# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001185
**Filing Date:** 2025-8
**Character Count:** 228777
**Document Hash:** 2d801613c37967099bd70cc6e8ec454b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001185.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001185

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266052

**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/PPM AMERICA TOTAL RETURN FUND (Series ID: S000052996)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000166583 | JNL/PPM AMERICA TOTAL RETURN FUND (A) |  |
| C000192220 | JNL/PPM AMERICA TOTAL RETURN FUND (I) |  |

## 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/PPM America Total Return Fund

- **b. EDGAR series identifier (if any):** S000052996

- **c. LEI of Series:** 549300LERJ7K7W200732

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1460805344.65

**Total Liabilities:** $22174507.63

**Net Assets:** $1438630837.02

**Cash Not Reported:** $2527217.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -290.265765313175 | **1-Year:** -14116.808618433187 | **5-Year:** -69165.184939598125 | **10-Year:** -207551.950279409611 | **30-Year:** -253284.696149347385

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

- **3-Month:** -1209.901797005025 | **1-Year:** -3856.034381992345 | **5-Year:** -27438.818939387433 | **10-Year:** -14641.799207098013 | **30-Year:** -24566.821003939327

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166583 | -0.08%               | -0.08%               | 1.67%                |
| Class ID C000192220 | 0.00%                | -0.07%               | 1.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1379182.92             | $-4441264.09                               |
| Month 2  | $-1229764.53             | $-3475669.63                               |
| Month 3  | $-2014707.23             | $21167893.19                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AerCap Ireland Capital Designated Activity Company            | AerCap Ireland Capital Designated Activity Company            | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $2924857.73   | 0.20%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                             | Aircastle Limited                                             | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3595343.32   | 0.25%             | 2025-08-11      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWN74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8380004 | PA      | $8214316.28   | 0.57%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    112308 | PA      | $105492.74    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    193718 | PA      | $182345.16    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133KPP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2334122 | PA      | $2241024.03   | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                           | ALA Trust 2025-OANA                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1104468.75   | 0.08%             | 2030-06-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                           | ALA Trust 2025-OANA                                           | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1472987.04   | 0.10%             | 2030-06-17      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133KPYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1646287 | PA      | $1534268.50   | 0.11%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                 | Freedom Mortgage Holdings LLC                                 | CUSIP: 35641AAA6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    793000 | PA      | $823494.32    | 0.06%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                 | Freedom Mortgage Holdings LLC                                 | CUSIP: 35641AAB4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1977859.17   | 0.14%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                 | Freedom Mortgage Holdings LLC                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1876042.05   | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    303548 | PA      | $282233.35    | 0.02%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376632 | PA      | $347404.54    | 0.02%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    286993 | PA      | $264596.61    | 0.02%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1022818 | PA      | $922191.12    | 0.06%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1209117 | PA      | $1116642.25   | 0.08%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732953 | PA      | $677124.83    | 0.05%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347622 | PA      | $311258.35    | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260836 | PA      | $240886.53    | 0.02%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703013 | PA      | $629472.76    | 0.04%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150614 | PA      | $139094.40    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    866514 | PA      | $800241.78    | 0.06%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175798 | PA      | $1107980.17   | 0.08%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    814882 | PA      | $769918.31    | 0.05%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340910 | PA      | $304502.98    | 0.02%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238751 | PA      | $220043.25    | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900076 | PA      | $848161.25    | 0.06%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378764 | PA      | $368846.80    | 0.03%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1124078 | PA      | $1037755.85   | 0.07%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                     | Mineral Resources Limited                                     | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |    870000 | PA      | $868542.40    | 0.06%             | 2027-05-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                     | Mineral Resources Limited                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $2029671.70   | 0.14%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                     | Morgan Stanley Bank, N.A.                                     | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2009728.19   | 0.14%             | 2028-05-26      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $3177316.51   | 0.22%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3192369.02   | 0.22%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6031436.40   | 0.42%             | 2028-04-13      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2564435.08   | 0.18%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3680933.92   | 0.26%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2594331.26   | 0.18%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2859592.67   | 0.20%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                      | NGL Energy Operating LLC                                      | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615949.97   | 0.11%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation      | National Rural Utilities Cooperative Finance Corporation      | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    803000 | PA      | $807617.25    | 0.06%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                           | Ally Financial Inc.                                           | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4801000 | PA      | $4722208.87   | 0.33%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                 | Alphabet Inc.                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1336500.55   | 0.09%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                               | Blackstone Secured Lending Fund                               | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1552113.49   | 0.11%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                 | Alphabet Inc.                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1238354.65   | 0.09%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                       | American Airlines, Inc.                                       | CUSIP: 023765AA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |   3512102 | PA      | $3351037.00   | 0.23%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                      | American Express Company                                      | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2701029.72   | 0.19%             | 2028-07-26      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| American Express Company                                      | American Express Company                                      | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3603144.86   | 0.25%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                               | BlackRock, Inc.                                               | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1422052.67   | 0.10%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                               | BlackRock, Inc.                                               | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1457774.50   | 0.10%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                             | Blue Owl Technology Finance Corp.                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1967694.25   | 0.14%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                      | Daimler Trucks Finance North America LLC                      | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $4000430.40   | 0.28%             | 2027-09-25      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-2               | Americredit Automobile Receivables Trust 2023-2               | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    557046 | PA      | $558027.40    | 0.04%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                    | Amgen Inc.                                                    | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1035000.85   | 0.07%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                    | Anglo American Capital PLC                                    | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   4061000 | PA      | $4190123.96   | 0.29%             | 2034-04-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Anglo American Capital PLC                                    | Anglo American Capital PLC                                    | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1362319.31   | 0.09%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                           | Dell Equipment Finance Trust 2024-1                           | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5448000 | PA      | $5491250.58   | 0.38%             | 2026-12-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                           | Dell Equipment Finance Trust 2023-2                           | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2949788 | PA      | $2961088.97   | 0.21%             | 2026-02-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apa Corp.                                                     | Apa Corp.                                                     | CUSIP: 03743QAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3088127.97   | 0.21%             | 2055-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                     | Apollo Debt Solutions BDC                                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3199445.62   | 0.22%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                    | Apple Inc.                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4727369.07   | 0.33%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                    | Apple Inc.                                                    | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4766984.41   | 0.33%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                           | NatWest Markets PLC                                           | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011921.10   | 0.21%             | 2029-05-17      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                  | New York Life Global Funding                                  | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4649058.33   | 0.32%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                    | Apple Inc.                                                    | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4750804.61   | 0.33%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                           | Newmont Corporation                                           | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2849000 | PA      | $2923536.96   | 0.20%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                         | NextEra Energy Capital Holdings, Inc.                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6859893.04   | 0.48%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dryden 123 CLO Ltd                                            | Dryden 123 CLO Ltd                                            | CUSIP: 26253HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6495099.00   | 0.45%             | 2038-04-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                       | Duke Energy Corporation                                       | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2676740.38   | 0.19%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                     | Duke Energy Progress, LLC                                     | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3096785.90   | 0.22%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                     | Duke Energy Progress, LLC                                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3066157.08   | 0.21%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                 | NiSource Inc.                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4660983.97   | 0.32%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Foundation, Inc.                     | Northwestern Mutual Life Foundation, Inc.                     | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1831658.71   | 0.13%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                               | EQT Corporation                                               | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    813000 | PA      | $838633.73    | 0.06%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                          | Edison International                                          | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5746000 | PA      | $5680316.90   | 0.39%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                    | NOVA Chemicals Corporation                                    | CUSIP: 66977WAS8<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1789390.72   | 0.12%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2623831.54   | 0.18%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $567800.55    | 0.04%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $3121950.57   | 0.22%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                      | Equitable Holdings, Inc.                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2568071.86   | 0.18%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                            | Exelon Corporation                                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2234974.10   | 0.16%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4682000 | PA      | $4561551.80   | 0.32%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                          | Meta Platforms, Inc.                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1867175.10   | 0.13%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100622 | PA      | $101857.79    | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128M7HG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     91609 | PA      | $92740.92     | 0.01%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128M9Z62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    269743 | PA      | $273248.81    | 0.02%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MEX55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    295504 | PA      | $285475.89    | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    133674 | PA      | $124470.34    | 0.01%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    346939 | PA      | $330041.63    | 0.02%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    211836 | PA      | $188928.62    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    729998 | PA      | $649687.48    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    561694 | PA      | $500426.44    | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJYP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142115 | PA      | $135060.30    | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    258467 | PA      | $245231.94    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 31292LHB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    728770 | PA      | $721838.49    | 0.05%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 31292LJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    226108 | PA      | $212510.65    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3131XVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    881074 | PA      | $783132.28    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3131XY4R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1497405 | PA      | $1323931.69   | 0.09%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3131Y1GX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1369920 | PA      | $1294258.69   | 0.09%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3192759 | PA      | $2933237.46   | 0.20%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132AEC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    359282 | PA      | $347542.11    | 0.02%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2995170 | PA      | $2740631.34   | 0.19%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132D6C99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1452292 | PA      | $1406253.58   | 0.10%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132D6CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1375399 | PA      | $1331797.88   | 0.09%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132D6CV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1271407 | PA      | $1247971.42   | 0.09%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3119375 | PA      | $3107841.38   | 0.22%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132D6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    461370 | PA      | $451279.82    | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West 2020-1MW Mortgage Trust                        | Manhattan West 2020-1MW Mortgage Trust                        | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3832588 | PA      | $3621855.45   | 0.25%             | 2027-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Marb Bondco PLC                                               | Marb Bondco PLC                                               | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3077222.82   | 0.21%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                  | MassMutual Global Funding II                                  | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7715915.30   | 0.54%             | 2027-04-09      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                          | Maxam Prill S.a r.l.                                          | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2860525.50   | 0.20%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                | Smyrna Ready Mix Concrete, LLC                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $3122141.09   | 0.22%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                            | Southern California Edison Company                            | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1775282.17   | 0.12%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                      | State Street Corporation                                      | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2027186.57   | 0.14%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4669101.45   | 0.32%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3936181.50   | 0.27%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3852246.00   | 0.27%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $7116163.89   | 0.49%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23655000 | PA      | $24026456.83  | 1.67%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20910000 | PA      | $21151771.88  | 1.47%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30750000 | PA      | $30799249.20  | 2.14%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                               | Universal Health Services, Inc.                               | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2238861.50   | 0.16%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                               | Universal Health Services, Inc.                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1584212.28   | 0.11%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                      | Venture Global LNG, Inc.                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6457047.17   | 0.45%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                          | VICI Properties Inc.                                          | CUSIP: 92564RAD7<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1652998.33   | 0.11%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                 | Vistra Operations Company LLC                                 | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2483163.12   | 0.17%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                 | Vistra Operations Company LLC                                 | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4162000 | PA      | $4576869.82   | 0.32%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent, LLC                                           | Voyager Parent, LLC                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3427979.19   | 0.24%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc.                                                  | Walmart Inc.                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2927090.38   | 0.20%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                         | Wells Fargo & Company                                         | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3523000 | PA      | $3543081.10   | 0.25%             | 2028-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                  | Wells Fargo Mortgage Backed Securities Trust                  | CUSIP: 95002TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948506 | PA      | $806369.81    | 0.06%             | 2042-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                               | Western Midstream Operating, LP                               | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2440591.41   | 0.17%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                     | XPO, Inc.                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2543830.83   | 0.18%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PCI Gaming Authority                                          | PCI Gaming Authority                                          | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2715113 | PA      | $2712479.28   | 0.19%             | 2026-05-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Operating Company, LLC                            | Vistra Zero Operating Company, LLC                            | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4102385 | PA      | $4040849.23   | 0.28%             | 2031-03-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                    | Air Canada                                                    | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2451933 | PA      | $2451172.90   | 0.17%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                           | Six Flags Entertainment Corporation                           | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2605164 | PA      | $2605163.64   | 0.18%             | 2031-04-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                        | SS&C Technologies Inc.                                        | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1890164 | PA      | $1898632.10   | 0.13%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                 | Staples, Inc.                                                 | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3399823 | PA      | $3130250.71   | 0.22%             | 2029-08-22      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                      | 1011778 B.C. Unlimited Liability Company                      | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    221681 | PA      | $220479.29    | 0.02%             | 2030-09-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                      | Hudson River Trading LLC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2503496 | PA      | $2508578.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                             | UFC Holdings, LLC                                             | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1633392 | PA      | $1638749.53   | 0.11%             | 2031-11-13      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp                                                  | Sandisk Corp                                                  | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2899951 | PA      | $2881826.31   | 0.20%             | 2031-12-12      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                        | Jane Street Group, LLC                                        | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4077765 | PA      | $4072505.14   | 0.28%             | 2031-12-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                               | Cimpress Public Limited Company                               | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1317796 | PA      | $1313407.47   | 0.09%             | 2028-05-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                               | Cimpress Public Limited Company                               | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1188862 | PA      | $1184902.82   | 0.08%             | 2028-05-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                        | Flutter Financing B.V.                                        | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6860875 | PA      | $6835146.53   | 0.48%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                          | AppLovin Corporation                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $3525229.58   | 0.25%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                   | Ares Management Corporation                                   | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2167638.20   | 0.15%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                 | ARDN 2025-ARCP Mortgage Trust                                 | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2839000 | PA      | $2846194.31   | 0.20%             | 2027-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                         | Ashtead Capital, Inc.                                         | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3544406.12   | 0.25%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Aspen Insurance Holdings Limited                              | Aspen Insurance Holdings Limited                              | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | US        |    968000 | PA      | $983527.30    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                            | Athene Holding Ltd                                            | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $3386555.80   | 0.24%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                               | Avolon Holdings Funding Limited                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3299930.74   | 0.23%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                     | B.A.T Capital Corporation                                     | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3817951.16   | 0.27%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                     | B.A.T Capital Corporation                                     | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3795080.29   | 0.26%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                   | BNP Paribas                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3578714.49   | 0.25%             | 2500-12-31      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2022-PSB                                             | BX Trust 2022-PSB                                             | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775701 | PA      | $1775147.07   | 0.12%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5590204 | PA      | $4843007.66   | 0.34%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1918163 | PA      | $1841656.02   | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1290278 | PA      | $1268738.70   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2696540 | PA      | $2509688.75   | 0.17%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1103898 | PA      | $1086988.19   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2959340 | PA      | $2907672.06   | 0.20%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWGW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5620486 | PA      | $5230585.87   | 0.36%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    172490 | PA      | $172758.17    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8579320 | PA      | $8722077.68   | 0.61%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2239722 | PA      | $2278040.27   | 0.16%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27143782 | PA      | $27143602.76  | 1.89%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13795929 | PA      | $13523158.35  | 0.94%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132JM5R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    333759 | PA      | $303143.20    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132L7F95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    383528 | PA      | $365088.20    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132WEF56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    206656 | PA      | $196396.64    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132WGTJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    469602 | PA      | $418379.75    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132WH2H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1277620 | PA      | $1141854.29   | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XSE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2253348 | PA      | $2133739.27   | 0.15%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XTKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    406327 | PA      | $373782.09    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XTMS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309694 | PA      | $284889.25    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1300608 | PA      | $1196436.33   | 0.08%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XUU37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    216024 | PA      | $198722.01    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1226750 | PA      | $1095623.73   | 0.08%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132XYXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    248034 | PA      | $227547.48    | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132Y33P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    120248 | PA      | $116757.81    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133A45H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1157749 | PA      | $969331.56    | 0.07%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133APVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4515528 | PA      | $3591697.97   | 0.25%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133ARVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1448140 | PA      | $1151865.87   | 0.08%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133AXTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2726618 | PA      | $2290543.18   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133BHA22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5812038 | PA      | $5580221.50   | 0.39%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133GCVL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2120741 | PA      | $1941176.52   | 0.13%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133GG2J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3752459 | PA      | $3430045.47   | 0.24%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133KGU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    285935 | PA      | $250843.70    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4046640 | PA      | $3236443.68   | 0.22%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3133KLRF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4745496 | PA      | $3789446.18   | 0.26%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WKVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170058 | PA      | $165706.82    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2633968 | PA      | $2401054.67   | 0.17%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138Y3XV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    209621 | PA      | $200578.28    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    321584 | PA      | $325032.09    | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    586383 | PA      | $541467.64    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140EU7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90936 | PA      | $83885.30     | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140EUF53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    186388 | PA      | $180099.22    | 0.01%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140EUFD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    509591 | PA      | $470558.03    | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    735384 | PA      | $679055.75    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140F9WG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    803720 | PA      | $714376.71    | 0.05%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    685669 | PA      | $649084.41    | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140FPAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23647 | PA      | $22385.30     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1350422 | PA      | $1248249.98   | 0.09%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    461261 | PA      | $426362.20    | 0.03%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    703120 | PA      | $664945.10    | 0.05%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140GSPP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    639409 | PA      | $620807.46    | 0.04%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140HJ5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362556 | PA      | $342532.28    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    791822 | PA      | $747346.77    | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140J6GQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1919616 | PA      | $1815393.73   | 0.13%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140J7TS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    396868 | PA      | $364856.62    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115409 | PA      | $112386.90    | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621907 | PA      | $604845.90    | 0.04%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208671 | PA      | $191537.95    | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190756 | PA      | $179455.91    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148736 | PA      | $144655.46    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1522885 | PA      | $1395943.38   | 0.10%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1354363 | PA      | $1201524.75   | 0.08%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688769 | PA      | $631356.16    | 0.04%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    587092 | PA      | $551761.68    | 0.04%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510253 | PA      | $452412.15    | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4002100 | PA      | $3404821.09   | 0.24%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3463029 | PA      | $2946922.82   | 0.20%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364945 | PA      | $310356.54    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3857503 | PA      | $3410886.04   | 0.24%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406168 | PA      | $370946.85    | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1363328 | PA      | $1205909.41   | 0.08%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3071023 | PA      | $2611658.97   | 0.18%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    785682 | PA      | $695882.96    | 0.05%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3371172 | PA      | $2985866.38   | 0.21%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3188118 | PA      | $2710990.52   | 0.19%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                          | McKesson Corporation                                          | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4747549.53   | 0.33%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                          | McKesson Corporation                                          | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4789079.02   | 0.33%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                           | MCE Finance Limited                                           | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1928034.95   | 0.13%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                    | Mileage Plus Holdings, LLC                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340359 | PA      | $1343061.77   | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                    | NOVA Chemicals Corporation                                    | CUSIP: 66977WAV1<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1770083.34   | 0.12%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NRTH 2024-PARK Mortgage Trust                                 | NRTH 2024-PARK Mortgage Trust                                 | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2830000 | PA      | $2826458.26   | 0.20%             | 2029-03-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 Trust                                          | OBX 2025-NQM11 Trust                                          | CUSIP: 67449BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2423000 | PA      | $2426033.60   | 0.17%             | 2065-05-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Onesky Flight, LLC                                            | Onesky Flight, LLC                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    754000 | PA      | $784839.75    | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                              | PG&E Corporation                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   3694000 | PA      | $3503660.85   | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                        | The PNC Financial Services Group, Inc.                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2940651.43   | 0.20%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                            | PPL Electric Utilities Corporation                            | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   7236000 | PA      | $7349163.08   | 0.51%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                              | Pacific Gas And Electric Company                              | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $585420.51    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                              | Pacific Gas And Electric Company                              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4153000 | PA      | $3463978.68   | 0.24%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                              | Pacific Gas And Electric Company                              | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1357020.30   | 0.09%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                              | Pacific Gas And Electric Company                              | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3671822.52   | 0.26%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                              | Pacific Gas And Electric Company                              | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3391917.62   | 0.24%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2023-III LTD                                    | PARK BLUE CLO 2023-III LTD                                    | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7077000 | PA      | $7114225.02   | 0.49%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                 | Paychex, Inc.                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3012000 | PA      | $3090537.90   | 0.21%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                             | PennyMac Financial Services, Inc.                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1906110.35   | 0.13%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                              | Philip Morris International Inc.                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7130000 | PA      | $7027814.98   | 0.49%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                            | Public Service Company of Oklahoma                            | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4774639.59   | 0.33%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                                          | QTS Issuer ABS I LLC                                          | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2850000 | PA      | $2883671.33   | 0.20%             | 2030-05-28      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                   | Grant Thornton Advisors LLC                                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    542506 | PA      | $541556.75    | 0.04%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                   | Grant Thornton Advisors LLC                                   | CUSIP: 38821UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66492 | PA      | $66375.37     | 0.00%             | 2031-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EOC Borrower, LLC                                             | EOC Borrower, LLC                                             | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1377460 | PA      | $1377887.01   | 0.10%             | 2032-01-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                                 | Concentra Health Services Inc                                 | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    979086 | PA      | $981533.87    | 0.07%             | 2031-07-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                     | Stonepeak Nile Parent LLC                                     | CUSIP: 86184XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2090690 | PA      | $2096439.40   | 0.15%             | 2032-02-03      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                | Vista Management Holding, Inc.                                | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2071095 | PA      | $2074554.13   | 0.14%             | 2031-03-27      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                | Vista Management Holding, Inc.                                | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    560339 | PA      | $561274.37    | 0.04%             | 2031-03-27      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                            | Mars, Incorporated                                            | CUSIP: N/A<br>LEI: 54930073HKEO6GZBSS03       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1174995.24   | 0.08%             | 2027-10-11      | Fixed         | 3.74%                 | Yes           |                  3 | On Loan: No      |
| Trustees of Columbia University In The City of New York, The  | Trustees of Columbia University In The City of New York, The  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2175147.05   | 0.15%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                         | Compania de Minas Buenaventura S.A.A.                         | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1221319.59   | 0.08%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                              | DLLAD 2024-1 LLC                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3284363 | PA      | $3299856.62   | 0.23%             | 2026-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    491648 | PA      | $431003.76    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140K4UB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    198103 | PA      | $174038.25    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140KABJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4494726 | PA      | $3763232.60   | 0.26%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140KADP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1756450 | PA      | $1470596.46   | 0.10%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140KT5Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3337643 | PA      | $2664183.16   | 0.19%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140KUHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    371955 | PA      | $296902.68    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140KUVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5504608 | PA      | $4393903.76   | 0.31%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140KVGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4903625 | PA      | $3937171.84   | 0.27%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3591129 | PA      | $3028013.26   | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1499288 | PA      | $1191143.47   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    729711 | PA      | $719958.23    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140MWXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    278172 | PA      | $274084.18    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140N2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1299111 | PA      | $1124049.19   | 0.08%             | 2053-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140N3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1007089 | PA      | $991756.42    | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140N5MT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    972235 | PA      | $954313.93    | 0.07%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217075 | PA      | $211316.44    | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140Q7LE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    105492 | PA      | $102693.99    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    342974 | PA      | $333125.69    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140Q8QM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    886737 | PA      | $812442.47    | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140Q9UC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84937 | PA      | $80166.66     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QBQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116864 | PA      | $106561.47    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QCM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1428612 | PA      | $1350413.83   | 0.09%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QFAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7253082 | PA      | $5800909.45   | 0.40%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3142JCAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    614157 | PA      | $618505.34    | 0.04%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Industrial, L.P.                                        | First Industrial, L.P.                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1975584.26   | 0.14%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                    | First Quantum Minerals Ltd                                    | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1701691.81   | 0.12%             | 2031-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                    | First Quantum Minerals Ltd                                    | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348718.18    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                 | Ford Motor Credit Company LLC                                 | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    632000 | PA      | $617867.78    | 0.04%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                 | Ford Motor Credit Company LLC                                 | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3590136.35   | 0.25%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                 | Ford Motor Credit Company LLC                                 | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1343007.23   | 0.09%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                 | Ford Motor Credit Company LLC                                 | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $3914323.51   | 0.27%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                         | Foundry JV Holdco LLC                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4567159.30   | 0.32%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Franklin BSP Capital Corporation                              | Franklin BSP Capital Corporation                              | CUSIP: 35250VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2990488.04   | 0.21%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2393856 | PA      | $1952891.46   | 0.14%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3269818 | PA      | $2780463.21   | 0.19%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3915223 | PA      | $3191564.74   | 0.22%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1053871 | PA      | $1014090.79   | 0.07%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2279914 | PA      | $2201870.47   | 0.15%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1031263 | PA      | $967350.24    | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769973 | PA      | $743616.55    | 0.05%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1367401 | PA      | $1350324.72   | 0.09%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2101025 | PA      | $2029104.66   | 0.14%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345730 | PA      | $341412.58    | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2415717 | PA      | $2254490.00   | 0.16%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6595926 | PA      | $6357258.71   | 0.44%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                 | Ginnie Mae II                                                 | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3338840 | PA      | $3295839.93   | 0.23%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36182EAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    541179 | PA      | $518618.26    | 0.04%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3803327.54   | 0.26%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9508703.12   | 0.66%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $2017037.64   | 0.14%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                             | J.P. Morgan Mortgage Trust 2022-4                             | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4763308 | PA      | $4049370.08   | 0.28%             | 2043-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                        | Jane Street Group, LLC                                        | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2438602.25   | 0.17%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                  | JBS USA Holding Lux S.a r.l.                                  | CUSIP: 472140AJ1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   4828000 | PA      | $4858795.40   | 0.34%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                              | JBS USA Lux S.A.                                              | CUSIP: 47214BAD0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $6250173.73   | 0.43%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 LTD                                                | KKR CLO 54 LTD                                                | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6509041.50   | 0.45%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                            | LPL Holdings, Inc.                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2344770.28   | 0.16%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                            | LPL Holdings, Inc.                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3541842.85   | 0.25%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                          | Ladder Capital Finance Holdings LLLP                          | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2251822.18   | 0.16%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG Mortgage Trust                                   | LEX 2024-BBG Mortgage Trust                                   | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2507895.75   | 0.17%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | Lloyds Banking Group PLC                                      | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2157380.00   | 0.15%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| M&T Equipment (2025-LEAF1), LLC                               | M&T Equipment (2025-LEAF1), LLC                               | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4573000 | PA      | $4586696.14   | 0.32%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                          | MSD Investment Corp.                                          | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1866521.68   | 0.13%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                | MVW 2024-2 LLC                                                | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5843992 | PA      | $5828156.25   | 0.41%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                         | Macquarie Airfinance Holdings Limited                         | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |   4199000 | PA      | $4385390.67   | 0.30%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                         | Macquarie Airfinance Holdings Limited                         | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1999360.50   | 0.14%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                    | Warnermedia Holdings, Inc.                                    | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1094517.97   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45388300 | PA      | $42352957.44  | 2.94%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6755000 | PA      | $6512769.75   | 0.45%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16073000 | PA      | $15832533.45  | 1.10%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11200000 | PA      | $9177000.00   | 0.64%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31105000 | PA      | $21888927.54  | 1.52%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20293000 | PA      | $14059244.06  | 0.98%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16488000 | PA      | $12247492.50  | 0.85%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20310000 | PA      | $14574805.33  | 1.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23095000 | PA      | $14483992.30  | 1.01%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16510000 | PA      | $14440445.08  | 1.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19330000 | PA      | $17710356.70  | 1.23%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14350000 | PA      | $14276568.18  | 0.99%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14001000 | PA      | $11979058.19  | 0.83%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                       | First Brands Group, LLC                                       | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513190 | PA      | $483969.34    | 0.03%             | 2027-03-22      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                       | First Brands Group, LLC                                       | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4996324 | PA      | $4703838.77   | 0.33%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co                         | Delos Aircraft Designated Activity Co                         | CUSIP: L2324EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2291061 | PA      | $2296788.65   | 0.16%             | 2027-10-14      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                         | Charter Communications Operating, LLC                         | CUSIP: 16117LCB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3108551 | PA      | $3106064.49   | 0.22%             | 2030-12-02      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140JAFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1418768 | PA      | $1345728.70   | 0.09%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                             | Capital One Financial Corporation                             | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3287000 | PA      | $3345850.45   | 0.23%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                          | Carnival Corporation                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1616895.00   | 0.11%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                          | Carnival Corporation                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2983000 | PA      | $3049295.65   | 0.21%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                           | Cisco Systems, Inc.                                           | CUSIP: 17275RBT8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   3961000 | PA      | $4053218.81   | 0.28%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citadel Limited Partnership                                   | Citadel Limited Partnership                                   | CUSIP: 17288XAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2506290.28   | 0.17%             | 2032-01-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                | Citigroup Inc.                                                | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4247956.69   | 0.30%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                | Citigroup Inc.                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $4214640.65   | 0.29%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                | Citigroup Inc.                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4174662.92   | 0.29%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    779487 | PA      | $717054.10    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    164644 | PA      | $155596.33    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3128MJJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78991 | PA      | $79996.51     | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DNYF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1956233 | PA      | $1876526.74   | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation                        | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    995007 | PA      | $788640.41    | 0.05%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1002872 | PA      | $972509.21    | 0.07%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QKLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3309364 | PA      | $2638507.70   | 0.18%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QMZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1062201 | PA      | $891324.63    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QNTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4012212 | PA      | $3472171.62   | 0.24%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QNZL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61882 | PA      | $57818.15     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QPSL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1189402 | PA      | $1109958.13   | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3061440 | PA      | $2939333.41   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QQQM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250590 | PA      | $1200221.52   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140QRHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2691808 | PA      | $2705248.77   | 0.19%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140X5KH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1316931 | PA      | $1160250.60   | 0.08%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140X8EP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    892734 | PA      | $820772.71    | 0.06%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140X8L54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    966271 | PA      | $774621.36    | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140X97A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2174907 | PA      | $1910712.34   | 0.13%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140XCNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191268 | PA      | $182292.51    | 0.01%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2432531 | PA      | $1956145.15   | 0.14%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140XL6N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3307016 | PA      | $2663505.24   | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140XNZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4422726 | PA      | $3827430.37   | 0.27%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3140XRPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35075 | PA      | $31587.95     | 0.00%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    225265 | PA      | $227889.27    | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    502709 | PA      | $464202.87    | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418CKW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171199 | PA      | $166818.35    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1138357 | PA      | $1077619.22   | 0.07%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    896370 | PA      | $823508.86    | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82597 | PA      | $80035.16     | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326706 | PA      | $308355.97    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1421661 | PA      | $1129471.19   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1267272 | PA      | $1006813.07   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    552618 | PA      | $535713.79    | 0.04%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418DFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    246615 | PA      | $232300.72    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2971469 | PA      | $2793961.32   | 0.19%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1228368 | PA      | $975904.95    | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1161097 | PA      | $966691.50    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1312125 | PA      | $1041217.56   | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EEB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1904081 | PA      | $1816277.39   | 0.13%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1010185 | PA      | $969893.58    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1879920 | PA      | $1854794.11   | 0.13%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1236178 | PA      | $1216530.18   | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    561134 | PA      | $535083.31    | 0.04%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200227 | PA      | $196536.63    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2052520 | PA      | $2021078.55   | 0.14%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2794139 | PA      | $2746097.01   | 0.19%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418ES84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    373732 | PA      | $372350.60    | 0.03%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418ESB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    412305 | PA      | $411038.38    | 0.03%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7588340 | PA      | $7270261.51   | 0.51%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2668251 | PA      | $2720571.50   | 0.19%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383932 | PA      | $380359.55    | 0.03%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62527 | PA      | $61911.69     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                            | GLP Financing, LLC                                            | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    343000 | PA      | $351598.08    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2480174 | PA      | $2436413.06   | 0.17%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172838 | PA      | $175118.66    | 0.01%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association                      | CUSIP: 3622A2TA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311458 | PA      | $286274.33    | 0.02%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                  | GM Financial Automobile Leasing Trust 2023-2                  | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111644 | PA      | $111687.40    | 0.01%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4     | GM Financial Consumer Automobile Receivables Trust 2021-4     | CUSIP: 362554AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2860001.75   | 0.20%             | 2027-10-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-2     | GM Financial Consumer Automobile Receivables Trust 2023-2     | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2131033 | PA      | $2131017.20   | 0.15%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2     | GM Financial Consumer Automobile Receivables Trust 2022-2     | CUSIP: 362585AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3441000 | PA      | $3419712.60   | 0.24%             | 2028-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                            | GXO Logistics Inc.                                            | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   4646000 | PA      | $4853686.89   | 0.34%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                | GS Mortgage Securities Corp II                                | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3622000 | PA      | $3598549.72   | 0.25%             | 2026-09-11      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                        | General Motors Company                                        | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $3739269.16   | 0.26%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                        | General Motors Financial Company, Inc.                        | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4700987.94   | 0.33%             | 2027-05-08      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | Glencore Funding LLC                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $5193105.59   | 0.36%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | Glencore Funding LLC                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $4687530.10   | 0.33%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Financial Company                             | Global Atlantic Financial Company                             | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4874000 | PA      | $5087164.39   | 0.35%             | 2054-10-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                  | GM Financial Automobile Leasing Trust 2023-3                  | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1338628 | PA      | $1340587.44   | 0.09%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                | Goldman Sachs Group, Inc., The                                | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6694000 | PA      | $6594383.24   | 0.46%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                | Goldman Sachs Group, Inc., The                                | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2433410.58   | 0.17%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                             | Golub Capital Private Credit Fund                             | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3881125.74   | 0.27%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                             | Golub Capital Private Credit Fund                             | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   2998000 | PA      | $2998046.77   | 0.21%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                                   | Grace Trust                                                   | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $4879212.57   | 0.34%             | 2030-12-12      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Greatamerica Leasing Receivables Funding, L.L.C.              | Greatamerica Leasing Receivables Funding, L.L.C.              | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-CBDO         | CORP              | US        |   2332000 | PA      | $2332921.84   | 0.16%             | 2027-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa S.A.                                            | Grupo Nutresa S.A.                                            | CUSIP: 40055CAB9<br>LEI: 549300TN5BQ4P1MC6407 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5714544.00   | 0.40%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Henneman Trust                                                | Henneman Trust                                                | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1292366.69   | 0.09%             | 2055-05-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                            | Herc Holdings Inc.                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1676241.91   | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                            | Herc Holdings Inc.                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1677888.47   | 0.12%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                        | Hilcorp Energy I, L.P.                                        | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1376775.75   | 0.10%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                        | Hilcorp Energy I, L.P.                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1457384.04   | 0.10%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                           | Hilton Grand Vacations Trust 2019-A                           | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    646209 | PA      | $634285.98    | 0.04%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                           | Hilton Grand Vacations Trust 2020-A                           | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    719284 | PA      | $700917.55    | 0.05%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                         | Houston Galleria Mall Trust 2025-HGLR                         | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3137000 | PA      | $3220743.16   | 0.22%             | 2035-02-07      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                  | HPEFS Equipment Trust 2023-2                                  | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250833 | PA      | $251023.65    | 0.02%             | 2025-07-21      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2019-30HY Mortgage Trust                         | Hudson Yards 2019-30HY Mortgage Trust                         | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295000 | PA      | $2156437.31   | 0.15%             | 2029-07-12      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                   | Humana Inc.                                                   | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $2060244.79   | 0.14%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                           | Huntington Ingalls Industries, Inc.                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1206690.57   | 0.08%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                       | Hyundai Capital America                                       | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4449632.88   | 0.31%             | 2027-06-24      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                | Hyundai Auto Lease Securitization Trust 2024-C                | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1708935.37   | 0.12%             | 2027-02-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2021-C                         | Hyundai Auto Receivables Trust 2021-C                         | CUSIP: 44935FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815000 | PA      | $1788023.47   | 0.12%             | 2025-11-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Company                            | Interstate Power and Light Company                            | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1261410.23   | 0.09%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                           | Intesa Sanpaolo SPA                                           | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |   3366000 | PA      | $3783965.98   | 0.26%             | 2054-06-20      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                | JH North America Holdings Inc.                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    439000 | PA      | $442844.79    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                | JH North America Holdings Inc.                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    637000 | PA      | $647598.58    | 0.05%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JNL Government Money Market Fund                              | JNL Government Money Market Fund                              | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  21117631 | NS      | $21117631.10  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46643KAA9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |    112139 | PA      | $109515.73    | 0.01%             | 2026-10-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Corp.                        | J.P. Morgan Mortgage Acquisition Corp.                        | CUSIP: 46647EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284004 | PA      | $267076.14    | 0.02%             | 2029-01-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10070000 | PA      | $10101555.35  | 0.70%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                     | Raizen Fuels Finance S.A.                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4381281.25   | 0.30%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                     | Regal Rexnord Corporation                                     | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2497611.12   | 0.17%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                            | Baltimore Gas and Electric Company                            | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $2969968.97   | 0.21%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                         | Banco Santander, S.A.                                         | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601465.98    | 0.04%             | 2028-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                         | Banco Santander, S.A.                                         | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |   4021000 | PA      | $4689491.25   | 0.33%             | 2500-12-31      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                   | Bank of America Corporation                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2908000 | PA      | $2604175.07   | 0.18%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                   | Resorts World Las Vegas LLC                                   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1875701.24   | 0.13%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                   | Resorts World Las Vegas LLC                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3768860.15   | 0.26%             | 2030-07-27      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                   | Bank of America Corporation                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3743568.37   | 0.26%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                   | Bank of America Corporation                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $5256293.27   | 0.37%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                | RIDE 2025-SHRE                                                | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1366093.28   | 0.09%             | 2030-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                | RIDE 2025-SHRE                                                | CUSIP: 765692AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $670834.03    | 0.05%             | 2030-02-14      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                          | Roche Holdings, Inc.                                          | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6367279.38   | 0.44%             | 2034-03-08      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                        | Rocket Companies, Inc.                                        | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $896783.66    | 0.06%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                        | Rocket Companies, Inc.                                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $900591.53    | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                  | Royal Caribbean Cruises Ltd.                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1491100.00   | 0.10%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2              | SFS Auto Receivables Securitization Trust 2024-2              | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1136480 | PA      | $1138328.08   | 0.08%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBNA Auto Lease Trust 2024-C                                  | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2039000 | PA      | $2043552.48   | 0.14%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-4                                 | Sequoia Mortgage Trust 2020-4                                 | CUSIP: 81748RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2363213 | PA      | $1929044.23   | 0.13%             | 2043-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                          | Siemens Funding B.V.                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4800470.62   | 0.33%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding B.V.                                          | Siemens Funding B.V.                                          | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1066129.28   | 0.07%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding B.V.                                          | Siemens Funding B.V.                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |    710000 | PA      | $735917.98    | 0.05%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                 | Sixth Street Lending Partners                                 | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2666277.75   | 0.19%             | 2030-07-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                          | Sixth Street Specialty Lending, Inc.                          | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1022268.44   | 0.07%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                              | SkyMiles IP Ltd.                                              | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     51833 | PA      | $51722.60     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-A | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4021000 | PA      | $4028019.06   | 0.28%             | 2026-12-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                      | Bank of New York Mellon Corporation, The                      | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4913000 | PA      | $5415368.01   | 0.38%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk5                                                | Bank 2017-Bnk5                                                | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2286000 | PA      | $2219785.32   | 0.15%             | 2027-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                       | Synovus Financial Corp.                                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3393817.48   | 0.24%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                  | Synovus Bank                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    860000 | PA      | $869872.46    | 0.06%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                   | Targa Resources Partners LP                                   | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1879536.03   | 0.13%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                    | Tennessee Valley Authority                                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3530000 | PA      | $3597896.73   | 0.25%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                  | Barclays PLC                                                  | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3575805.00   | 0.25%             | 2500-12-31      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                  | Barclays PLC                                                  | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   3566000 | PA      | $3588287.50   | 0.25%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                       | Uber Technologies, Inc.                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477752.15   | 0.10%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                       | Uber Technologies, Inc.                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1300733.51   | 0.09%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1      | United Airlines Pass Through Certificates, Series 2015-1      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2324420.28   | 0.16%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                  | U.S. Bancorp                                                  | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3709300.80   | 0.26%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10898000 | PA      | $9759244.00   | 0.68%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                          | Beacon Funding Trust                                          | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1404253.16   | 0.10%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners Clo 41 Ltd                            | Benefit Street Partners Clo 41 Ltd                            | CUSIP: 08186GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2150000.00   | 0.15%             | 2038-07-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                           | Boeing Company, The                                           | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1448029.53   | 0.10%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                 | Broadcom Inc.                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $3036734.69   | 0.21%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                 | Broadcom Inc.                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1953526.01   | 0.14%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                           | Brown & Brown, Inc.                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $1020704.94   | 0.07%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                           | Brown & Brown, Inc.                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    677000 | PA      | $698097.62    | 0.05%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                    | Builders FirstSource, Inc.                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1348883.84   | 0.09%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                             | CIM Trust 2021-J2                                             | CUSIP: 12564EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4640033 | PA      | $3781989.02   | 0.26%             | 2042-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-HL1 Trust                                           | CSMC 2017-HL1 Trust                                           | CUSIP: 12594XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339996 | PA      | $304714.30    | 0.02%             | 2039-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                               | COMM 2015-CCRE27 Mortgage Trust                               | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1814963.78   | 0.13%             | 2025-09-12      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                        | CVS Health Corporation                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2970997.50   | 0.21%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                             | Capital One Financial Corporation                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1843376.43   | 0.13%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7104000 | PA      | $6139947.42   | 0.43%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201849 | PA      | $189922.30    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138EN4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24248 | PA      | $23919.77     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    607405 | PA      | $598854.43    | 0.04%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92985 | PA      | $88110.53     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138ETWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386459 | PA      | $380313.54    | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138NXKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    229875 | PA      | $209140.02    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138W5LF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    333914 | PA      | $302696.41    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    223857 | PA      | $206710.05    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WGRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75796 | PA      | $72012.32     | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WGX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    347624 | PA      | $309633.44    | 0.02%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WGZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127978 | PA      | $124660.51    | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WGZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    282925 | PA      | $273032.29    | 0.02%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WJA40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    544788 | PA      | $502548.34    | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2852693 | PA      | $2535582.41   | 0.18%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WJFM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    979293 | PA      | $870433.14    | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    522655 | PA      | $481804.29    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43981 | PA      | $41634.31     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                   | Federal National Mortgage Association, Inc.                   | CUSIP: 3138WKQG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    939474 | PA      | $889347.35    | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                        | JNL Government Money Market Fund - Class SL                   | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1062500 | NS      | $1062500.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1043 | NC      | $1346088.73   | 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        |       624 | NC      | $524424.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -228 | NC      | $-554312.92   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -38 | NC      | $-38657.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -810 | NC      | $-2514746.29  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -27 | NC      | $-30417.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer