# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013540
**Filing Date:** 2023-2
**Character Count:** 333280
**Document Hash:** 3c97cd49feb5981725b3a47cd2ca8d00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013540.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013540

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 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:** 23683271

**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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1151994783.02

**Total Liabilities:** $22268535.39

**Net Assets:** $1129726247.63

**Cash Not Reported:** $3862924.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1311.038645911753 | **1-Year:** -60646.059234613680 | **5-Year:** -79378.675175527426 | **10-Year:** -29433.279531500763 | **30-Year:** -6894.990162797077

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

- **3-Month:** -613.736774706086 | **1-Year:** -6990.166843347888 | **5-Year:** -10149.188054571477 | **10-Year:** -8400.751120094759 | **30-Year:** -1536.664691426489

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218176 | -0.40%               | 1.01%                | 0.44%                |
| Class ID C000218177 | -0.41%               | 1.02%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2050399.32             | $-2737655.70                               |
| Month 2  | $-1060570.42             | $9197851.53                                |
| Month 3  | $-1245852.59             | $1649576.34                                |

**Designated Index Information**

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

- **Index Identifier:** LHMN9060

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                            | JNL Securities Lending Collateral Fund                                            | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1035105 | NS      | $1035105.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | FUTURE - PHYSICALLY DELIVERED                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -639 | NC      | $193404.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | FUTURE - PHYSICALLY DELIVERED                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1826 | NC      | $449544.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                                                    | Illumina, Inc.                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    808000 | PA      | $821194.64    | 0.07%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                       | Imperial Brands Finance PLC                                                       | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   4298000 | PA      | $4110060.06   | 0.36%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                     | Netflix, Inc.                                                                     | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    838000 | PA      | $802242.21    | 0.07%             | 2025-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                                   | Granite US Holdings Corporation                                                   | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1438208.90   | 0.13%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PFP 2021-7, Ltd.                                                                  | PFP 2021-7, Ltd.                                                                  | CUSIP: 69290LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263371 | PA      | $255862.22    | 0.02%             | 2038-04-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    592000 | PA      | $542204.38    | 0.05%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                     | Univision Communications Inc.                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    854000 | PA      | $813572.14    | 0.07%             | 2025-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-5                                               | Upstart Securitization Trust 2021-5                                               | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    705658 | PA      | $677343.92    | 0.06%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                              | Verizon Master Trust                                                              | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960000 | PA      | $1971667.29   | 0.17%             | 2024-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $5393338.06   | 0.48%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Company                                              | Jersey Central Power & Light Company                                              | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2073114.90   | 0.18%             | 2024-04-01      | Fixed         | 4.70%                 | 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        |   2370000 | PA      | $2353876.18   | 0.21%             | 2026-04-14      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                     | Citigroup Commercial Mortgage Trust 2020-GC46                                     | CUSIP: 17328RBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34722431 | PA      | $1695385.19   | 0.15%             | 2053-02-18      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                      | Cleco Corporate Holdings LLC                                                      | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $1968786.86   | 0.17%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                      | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    231000 | PA      | $214343.86    | 0.02%             | 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        |    432000 | PA      | $371654.12    | 0.03%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                    | EPR Properties                                                                    | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    675000 | PA      | $587576.30    | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                            | Eldorado Resorts, Inc.                                                            | CUSIP: 28470RAH5<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    181000 | PA      | $176098.76    | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                                                                | Elmwood CLO 19 Ltd                                                                | CUSIP: 29004JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2990097.00   | 0.26%             | 2034-10-18      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources, L.P.                                                   | Endeavor Energy Resources, L.P.                                                   | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    361000 | PA      | $345664.14    | 0.03%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                | ABN AMRO Bank N.V.                                                                | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3481920.00   | 0.31%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    667000 | PA      | $665470.93    | 0.06%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002537.87   | 0.09%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                | ABN AMRO Bank N.V.                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572779.50    | 0.05%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                               | The AES Corporation                                                               | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3101000 | PA      | $2929702.62   | 0.26%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2020-2, LLC                                            | Enterprise Fleet Financing 2020-2, LLC                                            | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133762 | PA      | $130305.33    | 0.01%             | 2024-01-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Enviva Partners, LP                                                               | Enviva Partners, LP                                                               | CUSIP: 29413XAD9<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1777093.68   | 0.16%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                      | Alcoa Nederland Holding B.V.                                                      | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1409630.08   | 0.12%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2021-A                                                         | Aqua Finance Trust 2021-A                                                         | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    969832 | PA      | $882749.79    | 0.08%             | 2027-02-17      | Fixed         | 1.54%                 | 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        |   1974197 | PA      | $1971888.18   | 0.17%             | 2025-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                        | First Quantum Minerals Ltd                                                        | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $953488.83    | 0.08%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                     | FirstEnergy Transmission, LLC                                                     | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4450993.69   | 0.39%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                     | Santander Drive Auto Receivables Trust 2022-5                                     | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1195000 | PA      | $1165907.84   | 0.10%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL3, Ltd.                          | Arbor Realty Commercial Real Estate Notes 2021-FL3, Ltd.                          | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $937679.39    | 0.08%             | 2034-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                             | Ashtead Capital, Inc.                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251152.69    | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                         | The Toronto-Dominion Bank                                                         | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1012582.40   | 0.09%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Total System Services, Inc.                                                       | Total System Services, Inc.                                                       | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    848000 | PA      | $844051.37    | 0.07%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                              | VICI Properties Inc.                                                              | CUSIP: 92564RAC9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2364727.28   | 0.21%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                    | BBCMS 2019-BWAY Mortgage Trust                                                    | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $786054.83    | 0.07%             | 2034-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BDS 2018-FL1                                                                      | BDS 2018-FL1                                                                      | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247625 | PA      | $1202350.11   | 0.11%             | 2036-01-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-II, Ltd.                                                        | CIFC Funding 2013-II, Ltd.                                                        | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1380545.60   | 0.12%             | 2030-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2012-II, Ltd.                                                        | CIFC Funding 2012-II, Ltd.                                                        | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $246983.00    | 0.02%             | 2031-01-31      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CIT Bank, N.A.                                                                    | CIT Bank, N.A.                                                                    | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $950512.15    | 0.08%             | 2025-09-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CIT Group Inc.                                                                    | CIT Group Inc.                                                                    | CUSIP: 125581HA9<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49531.98     | 0.00%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 Mortgage Trust                                                     | COMM 2015-LC21 Mortgage Trust                                                     | CUSIP: 12593FBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340623 | PA      | $325243.56    | 0.03%             | 2025-05-12      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM3 Trust                                                              | CSMC 2021-NQM3 Trust                                                              | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340720 | PA      | $276299.57    | 0.02%             | 2025-05-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2017-3, Ltd.                                                       | Carlyle US CLO 2017-3, Ltd.                                                       | CUSIP: 14314FAL2<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |    356885 | PA      | $351387.28    | 0.03%             | 2029-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 Mortgage Trust                                                      | DBGS 2021-W52 Mortgage Trust                                                      | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1890998.55   | 0.17%             | 2039-10-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                       | DCP Midstream Operating, LP                                                       | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    864000 | PA      | $855863.04    | 0.08%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                | DTE Energy Company                                                                | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    849000 | PA      | $835443.46    | 0.07%             | 2024-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                        | Altice France Holding S.A.                                                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2875582.84   | 0.25%             | 2027-02-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                      | Centrica PLC                                                                      | CUSIP: 15639KAA0<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983320.90    | 0.09%             | 2023-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                        | Constellation Brands, Inc.                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1524123.62   | 0.13%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                   | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3172662.35   | 0.28%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    959000 | PA      | $943831.22    | 0.08%             | 2025-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    474000 | PA      | $421732.58    | 0.04%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Dryden 47 Senior Loan Fund                                                        | Dryden 47 Senior Loan Fund                                                        | CUSIP: 26245EAJ8<br>LEI: 254900XKQHL5AHGW3863 | Long             | ABS-CBDO         | CORP              | US        |   1607706 | PA      | $1590818.39   | 0.14%             | 2028-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2022-3                                                 | Flagship Credit Auto Trust 2022-3                                                 | CUSIP: 33845PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2302000 | PA      | $2281530.39   | 0.20%             | 2025-10-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                        | Great Wolf Trust 2019-WOLF                                                        | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4806000 | PA      | $4668097.60   | 0.41%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    668000 | PA      | $641182.94    | 0.06%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                | CNO Global Funding                                                                | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1199167.13   | 0.11%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                        | Exeter Automobile Receivables Trust 2021-2                                        | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $160093.61    | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1250337.14   | 0.11%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust 2019-FBLU                                         | Fontainebleau Miami Beach Trust 2019-FBLU                                         | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5610000 | PA      | $5209415.15   | 0.46%             | 2024-12-12      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                            | Ford Credit Auto Owner Trust 2022-REV1                                            | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3830649.20   | 0.34%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                              | JPMDB Commercial Mortgage Securities Trust 2020-COR7                              | CUSIP: 46652JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $467106.25    | 0.04%             | 2025-03-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2021-1                                           | Onemain Financial Issuance Trust 2021-1                                           | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $989504.13    | 0.09%             | 2027-09-14      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2018-REV2                                            | Ford Credit Auto Owner Trust 2018-REV2                                            | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $172568.57    | 0.02%             | 2023-07-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2019-REV1                                            | Ford Credit Auto Owner Trust 2019-REV1                                            | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    524000 | PA      | $513997.36    | 0.05%             | 2024-01-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    497000 | PA      | $473253.19    | 0.04%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| 225 Liberty Street Trust 2016-225L                                                | 225 Liberty Street Trust 2016-225L                                                | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $748290.16    | 0.07%             | 2026-02-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                               | Comcast Corporation                                                               | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    498000 | PA      | $509020.93    | 0.05%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                           | Duke Energy Corporation                                                           | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    622000 | PA      | $599942.62    | 0.05%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2021-1                                           | Onemain Financial Issuance Trust 2021-1                                           | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $713737.20    | 0.06%             | 2027-09-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                           | Duke Energy Corporation                                                           | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432038.06    | 0.04%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                           | Duke Energy Corporation                                                           | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387888.70    | 0.03%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2018-REV1                                            | Ford Credit Auto Owner Trust 2018-REV1                                            | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3910000 | PA      | $3739048.94   | 0.33%             | 2025-01-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-C                                               | Ford Credit Auto Owner Trust 2020-C                                               | CUSIP: 34533YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311677 | PA      | $303041.99    | 0.03%             | 2025-07-15      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                        | Exeter Automobile Receivables Trust 2021-2                                        | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $360511.76    | 0.03%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                     | FactSet Research Systems Inc.                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    386000 | PA      | $351466.05    | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                                            | Ford Credit Auto Owner Trust 2021-REV1                                            | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $798093.18    | 0.07%             | 2026-04-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                     | Ford Motor Credit Company LLC                                                     | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1730301.35   | 0.15%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                | F&G Global Funding                                                                | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1212709.14   | 0.11%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                | F&G Global Funding                                                                | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    388000 | PA      | $355132.12    | 0.03%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                | GLP Financing, LLC                                                                | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737130.53    | 0.07%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                           | GS Mortgage Securities Trust 2013-GCJ14                                           | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    396000 | PA      | $386917.82    | 0.03%             | 2023-08-11      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                | F&G Global Funding                                                                | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    723000 | PA      | $636847.99    | 0.06%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLBanks Office of Finance                                                        | FHLBanks Office of Finance                                                        | CUSIP: 313384BH1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | UST               | US        |   5437000 | PA      | $5419039.96   | 0.48%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                               | Intesa Sanpaolo SPA                                                               | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |   2942000 | PA      | $2790219.87   | 0.25%             | 2024-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2022-1 Ltd                                                                | TCW CLO 2022-1 Ltd                                                                | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2431017.50   | 0.22%             | 2033-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2022-1                                       | Toyota Auto Loan Extended Note Trust 2022-1                                       | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1844732.57   | 0.16%             | 2027-04-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    984000 | PA      | $959860.65    | 0.08%             | 2024-06-14      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV, Ltd.                                              | Benefit Street Partners CLO IV, Ltd.                                              | CUSIP: 08180FBG5<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $471755.04    | 0.04%             | 2032-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                    | UBS-Barclays Commercial Mortgage Trust 2013-C6                                    | CUSIP: 90349GBF1<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    725964 | PA      | $713877.14    | 0.06%             | 2023-03-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253288.93    | 0.02%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BlueMountain Fuji US Clo I Ltd                                                    | BlueMountain Fuji US Clo I Ltd                                                    | CUSIP: 09629CAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2993746 | PA      | $2948759.37   | 0.26%             | 2029-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                       | BNP Paribas                                                                       | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    966000 | PA      | $914477.42    | 0.08%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3686605.63   | 0.33%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2715539.20   | 0.24%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                       | BNP Paribas                                                                       | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $1905750.90   | 0.17%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                   | COMM 2014-CCRE17 Mortgage Trust                                                   | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $339802.23    | 0.03%             | 2024-04-12      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1308658.80   | 0.12%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    369000 | PA      | $332234.39    | 0.03%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2916000 | PA      | $2597468.44   | 0.23%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                       | Continental Resources, Inc.                                                       | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4144391.81   | 0.37%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLBanks Office of Finance                                                        | FHLBanks Office of Finance                                                        | CUSIP: 313384DA4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | UST               | US        |  11425000 | PA      | $11326702.73  | 1.00%             | 2023-03-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                         | Fells Point Funding Trust                                                         | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2353184.18   | 0.21%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1 Trust                                                              | CSMC 2020-NQM1 Trust                                                              | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103440 | PA      | $91020.73     | 0.01%             | 2065-05-25      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                       | Continental Resources, Inc.                                                       | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $1892311.20   | 0.17%             | 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        |   2361000 | PA      | $2047511.17   | 0.18%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                | Credit Agricole SA                                                                | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1196980.49   | 0.11%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                            | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    343000 | PA      | $306015.34    | 0.03%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                   | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   5023000 | PA      | $4418118.49   | 0.39%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                 | FirstEnergy Corp.                                                                 | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    510000 | PA      | $472010.71    | 0.04%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                            | Standard Chartered PLC                                                            | CUSIP: 853254AX8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $590917.65    | 0.05%             | 2025-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC28                                            | GS Mortgage Securities Trust 2015-GC28                                            | CUSIP: 36251FAW6<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $332134.11    | 0.03%             | 2025-01-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC18                                            | GS Mortgage Securities Trust 2014-GC18                                            | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4875470.00   | 0.43%             | 2024-01-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    673000 | PA      | $634719.09    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1833285.68   | 0.16%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                       | GS Mortgage Securities Corp Trust 2018-RIVR                                       | CUSIP: 36255WAA3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   3838389 | PA      | $3346484.55   | 0.30%             | 2035-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2020-3                                      | GM Financial Automobile Leasing Trust 2020-3                                      | CUSIP: 362569AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319345 | PA      | $318405.26    | 0.03%             | 2023-01-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Dryden 72 CLO Ltd                                                                 | Dryden 72 CLO Ltd                                                                 | CUSIP: 26252NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130000 | PA      | $1106314.07   | 0.10%             | 2032-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| 5 Bryant Park 2018-5Bp Mortgage Trust                                             | 5 Bryant Park 2018-5Bp Mortgage Trust                                             | CUSIP: 33830CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1193835.38   | 0.11%             | 2033-06-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2019-70P                                        | GS Mortgage Securities Corp Trust 2019-70P                                        | CUSIP: 36257MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360299 | PA      | $339620.40    | 0.03%             | 2036-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2019-SMP                                 | GS Mortgage Securities Corporation Trust 2019-SMP                                 | CUSIP: 36259NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97878.91     | 0.01%             | 2032-08-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                               | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134536.50    | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2022-4                                                 | Flagship Credit Auto Trust 2022-4                                                 | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1940935.96   | 0.17%             | 2026-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2022-4                                                 | Flagship Credit Auto Trust 2022-4                                                 | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2315000 | PA      | $2310745.26   | 0.20%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-RENT                                | GS Mortgage Securities Corporation Trust 2021-RENT                                | CUSIP: 36260XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4948726 | PA      | $4546647.70   | 0.40%             | 2035-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                                | GM Financial Consumer Automobile Receivables Trust                                | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263695 | PA      | $255237.90    | 0.02%             | 2024-05-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                          | Fortress Transportation And Infrastructure Investors LLC                          | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    573000 | PA      | $539127.42    | 0.05%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2387442 | PA      | $2400160.98   | 0.21%             | 2042-07-25      | Floating      | 6.58%                 | 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        |   1436153 | PA      | $1435207.73   | 0.13%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35564KJG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    726203 | PA      | $694411.39    | 0.06%             | 2041-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust 2021-3                                                 | GLS Auto Receivables Trust 2021-3                                                 | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233929 | PA      | $232458.34    | 0.02%             | 2023-05-15      | Fixed         | 0.42%                 | 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      | $610724.01    | 0.05%             | 2023-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                      | The Huntington National Bank                                                      | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1652002.70   | 0.15%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    451000 | PA      | $452520.50    | 0.04%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35564KWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2585630 | PA      | $2585001.35   | 0.23%             | 2042-05-27      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                             | Freeport-McMoRan Inc.                                                             | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    745000 | PA      | $735461.80    | 0.07%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1071391.89   | 0.09%             | 2025-06-01      | Fixed         | 0.82%                 | 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        |    250000 | PA      | $244985.00    | 0.02%             | 2032-01-29      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                              | Global Payments Inc.                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1392176.44   | 0.12%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7                               | JPMCC Commercial Mortgage Securities Trust 2017-JP7                               | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $112022.59    | 0.01%             | 2024-07-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd                                                              | Newark BSL CLO 2 Ltd                                                              | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    297796 | PA      | $293677.97    | 0.03%             | 2030-07-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                     | Netflix, Inc.                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971642.78    | 0.09%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron Clo 2017-1 Ltd                                                       | TCI-Flatiron Clo 2017-1 Ltd                                                       | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $708862.32    | 0.06%             | 2030-11-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                               | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    445000 | PA      | $434582.55    | 0.04%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                      | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398757.14    | 0.04%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                      | Takeda Pharmaceutical Co Ltd                                                      | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1656015.75   | 0.15%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                             | CUSIP: 87613LN96<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   5478000 | PA      | $5469998.83   | 0.48%             | 2023-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                        | Anglo American Capital PLC                                                        | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    333000 | PA      | $326496.31    | 0.03%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-5                                                 | Verus Securitization Trust 2020-5                                                 | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60607 | PA      | $54219.78     | 0.00%             | 2065-05-25      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                                | Verus Securitization Trust 2021-R2                                                | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614417 | PA      | $517480.61    | 0.05%             | 2064-02-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2185063.41   | 0.19%             | 2026-02-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $473846.21    | 0.04%             | 2028-02-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Lundin Energy Finance B.V.                                                        | Lundin Energy Finance B.V.                                                        | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1362061.99   | 0.12%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                  | Magallanes, Inc.                                                                  | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2528314.92   | 0.22%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| One Gas, Inc.                                                                     | One Gas, Inc.                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $2866591.84   | 0.25%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-OBP                                                    | One Bryant Park Trust 2019-OBP                                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2172299.87   | 0.19%             | 2029-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                | One New York Plaza Trust 2020-1NYP                                                | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $646892.91    | 0.06%             | 2023-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                  | Philip Morris International Inc.                                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1453642.66   | 0.13%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                | Plains All American Pipeline, L.P.                                                | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    902000 | PA      | $872850.43    | 0.08%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                           | Pricoa Global Funding I                                                           | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    286000 | PA      | $279786.01    | 0.02%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                                 | Cedar Funding Ltd                                                                 | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1220000 | PA      | $1191941.22   | 0.11%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                               | Centene Corporation                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $2429710.67   | 0.22%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                          | Comision Federal De Electricidad, E.P.E.                                          | CUSIP: 200447AD2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346909.85    | 0.03%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                           | Duke Energy Corporation                                                           | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3684500.80   | 0.33%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                       | Prosus N.V.                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1058405.74   | 0.09%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                | Puget Energy, Inc.                                                                | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428884.55   | 0.13%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    984000 | PA      | $946840.47    | 0.08%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Comcast Hulu Holdings, LLC                                                        | Comcast Hulu Holdings, LLC                                                        | CUSIP: 20030YAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3163289 | PA      | $3117168.25   | 0.28%             | 2024-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                                                 | CenturyLink, Inc.                                                                 | CUSIP: 15669GAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1490473 | PA      | $1450423.60   | 0.13%             | 2025-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Nutrition & Biosciences, Inc.                                                     | Nutrition & Biosciences, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    232642 | PA      | $231478.79    | 0.02%             | 2023-01-17      | Floating      | 5.76%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                          | Project Alpha Intermediate Holding, Inc.                                          | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    435319 | PA      | $423892.33    | 0.04%             | 2024-04-26      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                                                     | EQUS 2021-EQAZ Mortgage Trust                                                     | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619988 | PA      | $592125.21    | 0.05%             | 2038-10-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                                                     | EQUS 2021-EQAZ Mortgage Trust                                                     | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1949961 | PA      | $1852590.40   | 0.16%             | 2038-10-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Cowen Inc                                                                         | Cowen Inc                                                                         | CUSIP: 22362KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1849631 | PA      | $1847318.52   | 0.16%             | 2028-03-24      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Signify Health, LLC                                                               | Signify Health, LLC                                                               | CUSIP: 82671JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526631 | PA      | $518731.30    | 0.05%             | 2028-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                        | Evergy Missouri West, Inc.                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1731074.42   | 0.15%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                | F&G Global Funding                                                                | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2401232.06   | 0.21%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Stellantis                                                                        | Stellantis                                                                        | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2344437.44   | 0.21%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-2                                         | Ellington Financial Mortgage Trust 2020-2                                         | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50664 | PA      | $44366.29     | 0.00%             | 2024-11-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-1                                         | Ellington Financial Mortgage Trust 2021-1                                         | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276256 | PA      | $223689.31    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                      | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    419000 | PA      | $411255.14    | 0.04%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-2                                               | Drive Auto Receivables Trust 2021-2                                               | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1127000 | PA      | $1027552.05   | 0.09%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                                     | Santander Drive Auto Receivables Trust 2021-1                                     | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $464772.73    | 0.04%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO VII, Ltd.                                                            | Greywolf CLO VII, Ltd.                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246110.00    | 0.02%             | 2031-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                | Greystone CRE Notes 2021-FL3, Ltd.                                                | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $3707816.58   | 0.33%             | 2039-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                             | Gulfport Energy Operating Corporation                                             | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1391696.95   | 0.12%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529343.82    | 0.05%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1870265.20   | 0.17%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                | GLP Financing, LLC                                                                | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    629000 | PA      | $627324.34    | 0.06%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Louisiana Utilities Restoration Corporation                                       | Louisiana Utilities Restoration Corporation                                       | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    398000 | PA      | $385799.75    | 0.03%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  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        |   1940000 | PA      | $1840189.13   | 0.16%             | 2036-09-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                                                     | HONO 2021-LULU Mortgage Trust                                                     | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3940000 | PA      | $3784391.67   | 0.33%             | 2023-10-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Key Commercial Mortgage Securities Trust 2018-S1                                  | Key Commercial Mortgage Securities Trust 2018-S1                                  | CUSIP: 49307WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203369 | PA      | $200040.47    | 0.02%             | 2023-10-17      | Fixed         | 3.72%                 | 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        |    860000 | PA      | $832820.56    | 0.07%             | 2039-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LLC                                                              | LFT CRE 2021-FL1 LLC                                                              | CUSIP: 50203JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1360000 | PA      | $1306740.22   | 0.12%             | 2039-06-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Laredo Petroleum, Inc.                                                            | Laredo Petroleum, Inc.                                                            | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2246178.94   | 0.20%             | 2025-01-15      | Fixed         | 9.50%                 | 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      | $1419501.44   | 0.13%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                                | Lennar Corporation                                                                | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    597000 | PA      | $592905.98    | 0.05%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2020-5, Ltd                                               | Bain Capital Credit CLO 2020-5, Ltd                                               | CUSIP: 05683FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $403061.98    | 0.04%             | 2032-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM1 Trust                                                              | CSMC 2021-NQM1 Trust                                                              | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978106 | PA      | $788493.96    | 0.07%             | 2025-02-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $5347791.25   | 0.47%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                   | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3205000 | PA      | $3012264.44   | 0.27%             | 2023-07-10      | Fixed         | 4.13%                 | 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        |    820000 | PA      | $791455.72    | 0.07%             | 2024-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                     | Sabine Pass Liquefaction, LLC                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011899.10   | 0.09%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                             | PT Freeport Indonesia                                                             | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960462.08    | 0.09%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                      | Public Service Enterprise Group Incorporated                                      | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1181549.67   | 0.10%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 Trust                                                              | CSMC 2022-NQM1 Trust                                                              | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921276 | PA      | $790952.00    | 0.07%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                         | CNX Resources Corporation                                                         | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171473.32    | 0.02%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                        | American Tower Corporation                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    850000 | PA      | $841500.00    | 0.07%             | 2023-12-08      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                               | Citizens Bank, National Association                                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1466474.04   | 0.13%             | 2028-08-09      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                     | SK Hynix Inc.                                                                     | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | US        |    385000 | PA      | $332538.94    | 0.03%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                    | CSMC 2019-ICE4                                                                    | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4525000 | PA      | $4471364.72   | 0.40%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust 2021-3                                          | Credit Acceptance Auto Loan Trust 2021-3                                          | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $567824.70    | 0.05%             | 2024-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                            | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1151699.43   | 0.10%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                   | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    624000 | PA      | $580825.50    | 0.05%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                     | Santander Drive Auto Receivables Trust 2022-6                                     | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2395000 | PA      | $2381578.18   | 0.21%             | 2024-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                               | Centene Corporation                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1030585.05   | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-3                                      | GM Financial Automobile Leasing Trust 2022-3                                      | CUSIP: 380130AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2335000 | PA      | $2314367.24   | 0.20%             | 2024-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4047966.87   | 0.36%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Kayne CLO 7 Ltd                                                                   | Kayne CLO 7 Ltd                                                                   | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1470342.00   | 0.13%             | 2033-04-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15045000 | PA      | $14993282.81  | 1.33%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                    | Illumina, Inc.                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    799000 | PA      | $805065.37    | 0.07%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                               | JPMBB Commercial Mortgage Securities Trust 2015-C30                               | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3936000 | PA      | $3737375.66   | 0.33%             | 2025-07-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                          | HCA Inc.                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    754000 | PA      | $749656.21    | 0.07%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                          | HCA Inc.                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962726.20   | 0.26%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $3735283.34   | 0.33%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust 2022-1                                                     | Lendmark Funding Trust 2022-1                                                     | CUSIP: 52608JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3339402.43   | 0.30%             | 2026-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                   | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    593000 | PA      | $540458.97    | 0.05%             | 2025-09-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                           | Dryden Senior Loan Fund                                                           | CUSIP: 26253EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1497495.00   | 0.13%             | 2035-10-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                                                     | Horizon Therapeutics USA Inc.                                                     | CUSIP: 44055UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2674079 | PA      | $2670736.40   | 0.24%             | 2028-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                        | Exeter Automobile Receivables Trust 2022-3                                        | CUSIP: 30166YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1882881.95   | 0.17%             | 2023-10-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                        | Exeter Automobile Receivables Trust 2022-3                                        | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3932340.80   | 0.35%             | 2024-06-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                 | MF1 2021-FL7 Ltd.                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1121840.97   | 0.10%             | 2036-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7875000 | PA      | $7831116.56   | 0.69%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1063956.18   | 0.09%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1159261.05   | 0.10%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                             | BX Commercial Mortgage Trust 2019-IMC                                             | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4982000 | PA      | $4827374.16   | 0.43%             | 2034-04-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-GW                                                                  | BX Trust 2018-GW                                                                  | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2890000 | PA      | $2817858.95   | 0.25%             | 2037-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4481951.65   | 0.40%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    635000 | PA      | $648716.00    | 0.06%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2019-3                                                | Ally Auto Receivables Trust 2019-3                                                | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154475 | PA      | $154280.87    | 0.01%             | 2023-04-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                  | Amazon.com, Inc.                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2142767.38   | 0.19%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                               | CNH Industrial N.V.                                                               | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145948.74    | 0.01%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                    | COMM 2013-CCRE6 Mortgage Trust                                                    | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198328 | PA      | $192797.69    | 0.02%             | 2023-02-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-420                                           | Morgan Stanley Capital I Trust 2015-420                                           | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362695 | PA      | $341792.15    | 0.03%             | 2024-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO X Ltd                                                           | Mountain View CLO X Ltd                                                           | CUSIP: 62432CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93137 | PA      | $92999.44     | 0.01%             | 2027-10-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Company                                                          | Callon Petroleum Company                                                          | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    503000 | PA      | $473126.25    | 0.04%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                               | Calpine Corporation                                                               | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $433935.06    | 0.04%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105711.20    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                             | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341067.97    | 0.03%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                               | Expedia Group, Inc.                                                               | CUSIP: 30212PAS4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    672000 | PA      | $676851.27    | 0.06%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                             | Freeport-McMoRan Inc.                                                             | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1920080.70   | 0.17%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1316528.24   | 0.12%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                 | Capital One Financial Corporation                                                 | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2224968.56   | 0.20%             | 2024-12-06      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2020-B                                                    | Nissan Auto Lease Trust 2020-B                                                    | CUSIP: 65480EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2917 | PA      | $2912.38      | 0.00%             | 2023-10-16      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2022-A                                                    | Nissan Auto Lease Trust 2022-A                                                    | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2395000 | PA      | $2353974.13   | 0.21%             | 2024-07-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                           | GA Global Funding Trust                                                           | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $3183759.44   | 0.28%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                           | GA Global Funding Trust                                                           | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1667635.37   | 0.15%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cedar Funding X CLO Ltd                                                           | Cedar Funding X CLO Ltd                                                           | CUSIP: 15033XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1366120.00   | 0.12%             | 2032-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                         | Dell International L.L.C.                                                         | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2327000 | PA      | $2375891.90   | 0.21%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                   | Nordea Bank Abp                                                                   | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |    641000 | PA      | $618058.48    | 0.05%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                               | Navient Corporation                                                               | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403256.62    | 0.04%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ROSS                                | GS Mortgage Securities Corporation Trust 2021-ROSS                                | CUSIP: 36264YAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $667202.63    | 0.06%             | 2023-06-15      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ARDN                                | GS Mortgage Securities Corporation Trust 2021-ARDN                                | CUSIP: 36266CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2730000 | PA      | $2635873.70   | 0.23%             | 2023-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                         | Dell International L.L.C.                                                         | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1146697.80   | 0.10%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2020-2                                               | Dell Equipment Finance Trust 2020-2                                               | CUSIP: 24704GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198204 | PA      | $196437.21    | 0.02%             | 2023-10-23      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-2                                      | GM Financial Automobile Leasing Trust 2022-2                                      | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4867627.50   | 0.43%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Holding LLC                                                         | Ge Healthcare Holding LLC                                                         | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009624.45   | 0.27%             | 2024-11-15      | Fixed         | 5.55%                 | 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        |   1395000 | PA      | $1306073.07   | 0.12%             | 2025-12-22      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2019-2 LLC                                                  | SCF Equipment Leasing 2019-2 LLC                                                  | CUSIP: 784034AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1135488 | PA      | $1118086.52   | 0.10%             | 2026-04-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                               | Navient Corporation                                                               | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1868854.12   | 0.17%             | 2024-03-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                             | Wells Fargo & Company                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1308158.55   | 0.12%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                | Huntington Bancshares Incorporated                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    586000 | PA      | $556960.84    | 0.05%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                         | National Fuel Gas Company                                                         | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2695802.46   | 0.24%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                             | Wells Fargo & Company                                                             | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1272937.83   | 0.11%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                               | Granite Holdings US Acquisition Co.                                               | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253834 | PA      | $253516.68    | 0.02%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRTX 2019-FL3 Issuer, Ltd.                                                        | TRTX 2019-FL3 Issuer, Ltd.                                                        | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180095 | PA      | $180094.30    | 0.02%             | 2034-10-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 912796CT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13745000 | PA      | $13580365.14  | 1.20%             | 2023-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                       | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    338000 | PA      | $308413.51    | 0.03%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                       | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    317000 | PA      | $315343.58    | 0.03%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                     | Vistra Operations Company LLC                                                     | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2714837.43   | 0.24%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                 | HSBC Holdings PLC                                                                 | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    285000 | PA      | $263647.04    | 0.02%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                 | HSBC Holdings PLC                                                                 | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    371000 | PA      | $357614.04    | 0.03%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2018-285M                            | Natixis Commercial Mortgage Securities Trust 2018-285M                            | CUSIP: 63874FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $907286.30    | 0.08%             | 2032-11-17      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                               | NatWest Markets PLC                                                               | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269158.93    | 0.02%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                                | KREF 2021-FL2 Ltd.                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1520000 | PA      | $1465444.77   | 0.13%             | 2039-02-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                                | KREF 2021-FL2 Ltd.                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1520000 | PA      | $1422246.67   | 0.13%             | 2039-02-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2019-2 LLC                                                  | SCF Equipment Leasing 2019-2 LLC                                                  | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1446725.85   | 0.13%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                            | SFO Commercial Mortgage Trust 2021-555                                            | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $623119.70    | 0.06%             | 2028-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing 2021-FL6, LLC                                    | Ready Capital Mortgage Financing 2021-FL6, LLC                                    | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891657 | PA      | $841652.86    | 0.07%             | 2036-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Retail Properties of America, Inc.                                                | Retail Properties of America, Inc.                                                | CUSIP: 76131VAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    577000 | PA      | $549399.72    | 0.05%             | 2025-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                         | Orbia Advance Corporation, S.A.B. de C.V.                                         | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |    786000 | PA      | $686984.12    | 0.06%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-C                                          | Santander Retail Auto Lease Trust 2021-C                                          | CUSIP: 80286CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $880657.13    | 0.08%             | 2025-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                            | Reynolds American Inc.                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1614347.46   | 0.14%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                                    | Romark CLO Ltd                                                                    | CUSIP: 77587UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2220000 | PA      | $2133728.58   | 0.19%             | 2030-10-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                              | The Southern Company                                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    810000 | PA      | $808002.54    | 0.07%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                            | Standard Chartered PLC                                                            | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187660.34    | 0.02%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                              | VICI Properties Inc.                                                              | CUSIP: 92564RAD7<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    498000 | PA      | $452775.12    | 0.04%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LP                                                          | Viper Energy Partners LP                                                          | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1136669.28   | 0.10%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                 | NatWest Group PLC                                                                 | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   3507000 | PA      | $3473325.79   | 0.31%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                 | NatWest Group PLC                                                                 | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2285821.92   | 0.20%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                                                               | Wynn Las Vegas, LLC                                                               | CUSIP: 983130AU9<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    854000 | PA      | $842402.01    | 0.07%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                      | American Airlines Group Inc.                                                      | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $832625.33    | 0.07%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4729198.45   | 0.42%             | 2026-04-08      | Fixed         | 3.11%                 | 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        |    928283 | PA      | $931088.11    | 0.08%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Dryden 55 CLO, Ltd.                                                               | Dryden 55 CLO, Ltd.                                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1578857.60   | 0.14%             | 2031-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                              | Royal Bank of Canada                                                              | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    687000 | PA      | $677572.30    | 0.06%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40155000 | PA      | $40035787.84  | 3.54%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41251000 | PA      | $41257443.41  | 3.65%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                               | Vornado Realty L.P.                                                               | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    639000 | PA      | $596170.64    | 0.05%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| W&T Offshore, Inc.                                                                | W&T Offshore, Inc.                                                                | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1629420.39   | 0.14%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust 2019-WBM                                                | Waikiki Beach Hotel Trust 2019-WBM                                                | CUSIP: 93065PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $125351.33    | 0.01%             | 2033-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust 2019-WBM                                                | Waikiki Beach Hotel Trust 2019-WBM                                                | CUSIP: 93065PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476879.20    | 0.04%             | 2033-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                   | EQT Corporation                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1594085.12   | 0.14%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                   | EQT Corporation                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $2563879.89   | 0.23%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                   | EQT Corporation                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1631460.16   | 0.14%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                   | EQT Corporation                                                                   | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    665000 | PA      | $661292.23    | 0.06%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                    | EPR Properties                                                                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1461102.50   | 0.13%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                               | Intesa Sanpaolo SPA                                                               | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $2010336.08   | 0.18%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                       | Parker-Hannifin Corporation                                                       | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    623000 | PA      | $609812.90    | 0.05%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                            | Standard Chartered PLC                                                            | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2698800.97   | 0.24%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                      | Bank of Ireland Group Public Limited Company                                      | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2369989.99   | 0.21%             | 2023-11-25      | Fixed         | 4.50%                 | 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        |    713000 | PA      | $601968.89    | 0.05%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                      | Bank of Ireland Group Public Limited Company                                      | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |    501000 | PA      | $496496.01    | 0.04%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                  | Bank of Montreal                                                                  | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1044734.00   | 0.09%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                  | Bank of Montreal                                                                  | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1404451.33   | 0.12%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                     | Citigroup Commercial Mortgage Trust 2016-GC37                                     | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3507157.88   | 0.31%             | 2026-01-12      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2329869.24   | 0.21%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Holding LLC                                                         | Ge Healthcare Holding LLC                                                         | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1009064.62   | 0.09%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    759000 | PA      | $751698.34    | 0.07%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    971000 | PA      | $896768.41    | 0.08%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                          | KKR Industrial Portfolio Trust 2021-KDIP                                          | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191725 | PA      | $185263.92    | 0.02%             | 2025-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 Ltd.                                                                 | MF1 2021-FL6 Ltd.                                                                 | CUSIP: 55283TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $782214.66    | 0.07%             | 2036-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                            | Standard Chartered PLC                                                            | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    320000 | PA      | $301470.29    | 0.03%             | 2025-01-12      | Fixed         | 0.99%                 | 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        |   1100000 | PA      | $941806.25    | 0.08%             | 2025-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                       | Toll Brothers Finance Corp.                                                       | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $201005.81    | 0.02%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2021-1                                       | Toyota Auto Loan Extended Note Trust 2021-1                                       | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3545992.00   | 0.31%             | 2026-02-25      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                | Suncor Energy Inc.                                                                | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $911883.06    | 0.08%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                    | 7-Eleven, Inc.                                                                    | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2378133.68   | 0.21%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                  | Societe Generale                                                                  | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |    955000 | PA      | $877277.33    | 0.08%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                     | Vistra Operations Company LLC                                                     | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1929046.81   | 0.17%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                               | CommonSpirit Health                                                               | CUSIP: 14918HNQ3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4485963.60   | 0.40%             | 2023-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd                                                          | Cedar Funding XI Clo Ltd                                                          | CUSIP: 15033LAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1440000 | PA      | $1412115.84   | 0.12%             | 2032-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                                     | Santander Drive Auto Receivables Trust 2021-1                                     | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $402583.03    | 0.04%             | 2024-11-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                        | Great Wolf Trust 2019-WOLF                                                        | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1530242.08   | 0.14%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Greenko Mauritius                                                                 | Greenko Mauritius                                                                 | CUSIP: 39531LAA7<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | US        |    212000 | PA      | $210560.26    | 0.02%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hospitality Investors Trust, Inc.                                                 | Hospitality Investors Trust, Inc.                                                 | CUSIP: 40443RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306273 | PA      | $298630.85    | 0.03%             | 2036-11-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Hat Holdings I LLC                                                                | Hat Holdings I LLC                                                                | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $315858.03    | 0.03%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hat Holdings I LLC                                                                | Hat Holdings I LLC                                                                | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $481905.29    | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                   | Hertz Vehicle Financing III LLC                                                   | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |   1135000 | PA      | $1048797.66   | 0.09%             | 2024-12-25      | Fixed         | 1.21%                 | No            |                  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      | $1074877.26   | 0.10%             | 2026-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2020-2 Owner Trust                                         | Honda Auto Receivables 2020-2 Owner Trust                                         | CUSIP: 43813DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535000 | PA      | $518011.88    | 0.05%             | 2023-08-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                       | Humana Inc.                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1673891.68   | 0.15%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2125311.89   | 0.19%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Illinois, State of                                                                | Illinois, State of                                                                | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    139091 | PA      | $139163.45    | 0.01%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-1440                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-1440                  | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1918292.00   | 0.17%             | 2024-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD.                                                                   | KKR CLO 24 LTD.                                                                   | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | US        |   1620000 | PA      | $1587169.08   | 0.14%             | 2032-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                | Metropolitan Life Global Funding I                                                | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    681000 | PA      | $666303.58    | 0.06%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                | Newell Brands Inc.                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    518000 | PA      | $488862.50    | 0.04%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OZLM XVII, Ltd.                                                                   | OZLM XVII, Ltd.                                                                   | CUSIP: 67111NAA2<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-CBDO         | CORP              | US        |   1490660 | PA      | $1466700.13   | 0.13%             | 2030-07-22      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                          | Chord Energy Corporation                                                          | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    768000 | PA      | $744039.95    | 0.07%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                                  | PDC Energy, Inc.                                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1373549.48   | 0.12%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                               | PFS Financing Corp.                                                               | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $963975.40    | 0.09%             | 2023-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                              | Royal Bank of Canada                                                              | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    657000 | PA      | $683356.87    | 0.06%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                   | Santander UK Group Holdings PLC                                                   | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    488000 | PA      | $456743.76    | 0.04%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                                  | PDC Energy, Inc.                                                                  | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    161000 | PA      | $159635.71    | 0.01%             | 2024-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1596822.97   | 0.14%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1311144.75   | 0.12%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3341156.15   | 0.30%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                            | Triton Container International Limited                                            | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |    199000 | PA      | $184130.02    | 0.02%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                   | Park Aerospace Holdings Limited                                                   | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |    720000 | PA      | $718198.55    | 0.06%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                   | Santander UK Group Holdings PLC                                                   | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    797000 | PA      | $762764.71    | 0.07%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                            | General Motors Financial Company, Inc.                                            | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1560181.11   | 0.14%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                   | Santander UK Group Holdings PLC                                                   | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $3243098.17   | 0.29%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-3                                      | GM Financial Automobile Leasing Trust 2022-3                                      | CUSIP: 380130AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2121000 | PA      | $2074712.36   | 0.18%             | 2024-10-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                          | Golden Credit Card Trust                                                          | CUSIP: 380881ER9<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |    267000 | PA      | $264138.53    | 0.02%             | 2023-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                      | U.S. Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    930000 | PA      | $911108.45    | 0.08%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                           | The Bank of New York Mellon Corporation                                           | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492783.54    | 0.04%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                      | KeyBank National Association                                                      | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    458000 | PA      | $447875.44    | 0.04%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                                          | Kinross Gold Corporation                                                          | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | US        |    694000 | PA      | $696019.54    | 0.06%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust 2022-1                                                     | Lendmark Funding Trust 2022-1                                                     | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1420000 | PA      | $1384832.00   | 0.12%             | 2026-04-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                              | M&T Bank Corporation                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    762000 | PA      | $736498.53    | 0.07%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N2                                            | Carvana Auto Receivables Trust 2021-N2                                            | CUSIP: 14686KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202916 | PA      | $199285.05    | 0.02%             | 2023-10-10      | Fixed         | 0.32%                 | 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        |    171177 | PA      | $159458.25    | 0.01%             | 2025-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288158.15    | 0.03%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                            | Carvana Auto Receivables Trust 2022-P1                                            | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3845000 | PA      | $3695336.07   | 0.33%             | 2025-06-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                             | Dominion Energy, Inc.                                                             | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1286797.55   | 0.11%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2018-5                                               | Drive Auto Receivables Trust 2018-5                                               | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251124 | PA      | $250714.19    | 0.02%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2019-1                                               | Drive Auto Receivables Trust 2019-1                                               | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234667 | PA      | $234075.53    | 0.02%             | 2026-06-15      | Fixed         | 4.09%                 | 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        |   9927048 | NS      | $9927047.66   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities T                                | J.P. Morgan Chase Commercial Mortgage Securities T                                | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4976834 | PA      | $4604055.18   | 0.41%             | 2037-04-15      | Floating      | 4.93%                 | 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        |   1620000 | PA      | $1561198.86   | 0.14%             | 2037-01-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BA Master Credit Card Trust II                                                    | BA Master Credit Card Trust II                                                    | CUSIP: 576339CF0<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-CBDO         | CORP              | US        |    859000 | PA      | $853618.28    | 0.08%             | 2023-03-21      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2022-1                                       | Mercedes-Benz Auto Receivables Trust 2022-1                                       | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1055000 | PA      | $1062649.49   | 0.09%             | 2026-05-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                           | Mercedes-Benz Finance North America LLC                                           | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    732000 | PA      | $736255.78    | 0.07%             | 2024-11-27      | Fixed         | 5.50%                 | 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      | $418618.13    | 0.04%             | 2026-03-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                           | MTN Commercial Mortgage Trust 2022-LPFL                                           | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4850000 | PA      | $4721093.79   | 0.42%             | 2024-03-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                             | NBM US Holdings, Inc.                                                             | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994227.21    | 0.09%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                  | NRG Energy, Inc.                                                                  | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1286620.54   | 0.11%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor, LLC                                         | New Economy Assets - Phase 1 Sponsor, LLC                                         | CUSIP: 643821AA9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $744985.82    | 0.07%             | 2026-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| OCP Clo 2019-17 Ltd                                                               | OCP Clo 2019-17 Ltd                                                               | CUSIP: 67113LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1940000 | PA      | $1897001.84   | 0.17%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32, Ltd.                                              | Octagon Investment Partners 32, Ltd.                                              | CUSIP: 67578BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434448 | PA      | $1416492.59   | 0.13%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XIV Ltd                                               | Octagon Investment Partners XIV Ltd                                               | CUSIP: 67590ABP6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |    467575 | PA      | $462362.15    | 0.04%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PT Pelabuhan Indonesia III (Persero)                                              | PT Pelabuhan Indonesia III (Persero)                                              | CUSIP: 69370TAB9<br>LEI: 254900Y6SH3NRN1A8R64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744879.38    | 0.07%             | 2023-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                               | Citizens Bank, National Association                                               | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    579000 | PA      | $585053.04    | 0.05%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                    | SMRT 2022-MINI                                                                    | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3840000 | PA      | $3705775.49   | 0.33%             | 2027-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-A                                          | Santander Retail Auto Lease Trust 2021-A                                          | CUSIP: 80286TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1875000 | PA      | $1826552.44   | 0.16%             | 2023-12-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                     | Santander Drive Auto Receivables Trust 2022-5                                     | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2415000 | PA      | $2405084.98   | 0.21%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2020-B                           | World Omni Automobile Lease Securitization Trust 2020-B                           | CUSIP: 98163GAD3<br>LEI: 5493001ZFJU3487OFZ50 | Long             | ABS-CBDO         | CORP              | US        |    583982 | PA      | $580315.73    | 0.05%             | 2024-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| York CLO-2 Ltd                                                                    | York CLO-2 Ltd                                                                    | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2860264.20   | 0.25%             | 2031-01-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| York CLO-2 Ltd                                                                    | York CLO-2 Ltd                                                                    | CUSIP: 98625TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478094 | PA      | $460633.53    | 0.04%             | 2031-01-22      | Floating      | 5.77%                 | No            |                  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        |    450000 | PA      | $421204.50    | 0.04%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1302664.89   | 0.12%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                      | Barclays PLC                                                                      | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2079716.41   | 0.18%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                      | Barclays PLC                                                                      | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2365715.98   | 0.21%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                | Discover Card Execution Note Trust                                                | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2737796.47   | 0.24%             | 2025-10-15      | Fixed         | 5.03%                 | 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        |    530000 | PA      | $522931.92    | 0.05%             | 2031-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                      | LIFE 2021-BMR Mortgage Trust                                                      | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3342099 | PA      | $3236761.25   | 0.29%             | 2023-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                          | Lloyds Banking Group PLC                                                          | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193877.80    | 0.02%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Loancore 2019-CRE2 Issuer Ltd.                                                    | Loancore 2019-CRE2 Issuer Ltd.                                                    | CUSIP: 53946JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2261527.88   | 0.20%             | 2024-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2022-A                                             | Mariner Finance Issuance Trust 2022-A                                             | CUSIP: 56847QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2670000 | PA      | $2646306.42   | 0.23%             | 2037-10-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                         | Matador Resources Company                                                         | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1657090.30   | 0.15%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NYO Commercial Mortgage Trust 2021-1290                                           | NYO Commercial Mortgage Trust 2021-1290                                           | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2135997.02   | 0.19%             | 2023-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                   | Oceaneering International, Inc.                                                   | CUSIP: 675232AA0<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1412216.75   | 0.13%             | 2024-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-1                                                   | Octane Receivables Trust 2021-1                                                   | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222799 | PA      | $214847.54    | 0.02%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-1                                                   | Octane Receivables Trust 2021-1                                                   | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1811491 | PA      | $1768741.01   | 0.16%             | 2025-03-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                  | Pacific Gas And Electric Company                                                  | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2061203 | PA      | $1916797.80   | 0.17%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                        | Starwood Mortgage Residential Trust 2021-2                                        | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537821 | PA      | $477722.18    | 0.04%             | 2023-05-25      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                               | Stryker Corporation                                                               | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $3347966.25   | 0.30%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                          | Svenska Handelsbanken AB                                                          | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |    813000 | PA      | $786983.94    | 0.07%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                              | Viterra Finance B.V.                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | US        |    753000 | PA      | $652474.50    | 0.06%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                   | Western Midstream Operating, LP                                                   | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499740.41   | 0.13%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                   | Westinghouse Air Brake Technologies Corporation                                   | CUSIP: 960386AH3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    925000 | PA      | $917458.94    | 0.08%             | 2023-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2021-2                                      | Westlake Automobile Receivables Trust 2021-2                                      | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496524 | PA      | $490620.53    | 0.04%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2021-2                                      | Westlake Automobile Receivables Trust 2021-2                                      | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    665000 | PA      | $629911.47    | 0.06%             | 2026-07-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                            | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1870436.00   | 0.17%             | 2024-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Greenko Solar (Mauritius) Limited                                                 | Greenko Solar (Mauritius) Limited                                                 | CUSIP: N/A<br>LEI: 2138005EDWGI4914B264       | Long             | DBT              | CORP              | US        |    800000 | PA      | $794567.00    | 0.07%             | 2023-02-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                       | Imperial Brands Finance PLC                                                       | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1628443.87   | 0.14%             | 2027-07-27      | Fixed         | 6.13%                 | 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        |   1490000 | PA      | $1256776.11   | 0.11%             | 2026-05-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                     | Sabine Pass Liquefaction, LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   4981000 | PA      | $4987632.70   | 0.44%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                   | Sabre GLBL Inc.                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1312206.68   | 0.12%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                            | Macquarie Bank Limited                                                            | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2548293.46   | 0.23%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                                  | Magnolia Oil & Gas Operating LLC                                                  | CUSIP: 559665AA2<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1664715.13   | 0.15%             | 2026-08-01      | Fixed         | 6.00%                 | 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        |    795000 | PA      | $693198.18    | 0.06%             | 2027-10-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Trust 2022-1                                                       | Pagaya AI Debt Trust 2022-1                                                       | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1461612 | PA      | $1405009.18   | 0.12%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2020-1, LLC                                            | Palmer Square Loan Funding 2020-1, LLC                                            | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109511 | PA      | $108745.52    | 0.01%             | 2028-02-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                 | Clarios Global LP                                                                 | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1650425.54   | 0.15%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Parallel 2017-1 Ltd                                                               | Parallel 2017-1 Ltd                                                               | CUSIP: 69915XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    388782 | PA      | $382865.46    | 0.03%             | 2029-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                   | Park Aerospace Holdings Limited                                                   | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2423812.05   | 0.21%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2022-A                                        | PenFed Auto Receivables Owner Trust 2022-A                                        | CUSIP: 706874AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3215000 | PA      | $3189379.02   | 0.28%             | 2024-12-16      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                    | Weatherford International Ltd.                                                    | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1069561.42   | 0.09%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                    | Caesars Resort Collection, LLC                                                    | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    561217 | PA      | $559437.46    | 0.05%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                               | Granite Holdings US Acquisition Co.                                               | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179775 | PA      | $179550.42    | 0.02%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Signify Health, LLC                                                               | Signify Health, LLC                                                               | CUSIP: 82671JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1845102 | PA      | $1817425.93   | 0.16%             | 2028-06-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Moneygram International, Inc                                                      | Moneygram International, Inc                                                      | CUSIP: 60935QAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1768327 | PA      | $1760033.58   | 0.16%             | 2026-07-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| WP CityMD Bidco LLC                                                               | WP CityMD Bidco LLC                                                               | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2583290 | PA      | $2577038.41   | 0.23%             | 2028-12-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Ltd.                                                           | Maxar Technologies Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1695739 | PA      | $1693924.91   | 0.15%             | 2029-06-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxv Blocker A                                                          | Apidos Clo Xxv Blocker A                                                          | CUSIP: 03762YAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2467239.64   | 0.22%             | 2031-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                  | UniCredit S.p.A.                                                                  | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1496849.96   | 0.13%             | 2023-12-04      | Fixed         | 7.83%                 | 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        |   2970000 | PA      | $2875048.51   | 0.25%             | 2037-01-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL2, Ltd.                          | Arbor Realty Commercial Real Estate Notes 2021-FL2, Ltd.                          | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    760000 | PA      | $737808.91    | 0.07%             | 2036-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                           | Macquarie Group Limited                                                           | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458656.36    | 0.04%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                  | Magallanes, Inc.                                                                  | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    655000 | PA      | $626258.81    | 0.06%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIX, Limited                                                           | Magnetite XXIX, Limited                                                           | CUSIP: 55955KAA2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | US        |    520000 | PA      | $510019.12    | 0.05%             | 2034-01-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Electric Company                                                     | Pennsylvania Electric Company                                                     | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2706352.50   | 0.24%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                               | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2766869.25   | 0.24%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                       | Qorvo, Inc.                                                                       | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    372000 | PA      | $341906.61    | 0.03%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2021-1 LLC                                                  | SCF Equipment Leasing 2021-1 LLC                                                  | CUSIP: 783897AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $893444.90    | 0.08%             | 2029-08-20      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                              | Viterra Finance B.V.                                                              | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | US        |    949000 | PA      | $895995.09    | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ares XLII CLO Ltd.                                                                | Ares XLII CLO Ltd.                                                                | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-CBDO         | CORP              | US        |   1096544 | PA      | $1083433.96   | 0.10%             | 2028-01-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ares L CLO Ltd.                                                                   | Ares L CLO Ltd.                                                                   | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | US        |   1510000 | PA      | $1479736.58   | 0.13%             | 2032-06-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                             | Ashtead Capital, Inc.                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937338.70    | 0.08%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corporation                                                          | Atmos Energy Corporation                                                          | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2791477.61   | 0.25%             | 2023-03-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                               | Vornado Realty L.P.                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    311000 | PA      | $262854.56    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                      | Churchill Downs Incorporated                                                      | CUSIP: 17148PAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2376138 | PA      | $2370197.75   | 0.21%             | 2024-12-12      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Clo 3-R, LLC                                                    | Anchorage Capital Clo 3-R, LLC                                                    | CUSIP: 03330AAA0<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | US        |    290706 | PA      | $287133.99    | 0.03%             | 2031-01-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                        | Anglo American Capital PLC                                                        | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968483.10    | 0.09%             | 2024-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                        | Avis Budget Rental Car Funding (AESOP) LLC                                        | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   2156000 | PA      | $2083195.98   | 0.18%             | 2024-09-20      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                   | Avolon Holdings Funding Limited                                                   | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    259000 | PA      | $255973.30    | 0.02%             | 2023-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                   | Avolon Holdings Funding Limited                                                   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2371442.50   | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                    | BBCMS 2018-TALL Mortgage Trust                                                    | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1775607.12   | 0.16%             | 2037-03-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BHP Trust 2019-BXHP                                                               | BHP Trust 2019-BXHP                                                               | CUSIP: 05550TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64026 | PA      | $62268.19     | 0.01%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                              | BPCE                                                                              | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190953.56    | 0.02%             | 2026-04-01      | Fixed         | 4.88%                 | 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        |   1540000 | PA      | $1471271.03   | 0.13%             | 2038-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BWAY Corporation                                                                  | BWAY Corporation                                                                  | CUSIP: 05604FAC9<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $603621.95    | 0.05%             | 2025-03-12      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                   | Australia and New Zealand Banking Group Limited                                   | CUSIP: 052528AH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246390.00    | 0.02%             | 2024-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                        | Aviation Capital Group LLC                                                        | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1185114.45   | 0.10%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                 | CCO Holdings, LLC                                                                 | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993540.28   | 0.18%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd.                                                         | CIFC Funding 2021-IV Ltd.                                                         | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1968626.00   | 0.17%             | 2033-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                        | Aviation Capital Group LLC                                                        | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139639.81    | 0.01%             | 2026-01-30      | Fixed         | 1.95%                 | 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      | $1885134.29   | 0.17%             | 2026-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BX Trust 2017-APPL                                                                | BX Trust 2017-APPL                                                                | CUSIP: 05607DAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3303061.92   | 0.29%             | 2034-07-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                           | CF Hippolyta Issuer LLC                                                           | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2855161 | PA      | $2343575.34   | 0.21%             | 2026-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS3 Mortgage Trust                                                     | COMM 2014-UBS3 Mortgage Trust                                                     | CUSIP: 12591YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334196 | PA      | $323377.84    | 0.03%             | 2024-04-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                     | COMM 2014-UBS4 Mortgage Trust                                                     | CUSIP: 12592PBF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $406502.30    | 0.04%             | 2024-11-13      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE21 Mortgage Trust                                                   | COMM 2014-CCRE21 Mortgage Trust                                                   | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295873 | PA      | $283556.14    | 0.03%             | 2024-12-12      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                         | CNO Financial Group, Inc.                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720438.85    | 0.06%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2017-2, Ltd.                                                       | Carlyle US CLO 2017-2, Ltd.                                                       | CUSIP: 14315JAQ2<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1968840.00   | 0.17%             | 2031-07-21      | Floating      | 5.29%                 | 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        |   3878066 | PA      | $3819064.97   | 0.34%             | 2031-07-28      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                   | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1023355.54   | 0.09%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                   | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    475000 | PA      | $437763.81    | 0.04%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corporation                                                         | Southwest Gas Corporation                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    850000 | PA      | $865496.69    | 0.08%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BankUnited, Inc.                                                                  | BankUnited, Inc.                                                                  | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1326140.13   | 0.12%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                              | Chase Issuance Trust                                                              | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   1915000 | PA      | $1865067.91   | 0.17%             | 2025-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                             | Cheniere Corpus Christi Holdings, LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2958000 | PA      | $2974742.72   | 0.26%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                    | Citigroup Inc.                                                                    | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2090168.14   | 0.19%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Galaxy XXIII CLO Ltd                                                              | Galaxy XXIII CLO Ltd                                                              | CUSIP: 36319TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1535811 | PA      | $1514095.70   | 0.13%             | 2029-04-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                           | International Flavors & Fragrances Inc.                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1872666.89   | 0.17%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                 | MF1 2021-FL7 Ltd.                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4980000 | PA      | $4764592.59   | 0.42%             | 2036-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 Ltd.                                                                 | MF1 2022-FL8 Ltd.                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4053000 | PA      | $3884012.60   | 0.34%             | 2037-02-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 Ltd.                                                                 | MF1 2022-FL8 Ltd.                                                                 | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2213422.68   | 0.20%             | 2037-02-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                   | COMM 2014-CCRE17 Mortgage Trust                                                   | CUSIP: 12631DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379999 | PA      | $366909.89    | 0.03%             | 2024-04-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV                                                                     | CSMC 2021-ADV                                                                     | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $488528.13    | 0.04%             | 2023-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6 Trust                                                              | CSMC 2021-NQM6 Trust                                                              | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1496522 | PA      | $1163532.59   | 0.10%             | 2025-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6 Trust                                                              | CSMC 2021-NQM6 Trust                                                              | CUSIP: 12662KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979956 | PA      | $752239.19    | 0.07%             | 2025-09-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                           | Macquarie Group Limited                                                           | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1435794.34   | 0.13%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XI, Ltd.                                                     | Madison Park Funding XI, Ltd.                                                     | CUSIP: 55818KAV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1937965 | PA      | $1913345.11   | 0.17%             | 2029-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                            | CVS Health Corporation                                                            | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2443848.17   | 0.22%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2020-2                                                    | Carmax Auto Owner Trust 2020-2                                                    | CUSIP: 14315VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5236 | PA      | $5197.81      | 0.00%             | 2024-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                  | Magallanes, Inc.                                                                  | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1781522.12   | 0.16%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| NOVA Gas Transmission Ltd.                                                        | NOVA Gas Transmission Ltd.                                                        | CUSIP: 669771AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $755169.98    | 0.07%             | 2023-04-01      | Fixed         | 7.88%                 | 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        |   1600000 | PA      | $1570969.60   | 0.14%             | 2031-04-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2021-2                                               | Dell Equipment Finance Trust 2021-2                                               | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    444361 | PA      | $439014.19    | 0.04%             | 2023-06-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                      | Nutrien Ltd.                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1480841.42   | 0.13%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                | One New York Plaza Trust 2020-1NYP                                                | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $946644.60    | 0.08%             | 2023-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                               | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2163732.15   | 0.19%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                  | Philip Morris International Inc.                                                  | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    573000 | PA      | $575930.34    | 0.05%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                              | Royal Bank of Canada                                                              | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1184822.52   | 0.10%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2021-1 LLC                                                  | SCF Equipment Leasing 2021-1 LLC                                                  | CUSIP: 783897AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $806428.58    | 0.07%             | 2028-08-21      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                              | VICI Properties Inc.                                                              | CUSIP: 92564RAG0<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    654000 | PA      | $627069.01    | 0.06%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nutrition & Biosciences, Inc.                                                     | Nutrition & Biosciences, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    775000 | PA      | $771125.00    | 0.07%             | 2025-01-17      | Floating      | 6.13%                 | No            |                  3 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                         | Invitation Homes Operating Partnership LP                                         | CUSIP: 46187CAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2919521 | PA      | $2853831.78   | 0.25%             | 2025-01-31      | Floating      | 5.39%                 | No            |                  3 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                               | Granite Holdings US Acquisition Co.                                               | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1242033 | PA      | $1240480.90   | 0.11%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                            | Buckeye Partners, L.P.                                                            | CUSIP: 11823LAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    832746 | PA      | $827258.18    | 0.07%             | 2026-11-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                             | Charter Communications Operating, LLC                                             | CUSIP: 16117LBW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5017376 | PA      | $4983659.61   | 0.44%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                       | Resorts World Las Vegas LLC                                                       | CUSIP: 76120KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1960000.00   | 0.17%             | 2024-04-16      | Floating      | 5.57%                 | No            |                  3 | On Loan: No      |
| Dell International L.L.C.                                                         | Dell International L.L.C.                                                         | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $497897.58    | 0.04%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                               | Intesa Sanpaolo SPA                                                               | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    911000 | PA      | $910468.52    | 0.08%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Israel Electric Corporation Ltd.                                              | The Israel Electric Corporation Ltd.                                              | CUSIP: 46507MAE2<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005343.80   | 0.09%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                               | Ally Financial Inc.                                                               | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1041098.34   | 0.09%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                               | Ally Financial Inc.                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2258632.03   | 0.20%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                               | Ally Financial Inc.                                                               | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326530.75    | 0.03%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                               | Ally Financial Inc.                                                               | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69743.73     | 0.01%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Aon Corporation                                                                   | Aon Corporation                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    203000 | PA      | $212452.31    | 0.02%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                            | General Motors Financial Company, Inc.                                            | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2873000 | PA      | $2866642.91   | 0.25%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kayne CLO 2 Ltd                                                                   | Kayne CLO 2 Ltd                                                                   | CUSIP: 48661TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $609542.46    | 0.05%             | 2031-10-15      | Floating      | 5.16%                 | No            |                  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        |   2080000 | PA      | $2028061.36   | 0.18%             | 2024-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                | AMC Networks, Inc.                                                                | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1083906.48   | 0.10%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty 2021-FL2 Issuer, Ltd.                                     | ACRES Commercial Realty 2021-FL2 Issuer, Ltd.                                     | CUSIP: 00500JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2730000 | PA      | $2606827.86   | 0.23%             | 2037-01-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                             | American Electric Power Company, Inc.                                             | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1125262.22   | 0.10%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                             | American Electric Power Company, Inc.                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    570000 | PA      | $586601.46    | 0.05%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                        | American Tower Corporation                                                        | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    164000 | PA      | $145945.11    | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2020-1                                   | Americredit Automobile Receivables Trust 2020-1                                   | CUSIP: 03067DAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128495 | PA      | $127540.14    | 0.01%             | 2025-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-6                                                   | Angel Oak Mortgage Trust 2020-6                                                   | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42658 | PA      | $36615.39     | 0.00%             | 2024-09-25      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                   | Avolon Holdings Funding Limited                                                   | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2724107.40   | 0.24%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                   | Avolon Holdings Funding Limited                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    263000 | PA      | $226369.70    | 0.02%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL7 Ltd                                                                  | BDS 2021-FL7 Ltd                                                                  | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2230000 | PA      | $2143375.20   | 0.19%             | 2026-06-16      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                                | BX Trust 2021-ARIA                                                                | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2620000 | PA      | $2377956.02   | 0.21%             | 2023-10-16      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                               | Suzano Austria GmbH                                                               | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414311.84    | 0.04%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461247.08    | 0.04%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8221000 | PA      | $7859336.01   | 0.70%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                      | Barclays PLC                                                                      | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1790744.21   | 0.16%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO III, Ltd.                                             | Benefit Street Partners CLO III, Ltd.                                             | CUSIP: 08180EBJ2<br>LEI: 549300F3QTVS05HEB649 | Long             | ABS-CBDO         | CORP              | US        |    619038 | PA      | $614200.59    | 0.05%             | 2029-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                 | Capital One Financial Corporation                                                 | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    762000 | PA      | $744284.89    | 0.07%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                   | Capital One Prime Auto Receivables Trust 2022-1                                   | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6330000 | PA      | $6118872.98   | 0.54%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2020-2                                                    | Carmax Auto Owner Trust 2020-2                                                    | CUSIP: 14315VAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1794493.55   | 0.16%             | 2024-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                  | Credit Suisse AG                                                                  | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257041.48    | 0.02%             | 2024-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CrownRock, L.P.                                                                   | CrownRock, L.P.                                                                   | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2192480.00   | 0.19%             | 2025-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 Mortgage Trust                                                      | DBGS 2021-W52 Mortgage Trust                                                      | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1009850.81   | 0.09%             | 2039-10-17      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                                   | Apidos CLO XXXI                                                                   | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1671305.70   | 0.15%             | 2031-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BFLD Trust 2019-DPLO                                                              | BFLD Trust 2019-DPLO                                                              | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $1952753.08   | 0.17%             | 2034-10-16      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                      | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    484000 | PA      | $479694.85    | 0.04%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-2                                     | Santander Drive Auto Receivables Trust 2020-2                                     | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615000 | PA      | $597919.11    | 0.05%             | 2025-03-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                              | BA Credit Card Trust                                                              | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011054.70   | 0.09%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                      | B. A. T. Capital Corporation                                                      | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2467280.79   | 0.22%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-C                                          | Santander Retail Auto Lease Trust 2021-C                                          | CUSIP: 80286CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57197 | PA      | $57080.37     | 0.01%             | 2024-04-22      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                         | Specialty Building Products Holdings, LLC                                         | CUSIP: 84749AAA5<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |    899000 | PA      | $722091.87    | 0.06%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                               | B.A.T. International Finance P.L.C.                                               | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1440586.20   | 0.13%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | CUSIP: 05533UAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $295791.03    | 0.03%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                       | Onemain Finance Corporation                                                       | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167881.66    | 0.01%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                    | BBCMS 2018-TALL Mortgage Trust                                                    | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $1920431.09   | 0.17%             | 2037-03-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                              | BPCE                                                                              | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2344787.30   | 0.21%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                   | Santander UK Group Holdings PLC                                                   | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    480000 | PA      | $410021.28    | 0.04%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                                     | Santander Drive Auto Receivables Trust 2021-1                                     | CUSIP: 80286NAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310633 | PA      | $306123.18    | 0.03%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                   | Bombardier Inc.                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2158277.29   | 0.19%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                               | British Airways PLC                                                               | CUSIP: 11042AAA2<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |    155630 | PA      | $151894.42    | 0.01%             | 2024-06-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                       | Targa Resources Partners LP                                                       | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2364740.45   | 0.21%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                    | ING Groep N.V.                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | US        |    530000 | PA      | $517401.90    | 0.05%             | 2028-03-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                    | The Brooklyn Union Gas Company                                                    | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $905144.57    | 0.08%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                            | Buckeye Partners, L.P.                                                            | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1017133.60   | 0.09%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                           | Capital One Multi-Asset Execution Trust                                           | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   2090000 | PA      | $2106546.95   | 0.19%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-LBA6                                                                | BX Trust 2022-LBA6                                                                | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4175000 | PA      | $4034269.10   | 0.36%             | 2039-01-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2020-4                                                    | Carmax Auto Owner Trust 2020-4                                                    | CUSIP: 14316HAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    971000 | PA      | $895631.85    | 0.08%             | 2026-06-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                   | Capital One Prime Auto Receivables Trust 2022-2                                   | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2220000 | PA      | $2169413.97   | 0.19%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                          | Celanese US Holdings LLC                                                          | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3360219.01   | 0.30%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P2                                            | Carvana Auto Receivables Trust 2022-P2                                            | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1858254.91   | 0.16%             | 2026-09-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                          | Devon Energy Corporation                                                          | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817618.48    | 0.07%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                          | Devon Energy Corporation                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1291358.43   | 0.11%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                | Discover Card Execution Note Trust                                                | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   2485000 | PA      | $2407889.95   | 0.21%             | 2025-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                              | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1377872.71   | 0.12%             | 2023-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                              | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1727251.75   | 0.15%             | 2024-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                              | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    396000 | PA      | $373883.40    | 0.03%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                         | Mylan Inc                                                                         | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1190163.13   | 0.11%             | 2023-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                               | NatWest Markets PLC                                                               | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |    366000 | PA      | $350329.00    | 0.03%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                               | Navient Corporation                                                               | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    354000 | PA      | $344011.47    | 0.03%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                               | Navient Corporation                                                               | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461722.56    | 0.04%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                  | Navient Private Education Refi Loan Trust 2020-F                                  | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319297 | PA      | $291568.44    | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | 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        |   1374983 | PA      | $1165998.30   | 0.10%             | 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        |   1243542 | PA      | $1062457.96   | 0.09%             | 2070-07-15      | Fixed         | 2.23%                 | 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        |    553274 | PA      | $487989.14    | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                     | Netflix, Inc.                                                                     | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708896.33    | 0.06%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                     | Netflix, Inc.                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3484000 | PA      | $3400267.46   | 0.30%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                       | Toll Brothers Finance Corp.                                                       | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $847923.83    | 0.08%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                              | BX Commercial Mortgage Trust 2019-XL                                              | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225798 | PA      | $222699.19    | 0.02%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-PSB                                                                 | BX Trust 2022-PSB                                                                 | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3796082 | PA      | $3763490.98   | 0.33%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                      | The Huntington National Bank                                                      | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1253700.94   | 0.11%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    234000 | PA      | $204786.93    | 0.02%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                           | Capital One Multi-Asset Execution Trust                                           | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   5405000 | PA      | $5257470.53   | 0.47%             | 2025-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                   | Capital One Prime Auto Receivables Trust 2022-2                                   | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2175000 | PA      | $2149640.15   | 0.19%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                         | The Toronto-Dominion Bank                                                         | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1471185.52   | 0.13%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                              | VICI Properties Inc.                                                              | CUSIP: 92564RAF2<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1440153.15   | 0.13%             | 2024-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                              | KNDR Trust 2021-KIND                                                              | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1012681 | PA      | $956502.53    | 0.08%             | 2026-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                | Metropolitan Life Global Funding I                                                | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4792148.73   | 0.42%             | 2024-01-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                              | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3931298.48   | 0.35%             | 2024-03-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                              | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    334000 | PA      | $295499.02    | 0.03%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                              | Global Payments Inc.                                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    352000 | PA      | $331232.04    | 0.03%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust 2021-1                                      | OneMain Direct Auto Receivables Trust 2021-1                                      | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1495000 | PA      | $1372914.26   | 0.12%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                | Oracle Corporation                                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    551000 | PA      | $562828.44    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                 | Microchip Technology Incorporated                                                 | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    394000 | PA      | $392253.48    | 0.03%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                 | Microchip Technology Incorporated                                                 | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    648000 | PA      | $635184.12    | 0.06%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                            | Triton Container International Limited                                            | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |    886000 | PA      | $860987.78    | 0.08%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                      | Truist Financial Corporation                                                      | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    908000 | PA      | $891991.87    | 0.08%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                 | Microchip Technology Incorporated                                                 | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    631000 | PA      | $612757.44    | 0.05%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                 | Microchip Technology Incorporated                                                 | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    885000 | PA      | $841380.09    | 0.07%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                | Mitsubishi UFJ Financial Group Inc                                                | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184141.06    | 0.02%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                | Mitsubishi UFJ Financial Group Inc                                                | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1692210.27   | 0.15%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                       | Continental Resources, Inc.                                                       | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1086223.93   | 0.10%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-3                                       | Deephaven Residential Mortgage Trust 2021-3                                       | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039850 | PA      | $855182.17    | 0.08%             | 2025-09-25      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                     | Discover Bank                                                                     | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    306000 | PA      | $291568.24    | 0.03%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Galaxy XIX CLO, Ltd.                                                              | Galaxy XIX CLO, Ltd.                                                              | CUSIP: 36319QBN1<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | US        |    598343 | PA      | $588097.14    | 0.05%             | 2030-07-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                | Mitsubishi UFJ Financial Group Inc                                                | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1005557.61   | 0.09%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                         | Monongahela Power Company                                                         | CUSIP: 610202BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $392616.12    | 0.03%             | 2024-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    917000 | PA      | $905994.72    | 0.08%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                           | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $978601.96    | 0.09%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Exploration Inc.                                                          | Ovintiv Exploration Inc.                                                          | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487887.65   | 0.13%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                  | OGE Energy Corp.                                                                  | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115046.35    | 0.01%             | 2023-05-26      | Fixed         | 0.70%                 | 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        |    996199 | PA      | $984622.25    | 0.09%             | 2028-02-22      | Fixed         | 5.11%                 | 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        |    250000 | PA      | $246764.25    | 0.02%             | 2031-01-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI, Ltd.                                             | Octagon Investment Partners XXI, Ltd.                                             | CUSIP: 67590QBK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $609272.76    | 0.05%             | 2031-02-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                               | PFS Financing Corp.                                                               | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1442000 | PA      | $1359694.39   | 0.12%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                       | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1590873.29   | 0.14%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                               | JPMBB Commercial Mortgage Securities Trust 2014-C18                               | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $431540.93    | 0.04%             | 2024-02-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                                         | PVH Corp.                                                                         | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1883941.79   | 0.17%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                            | Standard Chartered PLC                                                            | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1571235.00   | 0.14%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Nuveen Finance, LLC                                                               | Nuveen Finance, LLC                                                               | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1779367.15   | 0.16%             | 2024-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                                  | AIB Group Public Limited Company                                                  | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | US        |   4084000 | PA      | $3952840.99   | 0.35%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ADS Alliance Data Systems, Inc.                                                   | ADS Alliance Data Systems, Inc.                                                   | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    711000 | PA      | $629139.49    | 0.06%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADS Alliance Data Systems, Inc.                                                   | ADS Alliance Data Systems, Inc.                                                   | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1253223.09   | 0.11%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                          | American Express Company                                                          | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    909000 | PA      | $890818.40    | 0.08%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                          | American Express Company                                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    735000 | PA      | $763621.44    | 0.07%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                      | American Express Credit Account Master Trust                                      | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   3335000 | PA      | $3238113.58   | 0.29%             | 2025-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                      | American Express Credit Account Master Trust                                      | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3371068.49   | 0.30%             | 2025-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                        | American Tower Corporation                                                        | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1647420.19   | 0.15%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                        | American Tower Corporation                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    638000 | PA      | $596731.88    | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2019-1                                   | AmeriCredit Automobile Receivables Trust 2019-1                                   | CUSIP: 03066GAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211633 | PA      | $210637.21    | 0.02%             | 2025-02-18      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                | BX Trust 2021-MFM1                                                                | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $677500.25    | 0.06%             | 2023-01-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                                             | BXHPP Trust 2021-FILM                                                             | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5010000 | PA      | $4675536.91   | 0.41%             | 2026-08-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                                             | BXHPP Trust 2021-FILM                                                             | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $492292.09    | 0.04%             | 2026-08-17      | Floating      | 5.22%                 | 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        |   1560000 | PA      | $1499627.84   | 0.13%             | 2038-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corporation                                                 | Baffinland Iron Mines Corporation                                                 | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $711654.11    | 0.06%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-AFC1 Trust                                                              | CSMC 2021-AFC1 Trust                                                              | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139053 | PA      | $104051.59    | 0.01%             | 2025-02-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 Trust                                                              | CSMC 2020-SPT1 Trust                                                              | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77939 | PA      | $75426.21     | 0.01%             | 2024-06-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2021-1                                   | Capital One Prime Auto Receivables Trust 2021-1                                   | CUSIP: 14044CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    364851 | PA      | $360534.06    | 0.03%             | 2023-04-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2015-1, Ltd.                                 | Carlyle Global Market Strategies CLO 2015-1, Ltd.                                 | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    999672 | PA      | $984271.51    | 0.09%             | 2031-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                | Oracle Corporation                                                                | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    231000 | PA      | $217703.13    | 0.02%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                | Oracle Corporation                                                                | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3682000 | PA      | $3191127.91   | 0.28%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                       | Onemain Finance Corporation                                                       | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    632000 | PA      | $611312.50    | 0.05%             | 2024-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                                 | Verus Securitization Trust 2021-3                                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492538 | PA      | $406197.09    | 0.04%             | 2066-06-25      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                      | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165245.51    | 0.01%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-2                                               | Upstart Securitization Trust 2021-2                                               | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197031 | PA      | $193677.52    | 0.02%             | 2031-06-20      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                       | Verizon Communications Inc.                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1413746.23   | 0.13%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                 | Verus Securitization Trust 2021-1                                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376853 | PA      | $310254.29    | 0.03%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                | AMC Networks, Inc.                                                                | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $234106.82    | 0.02%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd.                                     | ACRES Commercial Realty 2021-FL1 Issuer, Ltd.                                     | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2277291.84   | 0.20%             | 2036-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                | AerCap Ireland Capital Designated Activity Company                                | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572497.56    | 0.05%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                | AerCap Ireland Capital Designated Activity Company                                | CUSIP: 00774MAK1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1223224.35   | 0.11%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                | AerCap Ireland Capital Designated Activity Company                                | CUSIP: 00774MAP0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    608000 | PA      | $602601.93    | 0.05%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                | AerCap Ireland Capital Designated Activity Company                                | CUSIP: 00774MBB0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    394000 | PA      | $363335.93    | 0.03%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-B                                          | Affirm Asset Securitization Trust 2021-B                                          | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1042833.44   | 0.09%             | 2024-03-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                             | Air Lease Corporation                                                             | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965021.60   | 0.17%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                 | Aircastle Limited                                                                 | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    808000 | PA      | $807597.54    | 0.07%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                 | Aircastle Limited                                                                 | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    964000 | PA      | $927984.96    | 0.08%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                      | Alcoa Nederland Holding B.V.                                                      | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290455.32    | 0.03%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                           | Alexander Funding Trust                                                           | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2537201.64   | 0.22%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2019-2, Limited                                           | Bain Capital Credit CLO 2019-2, Limited                                           | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $975479.00    | 0.09%             | 2032-10-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit                                                               | Bain Capital Credit                                                               | CUSIP: 05682QAQ9<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | US        |   1574409 | PA      | $1554759.19   | 0.14%             | 2030-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3468000 | PA      | $3385240.62   | 0.30%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                      | Barclays PLC                                                                      | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $695438.25    | 0.06%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2019-III                                                         | Barings CLO Ltd. 2019-III                                                         | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1971540.00   | 0.17%             | 2031-04-21      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                           | Bayer US Finance II LLC                                                           | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1737291.35   | 0.15%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                           | Bayer US Finance II LLC                                                           | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4851193.00   | 0.43%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2                               | Bayview MSR Opportunity Master Fund Trust 2021-INV2                               | CUSIP: 07336GAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2489136 | PA      | $2229975.01   | 0.20%             | 2044-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                        | Constellation Brands, Inc.                                                        | CUSIP: 21037DN42<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   2366000 | PA      | $2364397.51   | 0.21%             | 2023-01-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                            | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427153.24    | 0.04%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch B.V.                                                                | Greenko Dutch B.V.                                                                | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | US        |    362900 | PA      | $314792.58    | 0.03%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                          | Hyatt Hotels Corporation                                                          | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3501000 | PA      | $3394629.92   | 0.30%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                          | Hyatt Hotels Corporation                                                          | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    376000 | PA      | $352305.01    | 0.03%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| XPO Logistics, Inc.                                                               | XPO Logistics, Inc.                                                               | CUSIP: 98379EAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2323713 | PA      | $2311002.29   | 0.20%             | 2025-02-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer