LLC                        | Encino Acquisition Partners Holdings, LLC                        | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    636000 | PA      | $650310.00    | 0.09%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  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      | $687704.99    | 0.10%             | 2029-06-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    306000 | PA      | $310403.95    | 0.04%             | 2027-07-06      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    393000 | PA      | $405349.44    | 0.06%             | 2028-02-08      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    457000 | PA      | $466247.71    | 0.07%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US Inc.                                       | Stellantis Finance US Inc.                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    459000 | PA      | $462752.14    | 0.07%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Swedbank Finans Aktiebolag                                       | Swedbank Finans Aktiebolag                                       | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | US        |    629000 | PA      | $632985.66    | 0.09%             | 2029-11-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    645000 | PA      | $654345.15    | 0.09%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                             | AppLovin Corporation                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3041800.20   | 0.43%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                  | Arbor Realty Collateralized Loan Obligation Ltd                  | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440814 | PA      | $440814.10    | 0.06%             | 2037-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                      | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    821067 | PA      | $824696.03    | 0.12%             | 2028-05-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                           | DirecTV Financing, LLC                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531671 | PA      | $533127.56    | 0.08%             | 2027-07-22      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Engie                                                            | Engie                                                            | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337916.50    | 0.05%             | 2029-04-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                      | Entegris Escrow Corporation                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1421166.75   | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Synovus Bank                                                     | Synovus Bank                                                     | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246978.75    | 0.03%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                              | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    798000 | PA      | $798146.75    | 0.11%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262467.55    | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    223000 | PA      | $219343.67    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                   | Synchrony Bank                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1720983.52   | 0.24%             | 2027-08-23      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                    | System Energy Resources, Inc.                                    | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1561872.30   | 0.22%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                       | Potomac Energy Center, LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    708000 | PA      | $708000.00    | 0.10%             | 2026-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                       | Potomac Energy Center, LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $150000.00    | 0.02%             | 2026-09-30      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                    | ArcelorMittal                                                    | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | US        |    565000 | PA      | $589113.41    | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  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        |    880000 | PA      | $882230.01    | 0.12%             | 2027-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron Clo 2018-1 Ltd                                      | TCI-Flatiron Clo 2018-1 Ltd                                      | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74962 | PA      | $75013.08     | 0.01%             | 2032-01-29      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                      | Targa Resources Partners LP                                      | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1355610.56   | 0.19%             | 2027-07-15      | Fixed         | 6.50%                 | 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      | $390362.84    | 0.06%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                          | Equitable Financial Life Global Funding                          | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1106590.60   | 0.16%             | 2028-03-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                      | Targa Resources Partners LP                                      | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   3882000 | PA      | $3959380.29   | 0.56%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.A R.L.                          | Tengizchevroil Finance Company S.A R.L.                          | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1591823.36   | 0.23%             | 2025-08-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                   | CUSIP: 98310CAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1468961 | PA      | $1467124.68   | 0.21%             | 2027-04-08      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                              | Calpine Corporation                                              | CUSIP: 13134MBX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2498850.00   | 0.35%             | 2029-02-10      | Floating      | 6.08%                 | 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      | $2251635.75   | 0.32%             | 2034-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                            | Ashtead Capital, Inc.                                            | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    887000 | PA      | $884390.80    | 0.13%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc.                                            | CUSIP: 04621HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1546725 | PA      | $1550313.84   | 0.22%             | 2027-02-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| First Eagle Investment Management, LLC                           | First Eagle Investment Management, LLC                           | CUSIP: 05554JAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1795455 | PA      | $1794700.46   | 0.25%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  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      | $434540.96    | 0.06%             | 2028-01-15      | Fixed         | 6.05%                 | 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        |    250000 | PA      | $252577.55    | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    817000 | PA      | $809618.98    | 0.11%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1293315.62   | 0.18%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1320589.48   | 0.19%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                      | Citgo Petroleum Corporation                                      | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1518146.66   | 0.22%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                           | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1719866 | PA      | $1722016.08   | 0.24%             | 2030-06-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                         | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    851000 | PA      | $839434.91    | 0.12%             | 2030-04-15      | Floating      | 0.00%                 | 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        |    170000 | PA      | $167863.17    | 0.02%             | 2026-01-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 17325FBP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    664000 | PA      | $676349.60    | 0.10%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575147.10    | 0.08%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  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      | $573731.91    | 0.08%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                         | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    603000 | PA      | $594805.23    | 0.08%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                           | Buckeye Partners, L.P.                                           | CUSIP: 11823LAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    304978 | PA      | $305227.65    | 0.04%             | 2026-11-02      | Floating      | 6.08%                 | 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      | $512770.30    | 0.07%             | 2031-07-15      | Fixed         | 5.89%                 | 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      | $772094.62    | 0.11%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp.                                      | Crosby US Acquisition Corp.                                      | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897862 | PA      | $900555.08    | 0.13%             | 2029-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                               | F&G Global Funding                                               | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    608000 | PA      | $584344.67    | 0.08%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                               | F&G Global Funding                                               | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    651000 | PA      | $667331.77    | 0.09%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                               | F&G Global Funding                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1122497.77   | 0.16%             | 2030-01-16      | Fixed         | 5.88%                 | 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      | $299249.79    | 0.04%             | 2042-08-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                      | Federation des caisses Desjardins du Quebec                      | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455844.84    | 0.06%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                                        | Fells Point Funding Trust                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1528118.63   | 0.22%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1582307.12   | 0.22%             | 2029-03-04      | Fixed         | 4.79%                 | 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        |   1617805 | PA      | $1627579.72   | 0.23%             | 2026-06-15      | Fixed         | 5.84%                 | No            |                  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        |   1178000 | PA      | $1155171.46   | 0.16%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    659000 | PA      | $668121.88    | 0.09%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    469000 | PA      | $485519.77    | 0.07%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1428997.78   | 0.20%             | 2031-03-05      | Fixed         | 5.25%                 | 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      | $697962.73    | 0.10%             | 2028-08-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                      | Toyota Auto Loan Extended Note Trust 2025-1                      | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-CBDO         | CORP              | US        |    816000 | PA      | $823960.57    | 0.12%             | 2030-05-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                 | First National Master Note Trust                                 | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1165000 | PA      | $1184548.58   | 0.17%             | 2028-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                     | Flutter Treasury Designated Activity Company                     | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027608.20   | 0.15%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                          | Trans-Allegheny Interstate Line Company                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $144505.92    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                   | TransDigm Inc.                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    676000 | PA      | $690421.70    | 0.10%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc.                                  | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    966000 | PA      | $972353.77    | 0.14%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                        | First Horizon Corporation                                        | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    526000 | PA      | $533596.12    | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  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      | $1841422.87   | 0.26%             | 2026-07-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1528341.50   | 0.22%             | 2025-11-13      | Fixed         | 3.38%                 | 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      | $1101425.48   | 0.16%             | 2026-08-10      | Fixed         | 2.70%                 | 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      | $613938.25    | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | 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      | $202639.44    | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | 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      | $2521747.98   | 0.36%             | 2026-11-05      | Fixed         | 5.13%                 | 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      | $1026154.24   | 0.15%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  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        |    610000 | PA      | $606070.83    | 0.09%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1071280.34   | 0.15%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                     | Cleco Corporate Holdings LLC                                     | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    436000 | PA      | $432681.43    | 0.06%             | 2026-05-01      | Fixed         | 3.74%                 | 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      | $1050483.00   | 0.15%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $980803.02    | 0.14%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    262000 | PA      | $264916.14    | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509470.11    | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2788038.66   | 0.39%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    575575 | PA      | $588408.34    | 0.08%             | 2042-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564KE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    252493 | PA      | $257145.15    | 0.04%             | 2042-08-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407946.71    | 0.06%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica    | Departamento Administrativo De La Presidencia De La Republica    | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    830000 | PA      | $813643.19    | 0.12%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 30 Limited                                     | Columbia Cent CLO 30 Limited                                     | CUSIP: 19737LAS2<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | US        |   1580000 | PA      | $1572430.22   | 0.22%             | 2034-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-2                          | First Investors Auto Owner Trust 2022-2                          | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    186087 | PA      | $186489.50    | 0.03%             | 2025-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                               | Greenko Dutch B.V.                                               | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | US        |    334400 | PA      | $328258.33    | 0.05%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO VII, Ltd.                                           | Greywolf CLO VII, Ltd.                                           | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     88595 | PA      | $88559.92     | 0.01%             | 2031-10-20      | Floating      | 5.71%                 | 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      | $1542354.74   | 0.22%             | 2026-08-15      | Fixed         | 6.05%                 | 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      | $560144.08    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                            | Gulfport Energy Operating Corporation                            | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1035054.88   | 0.15%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO 2021-FL2, Ltd.                                       | HGI CRE CLO 2021-FL2, Ltd.                                       | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640005 | PA      | $637778.46    | 0.09%             | 2036-09-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corporation                                          | HF Sinclair Corporation                                          | CUSIP: 403949AQ3<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1168265.25   | 0.17%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1110276.76   | 0.16%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                           | The PNC Financial Services Group, Inc.                           | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    544000 | PA      | $551028.86    | 0.08%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                   | PSEG Power LLC                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $397307.80    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1159224.96   | 0.16%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                            | PT Freeport Indonesia                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999884.50    | 0.14%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  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      | $1300408.33   | 0.18%             | 2030-06-18      | Floating      | 5.81%                 | No            |                  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      | $1175754.21   | 0.17%             | 2026-01-01      | Fixed         | 3.15%                 | 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      | $501792.50    | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                 | Pacific Gas And Electric Company                                 | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    783000 | PA      | $783050.35    | 0.11%             | 2025-09-04      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    762000 | PA      | $772768.58    | 0.11%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    869000 | PA      | $885766.49    | 0.13%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    681000 | PA      | $686485.46    | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                    | HSBC USA Inc.                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    568000 | PA      | $572500.66    | 0.08%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                     | Hasbro, Inc.                                                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2345917.43   | 0.33%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                               | HAT Holdings I LLC                                               | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1361181.12   | 0.19%             | 2026-06-15      | Fixed         | 3.38%                 | 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        |    702000 | PA      | $685854.00    | 0.10%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Concentrix Corporation                                           | Concentrix Corporation                                           | CUSIP: 20602DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $321735.21    | 0.05%             | 2026-08-02      | Fixed         | 6.65%                 | 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        |     59228 | PA      | $59360.17     | 0.01%             | 2044-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                     | GM Financial Automobile Leasing Trust 2025-2                     | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1145000 | PA      | $1154137.10   | 0.16%             | 2027-09-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                    | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $989928.74    | 0.14%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                           | General Motors Company                                           | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    271000 | PA      | $276400.62    | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | 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      | $303251.22    | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  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      | $142074.90    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    509000 | PA      | $519874.12    | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | 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      | $369156.89    | 0.05%             | 2030-01-07      | Variable      | 5.63%                 | 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      | $381403.28    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    513000 | PA      | $536929.55    | 0.08%             | 2028-10-06      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                             | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    885000 | PA      | $897840.11    | 0.13%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $2010915.29   | 0.28%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196998.91    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    568000 | PA      | $578862.55    | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1030802.49   | 0.15%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  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      | $691450.80    | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | 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      | $3480235.92   | 0.49%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    471000 | PA      | $476850.95    | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | 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        |    464488 | PA      | $464337.42    | 0.07%             | 2026-06-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                | LAD Auto Receivables Trust 2024-3                                | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    655000 | PA      | $655901.54    | 0.09%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                             | Ladder Capital Finance Holdings LLLP                             | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699210.52   | 0.24%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  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      | $697925.94    | 0.10%             | 2027-02-01      | Fixed         | 4.25%                 | 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        |    681000 | PA      | $662909.85    | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  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        |   1500000 | PA      | $1508987.85   | 0.21%             | 2026-12-15      | Fixed         | 5.61%                 | No            |                  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      | $1796833.45   | 0.25%             | 2026-05-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co.                                            | Liberty Utilities Co.                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    688000 | PA      | $707893.18    | 0.10%             | 2029-01-31      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                    | LIFE 2022-BMR2 Mortgage Trust                                    | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145311.96    | 0.02%             | 2038-05-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                 | Lincoln Financial Global Funding                                 | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $537032.09    | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | 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      | $471350.88    | 0.07%             | 2028-05-28      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                         | Lloyds Banking Group PLC                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    523000 | PA      | $527789.06    | 0.07%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                         | Lloyds Banking Group PLC                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275847.71    | 0.04%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  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        |   1325959 | PA      | $1325958.84   | 0.19%             | 2037-01-21      | Floating      | 5.85%                 | 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      | $767591.90    | 0.11%             | 2029-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                             | M&T Bank Corporation                                             | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    637000 | PA      | $638477.71    | 0.09%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corporation                                      | MGIC Investment Corporation                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    687000 | PA      | $687000.00    | 0.10%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                | MF1 2021-FL7 Ltd.                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59725 | PA      | $59648.33     | 0.01%             | 2036-10-21      | Floating      | 5.51%                 | 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      | $377915.40    | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | 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      | $399847.51    | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                            | Macquarie Airfinance Holdings Limited                            | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3230999.79   | 0.46%             | 2029-03-30      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                            | Macquarie Airfinance Holdings Limited                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    293000 | PA      | $306006.06    | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                            | Macquarie Airfinance Holdings Limited                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175994.95    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | 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        |   2010000 | PA      | $2010309.54   | 0.28%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                       | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1127128.77   | 0.16%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                       | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    555000 | PA      | $452075.22    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  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      | $2471931.84   | 0.35%             | 2027-10-20      | Fixed         | 2.10%                 | No            |                  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      | $1564642.20   | 0.22%             | 2026-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                               | Mars, Incorporated                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    972000 | PA      | $984788.99    | 0.14%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                             | Rocket Mortgage, LLC                                             | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2134675.22   | 0.30%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                  | Rolls-Royce PLC                                                  | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482903.83    | 0.07%             | 2025-10-14      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                  | Rolls-Royce PLC                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410227.64    | 0.06%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                    | Ministerul Finantelor Publice                                    | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    662000 | PA      | $665535.08    | 0.09%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO Ltd                                                   | Romark CLO Ltd                                                   | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434986 | PA      | $435114.32    | 0.06%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                | NatWest Group PLC                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474682.56    | 0.07%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1453648.25   | 0.21%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214638.87    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    824000 | PA      | $819789.36    | 0.12%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    382000 | PA      | $383356.10    | 0.05%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    764000 | PA      | $768093.59    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                               | Royalty Pharma PLC                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    387000 | PA      | $394954.67    | 0.06%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  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      | $260073.51    | 0.04%             | 2028-10-20      | Fixed         | 5.52%                 | 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        |   1365000 | PA      | $1380690.54   | 0.20%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2022-1 LLC                                 | SCF Equipment Leasing 2022-1 LLC                                 | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    576574 | PA      | $573992.63    | 0.08%             | 2025-12-22      | Fixed         | 2.92%                 | 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        |    595000 | PA      | $597252.55    | 0.08%             | 2029-05-21      | Fixed         | 4.95%                 | 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      | $606384.48    | 0.09%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                               | HAT Holdings I LLC                                               | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    858000 | PA      | $892410.35    | 0.13%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    649000 | PA      | $653736.40    | 0.09%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  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      | $608792.03    | 0.09%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                | SM Energy Company                                                | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1329909.98   | 0.19%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                | SM Energy Company                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    682000 | PA      | $687738.27    | 0.10%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  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      | $853009.40    | 0.12%             | 2027-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                    | Sammons Financial Group, Inc.                                    | CUSIP: 79587J2A0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    491000 | PA      | $501517.96    | 0.07%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                    | Sammons Financial Group, Inc.                                    | CUSIP: 79587J2B8<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321695.91    | 0.05%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                       | IQVIA Inc.                                                       | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898246.03    | 0.13%             | 2026-10-15      | Fixed         | 5.00%                 | 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      | $373672.31    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | 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        |    384000 | PA      | $398205.81    | 0.06%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IDEX Corporation                                                 | IDEX Corporation                                                 | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176701.75    | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                             | Viterra Finance B.V.                                             | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | US        |    353000 | PA      | $344648.02    | 0.05%             | 2026-04-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Viterra Finance B.V.                                             | Viterra Finance B.V.                                             | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | US        |    791000 | PA      | $792845.80    | 0.11%             | 2027-04-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668BV3<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |    799000 | PA      | $807987.47    | 0.11%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CA8<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406422.32    | 0.06%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CE0<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954681.79    | 0.14%             | 2026-03-20      | Fixed         | 5.40%                 | 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      | $315575.16    | 0.04%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  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        |    322000 | PA      | $323021.80    | 0.05%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                               | Volkswagen Auto Lease Trust 2025-A                               | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2165000 | PA      | $2178516.96   | 0.31%             | 2027-11-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                              | Vornado Realty L.P.                                              | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    284000 | PA      | $275848.29    | 0.04%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  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      | $1001398.00   | 0.14%             | 2034-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                   | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    896000 | PA      | $918349.82    | 0.13%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                      | Imperial Brands Finance PLC                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2880398.51   | 0.41%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Wash Multifamily Acquisition Inc.                                | Wash Multifamily Acquisition Inc.                                | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1823033.54   | 0.26%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-SG1                   | Wells Fargo Commercial Mortgage Trust 2015-SG1                   | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    138927 | PA      | $138356.48    | 0.02%             | 2025-08-15      | Fixed         | 3.79%                 | 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        |    720000 | PA      | $748517.54    | 0.11%             | 2030-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1083362.81   | 0.15%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1311096.69   | 0.19%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    523000 | PA      | $552482.56    | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2884075.96   | 0.41%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    546000 | PA      | $553829.37    | 0.08%             | 2029-04-23      | Fixed         | 4.97%                 | 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      | $3710726.09   | 0.53%             | 2027-08-17      | Fixed         | 3.32%                 | No            |                  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      | $124613.97    | 0.02%             | 2029-04-17      | Fixed         | 3.73%                 | 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      | $917085.84    | 0.13%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Welltec International ApS                                        | Welltec International ApS                                        | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | US        |    444000 | PA      | $445698.58    | 0.06%             | 2026-10-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                  | Western Midstream Operating, LP                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384743.74    | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                  | Western Midstream Operating, LP                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1234883.89   | 0.17%             | 2029-01-15      | Fixed         | 6.35%                 | 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      | $426557.39    | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | 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      | $1120574.75   | 0.16%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2022-2                     | Westlake Automobile Receivables Trust 2022-2                     | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243742 | PA      | $243714.21    | 0.03%             | 2027-09-15      | Fixed         | 4.85%                 | No            |                  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      | $774944.01    | 0.11%             | 2030-04-15      | Fixed         | 5.91%                 | 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      | $501808.75    | 0.07%             | 2026-08-15      | Fixed         | 4.71%                 | No            |                  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      | $1223742.35   | 0.17%             | 2026-02-17      | Fixed         | 5.43%                 | 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      | $1542060.69   | 0.22%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  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      | $1343086.10   | 0.19%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    895000 | PA      | $899616.41    | 0.13%             | 2028-05-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                            | Whistler Pipeline LLC                                            | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    571000 | PA      | $577679.73    | 0.08%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330303.35    | 0.05%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  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      | $1531037.34   | 0.22%             | 2035-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                        | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1330790.99   | 0.19%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                   | ZF North America Capital, Inc.                                   | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1453191.75   | 0.21%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| The Republic of Kazakhstan, Government of                        | The Republic of Kazakhstan, Government of                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |    700000 | PA      | $699097.00    | 0.10%             | 2025-07-21      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Bermuda, Government of                                           | Bermuda, Government of                                           | CUSIP: N/A<br>LEI: 549300FP5PUZXX9FVJ40       | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1466640.00   | 0.21%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  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        |   1602000 | PA      | $1587982.50   | 0.22%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                               | 8th Avenue Food & Provisions, Inc.                               | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1206000 | PA      | $1204528.68   | 0.17%             | 2025-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                      | Imperial Brands Finance PLC                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2536808.64   | 0.36%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2162597.25   | 0.31%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                         | Virgin Media Bristol LLC                                         | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1479225.00   | 0.21%             | 2027-10-03      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                | Elanco Animal Health Incorporated                                | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1740359 | PA      | $1738410.08   | 0.25%             | 2027-02-04      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129340.48    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301388.24    | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    374000 | PA      | $369049.51    | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                              | Intesa Sanpaolo SPA                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200297.66    | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                       | IQVIA Inc.                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205396.23    | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                       | IQVIA Inc.                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188093.92    | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                       | Iron Mountain Incorporated                                       | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1046531.23   | 0.15%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    551000 | PA      | $557049.65    | 0.08%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Food Company                                             | JBS USA Food Company                                             | CUSIP: 46590XAL0<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    306000 | PA      | $310240.70    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                             | JBS USA Food Company                                             | CUSIP: 46590XAN6<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    545000 | PA      | $517578.11    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1375860.67   | 0.19%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  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        |   1950438 | PA      | $1896554.85   | 0.27%             | 2027-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427938 | PA      | $425123.46    | 0.06%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc.                                    | Jacobs Engineering Group Inc.                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1424374.65   | 0.20%             | 2028-08-18      | Fixed         | 6.35%                 | 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        |   1992629 | PA      | $1992210.93   | 0.28%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                         | Vertiv Group Corporation                                         | CUSIP: 92537EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23740 | PA      | $23757.14     | 0.00%             | 2027-03-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                         | Vertiv Group Corporation                                         | CUSIP: 92537EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    730823 | PA      | $731363.69    | 0.10%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                 | Jaguar Land Rover Automotive PLC                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1369054.46   | 0.19%             | 2025-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group, LLC                                           | Jane Street Group, LLC                                           | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    825000 | PA      | $799946.36    | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                             | Carnival Corporation                                             | CUSIP: P2121YAX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169838 | PA      | $169678.79    | 0.02%             | 2027-08-09      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                        | Boost Newco Borrower, LLC                                        | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1745625 | PA      | $1749255.90   | 0.25%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                               | Japan Tobacco Inc.                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1152845.40   | 0.16%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                               | Japan Tobacco Inc.                                               | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1805523.57   | 0.26%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                   | Jefferson Capital Holdings LLC                                   | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $648754.96    | 0.09%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           |                  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      | $673084.13    | 0.10%             | 2030-04-07      | Fixed         | 5.63%                 | 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      | $1340159.46   | 0.19%             | 2032-01-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD.                                                  | KKR CLO 24 LTD.                                                  | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | US        |   1099986 | PA      | $1100681.07   | 0.16%             | 2032-04-20      | Floating      | 5.61%                 | 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      | $2050740.05   | 0.29%             | 2031-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    259000 | PA      | $261834.91    | 0.04%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Kansas, Inc.                                       | Kinder Morgan Kansas, Inc.                                       | CUSIP: 494553AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    601000 | PA      | $610517.02    | 0.09%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542059.51    | 0.08%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  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      | $550688.66    | 0.08%             | 2026-08-17      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Kraton Corporation                                               | Kraton Corporation                                               | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $262036.78    | 0.04%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  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      | $1927157.17   | 0.27%             | 2026-12-15      | Fixed         | 6.43%                 | 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      | $639237.24    | 0.09%             | 2028-12-12      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                            | Hilcorp Energy I L.P.                                            | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1396500 | PA      | $1396500.00   | 0.20%             | 2030-02-05      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                                     | Edgewater Generation, L.L.C.                                     | CUSIP: 28031FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1040000 | PA      | $1042974.40   | 0.15%             | 2030-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    501565 | PA      | $497722.76    | 0.07%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama Anonim Sirketi               | Hazine Mustesarligi Varlik Kiralama Anonim Sirketi               | CUSIP: N/A<br>LEI: 6354003QFJP7RDXEOZ20       | Long             | DBT              | NUSS              | US        |    737000 | PA      | $732891.96    | 0.10%             | 2026-06-22      | Fixed         | 5.13%                 | 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        |    200000 | PA      | $199500.00    | 0.03%             | 2030-01-24      | Fixed         | 5.70%                 | 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        |    280667 | PA      | $290840.84    | 0.04%             | 2027-04-20      | Fixed         | 8.63%                 | 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      | $122058.75    | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                               | Kosmos Energy Ltd.                                               | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1083729.48   | 0.15%             | 2026-04-04      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                           | Romania, Government of                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | US        |   1104000 | PA      | $1101648.48   | 0.16%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero), Tbk.                         | PT Bank Negara Indonesia (Persero), Tbk.                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383243.11   | 0.20%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  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      | $397691.50    | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                            | NBM US Holdings, Inc.                                            | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    579000 | PA      | $579118.90    | 0.08%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                             | NCL Corporation Ltd.                                             | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101566.36   | 0.16%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                              | Nissan Motor Acceptance Company LLC                              | CUSIP: 65480CAE5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1295931.41   | 0.18%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-A Owner Trust                       | Nissan Auto Receivables 2025-A Owner Trust                       | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455000 | PA      | $459759.53    | 0.07%             | 2028-10-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                           | NSTAR Electric Company                                           | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146484.65    | 0.02%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                 | Pacific Gas And Electric Company                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186598.79    | 0.03%             | 2028-06-04      | Fixed         | 5.00%                 | 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      | $1018340.46   | 0.14%             | 2034-05-21      | Floating      | 5.37%                 | No            |                  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        |    177000 | PA      | $192045.00    | 0.03%             | 2027-09-30      | Fixed         | 8.88%                 | 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      | $507500.00    | 0.07%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $2025375.42   | 0.29%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    501000 | PA      | $513204.21    | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279732.99    | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | 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      | $1396831.29   | 0.20%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    852000 | PA      | $861979.56    | 0.12%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc.                                               | Suncor Energy Inc.                                               | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | US        |    671000 | PA      | $693296.52    | 0.10%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                              | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    706000 | PA      | $696292.50    | 0.10%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $995979.00    | 0.14%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc.                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1491274.34   | 0.21%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2433261.45   | 0.34%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                | Pinnacle West Capital Corporation                                | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156131.04    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                    | Univision Communications Inc.                                    | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68832.78     | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Valley Stream Park CLO LTD                                       | Valley Stream Park CLO LTD                                       | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1648231.20   | 0.23%             | 2037-01-20      | Floating      | 5.46%                 | 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      | $1999934.00   | 0.28%             | 2034-10-20      | Floating      | 5.40%                 | 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      | $1774142.84   | 0.25%             | 2029-06-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                  | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    397000 | PA      | $396018.22    | 0.06%             | 2025-09-15      | Fixed         | 4.75%                 | 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      | $2713014.67   | 0.38%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | Verizon Master Trust                                             | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401469.64    | 0.06%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                         | Vertiv Group Corporation                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    602000 | PA      | $586756.41    | 0.08%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                     | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    217000 | PA      | $213659.74    | 0.03%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                     | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    385000 | PA      | $372728.74    | 0.05%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                          | TK Elevator Holdco GmbH                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    977000 | PA      | $977817.65    | 0.14%             | 2028-07-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                             | VICI Properties Inc.                                             | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1134193.94   | 0.16%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                             | VICI Properties Inc.                                             | CUSIP: 92564RAD7<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    441000 | PA      | $434170.50    | 0.06%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                             | VICI Properties Inc.                                             | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    956000 | PA      | $953285.82    | 0.14%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  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      | $693596.33    | 0.10%             | 2028-05-15      | Fixed         | 5.77%                 | No            |                  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      | $1167587.07   | 0.17%             | 2028-07-17      | Fixed         | 5.84%                 | 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      | $3308484.78   | 0.47%             | 2027-09-15      | Fixed         | 6.69%                 | 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        |   1300000 | PA      | $1307585.37   | 0.19%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                             | VICI Properties Inc.                                             | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    707000 | PA      | $716818.89    | 0.10%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                             | VICI Properties Inc.                                             | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    591000 | PA      | $572623.80    | 0.08%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  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        |   1063191 | PA      | $1062724.55   | 0.15%             | 2028-10-16      | Fixed         | 4.74%                 | 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      | $587259.11    | 0.08%             | 2027-06-15      | Fixed         | 5.55%                 | No            |                  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      | $1020863.46   | 0.14%             | 2027-07-15      | Fixed         | 5.45%                 | 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      | $539106.66    | 0.08%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vine Energy Holdings LLC                                         | Vine Energy Holdings LLC                                         | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1427173.28   | 0.20%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy, Inc.                                               | Viper Energy, Inc.                                               | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1432480.58   | 0.20%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC                                    | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    358000 | PA      | $358172.09    | 0.05%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC                                    | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1497462.79   | 0.21%             | 2027-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC                                    | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238936.57    | 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      | $175956.50    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                       | Government of Saudi Arabia                                       | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    640000 | PA      | $649798.40    | 0.09%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                             | Sirius XM Radio Inc.                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    282000 | PA      | $276811.49    | 0.04%             | 2026-09-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership, LP                        | Sitio Royalties Operating Partnership, LP                        | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1398595.27   | 0.20%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                        | South Bow USA Infrastructure Holdings LLC                        | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644496.96    | 0.09%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                        | South Bow USA Infrastructure Holdings LLC                        | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    777000 | PA      | $779579.41    | 0.11%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Sizzling Platter, LLC                                            | Sizzling Platter, LLC                                            | CUSIP: 830146AB2<br>LEI: 549300440PU6D6ZUIR97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100000.00   | 0.16%             | 2025-11-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                 | SkyMiles IP Ltd.                                                 | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498932.65    | 0.07%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Snam S.p.A.                                                      | Snam S.p.A.                                                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | US        |    388000 | PA      | $391162.39    | 0.06%             | 2030-05-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                 | Societe Generale                                                 | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295647.30    | 0.04%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                 | Societe Generale                                                 | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1137628.54   | 0.16%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sodexo, Inc.                                                     | Sodexo, Inc.                                                     | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260034.89    | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corporation                                            | Solventum Corporation                                            | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3061000 | PA      | $3152826.63   | 0.45%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                      | South Africa, Parliament of                                      | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |   1379000 | PA      | $1379231.67   | 0.20%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corporation                                        | Southwest Gas Corporation                                        | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    705000 | PA      | $728023.40    | 0.10%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corporation                                        | Southwest Gas Corporation                                        | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    564000 | PA      | $576569.19    | 0.08%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                      | Southwestern Energy Company                                      | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    841000 | PA      | $841648.41    | 0.12%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                         | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    417000 | PA      | $460497.24    | 0.07%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corporation                                       | Sprint Capital Corporation                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2487734.40   | 0.35%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                      | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    684000 | PA      | $650822.58    | 0.09%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                      | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    780000 | PA      | $763461.15    | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                         | Trinity Industries, Inc.                                         | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1125984.63   | 0.16%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Limited                           | Triton Container International Limited                           | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |    778000 | PA      | $761746.02    | 0.11%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Triumph Group, Inc.                                              | Triumph Group, Inc.                                              | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2063904.05   | 0.29%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                     | Truist Financial Corporation                                     | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    313000 | PA      | $316674.12    | 0.04%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                     | Truist Financial Corporation                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    409000 | PA      | $421169.92    | 0.06%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trysail CLO 2021-1 Ltd                                           | Trysail CLO 2021-1 Ltd                                           | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1403975 | PA      | $1401407.28   | 0.20%             | 2032-07-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                  | Turkiye Cumhuriyeti Basbakanlik                                  | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |   1400000 | PA      | $1405250.00   | 0.20%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    313000 | PA      | $302770.85    | 0.04%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    279000 | PA      | $286149.10    | 0.04%             | 2030-02-08      | Fixed         | 5.43%                 | Yes           |                  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      | $64393.97     | 0.01%             | 2029-12-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | U.S. Bank National Association                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    634000 | PA      | $637582.23    | 0.09%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                          | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147244.72    | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                      | American Homes 4 Rent, L.P.                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207071.61    | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    121343 | PA      | $124518.49    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                          | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    538000 | PA      | $546848.97    | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3354000 | PA      | $3337251.80   | 0.47%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  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        |   1170000 | PA      | $1170063.30   | 0.17%             | 2026-09-10      | Fixed         | 4.68%                 | 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        |     35697 | PA      | $34945.70     | 0.00%             | 2025-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | U.S. Bank National Association                                   | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |    552893 | PA      | $552066.31    | 0.08%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  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        |    506807 | PA      | $515904.43    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                 | Gobierno Federal de los Estados Unidos Mexicanos                 | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    267000 | PA      | $262522.68    | 0.04%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                 | Gobierno Federal de los Estados Unidos Mexicanos                 | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197725.60    | 0.03%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                 | Gobierno Federal de los Estados Unidos Mexicanos                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   1338000 | PA      | $1388362.32   | 0.20%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage, LLC                                   | United Wholesale Mortgage, LLC                                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    749000 | PA      | $748551.57    | 0.11%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    564000 | PA      | $565607.29    | 0.08%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    883000 | PA      | $889167.49    | 0.13%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                    | Magnum Management Corporation                                    | CUSIP: 150190AB2<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1192845.68   | 0.17%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  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        |   1299006 | PA      | $1296730.16   | 0.18%             | 2032-06-01      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1478779.55   | 0.21%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                              | Centene Corporation                                              | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3092000 | PA      | $3048429.39   | 0.43%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $872184.52    | 0.12%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    646000 | PA      | $659588.35    | 0.09%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1716784.83   | 0.24%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13938100 | PA      | $13937011.43  | 1.97%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                  | UnitedHealth Group Incorporated                                  | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128561.65    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                  | UnitedHealth Group Incorporated                                  | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    464000 | PA      | $466032.78    | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                              | Centene Corporation                                              | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    757000 | PA      | $703529.00    | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                 | Permian Resources Operating, LLC                                 | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1030127.84   | 0.15%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                         | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    597000 | PA      | $617933.15    | 0.09%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corporation                            | Central American Bottling Corporation                            | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | US        |    850000 | PA      | $827250.52    | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                            | Charter Communications Operating, LLC                            | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1728842.02   | 0.24%             | 2026-11-10      | Fixed         | 6.15%                 | 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      | $869842.70    | 0.12%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    353000 | PA      | $352522.14    | 0.05%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                        | Expand Energy Corporation                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    878000 | PA      | $882406.24    | 0.13%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   1400215 | PA      | $1414260.48   | 0.20%             | 2027-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                           | Citadel Securities Global Holdings LLC                           | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    611000 | PA      | $616884.05    | 0.09%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  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        |   1000000 | PA      | $990267.30    | 0.14%             | 2026-01-12      | Fixed         | 3.31%                 | 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        |   1175289 | PA      | $1180148.27   | 0.17%             | 2044-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564NDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    733333 | PA      | $736153.33    | 0.10%             | 2044-08-25      | Floating      | 5.56%                 | 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        |    463750 | PA      | $464181.06    | 0.07%             | 2044-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1137669.83   | 0.16%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65397.21     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LBA Trust 2024-7IND                                              | LBA Trust 2024-7IND                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500469.25    | 0.07%             | 2026-10-15      | Floating      | 5.75%                 | 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      | $1626738.05   | 0.23%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $268211.48    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tufts Medicine, Inc.                                             | Tufts Medicine, Inc.                                             | CUSIP: 57585BBJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $703775.73    | 0.10%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                     | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1578739.44   | 0.22%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                        | Matador Resources Company                                        | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1330165.07   | 0.19%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                     | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1876766.41   | 0.27%             | 2027-12-15      | Fixed         | 5.88%                 | 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      | $264456.78    | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                | Pinnacle West Capital Corporation                                | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162666.38    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                    | Popular, Inc.                                                    | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $957827.16    | 0.14%             | 2028-03-13      | Fixed         | 7.25%                 | 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      | $1499278.50   | 0.21%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                 | Principal Life Global Funding II                                 | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    655000 | PA      | $669698.79    | 0.09%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                      | Prosus N.V.                                                      | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    875000 | PA      | $855775.46    | 0.12%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                   | Protective Life Global Funding                                   | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    404000 | PA      | $409150.64    | 0.06%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Radian Group Inc.                                                | Radian Group Inc.                                                | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    133000 | PA      | $138179.02    | 0.02%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                              | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1945777.52   | 0.28%             | 2027-02-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Range Resources Corporation                                      | Range Resources Corporation                                      | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    946000 | PA      | $971853.30    | 0.14%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                              | Citizens Bank, National Association                              | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    759000 | PA      | $760765.21    | 0.11%             | 2028-08-09      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    613000 | PA      | $618100.77    | 0.09%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2305264.88   | 0.33%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1818875.25   | 0.26%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                           | JNL Government Money Market Fund - Class SL                      | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3601550 | NS      | $3601550.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -705 | NC      | $-851397.52   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1366 | NC      | $1090218.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer