# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001192
**Filing Date:** 2025-8
**Character Count:** 379000
**Document Hash:** 1284be2ccf122b2e508026a6c469dbbe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001192.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001192

**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:** 251266065

**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/T. ROWE PRICE SHORT-TERM BOND FUND (Series ID: S000010707)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000029598 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (A) |  |
| C000067996 | JNL/T. ROWE PRICE SHORT-TERM BOND 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/T. Rowe Price Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000010707

- **c. LEI of Series:** 5ILIEKAB15M7BGZFZO91

**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:** $1124186932.34

**Total Liabilities:** $24262587.06

**Net Assets:** $1099924345.28

**Delayed Delivery Securities:** $3673890.75

**Cash Not Reported:** $492610.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2821.996322825901 | **1-Year:** -52615.329401043809 | **5-Year:** -69035.761322245732 | **10-Year:** -19327.225564359290 | **30-Year:** -36031.104053504780

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

- **3-Month:** -125.195062154704 | **1-Year:** -1405.057348968340 | **5-Year:** -2211.386762145491 | **10-Year:** -1034.227245266120 | **30-Year:** -4334.120628671592

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029598 | 0.54%                | 0.00%                | 0.71%                |
| Class ID C000067996 | 0.61%                | 0.09%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $294407.54               | $2020919.21                                |
| Month 2  | $83306.88                | $-2551906.48                               |
| Month 3  | $-30461.19               | $4578378.94                                |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Daimler Trucks Finance North America LLC                         | Daimler Trucks Finance North America LLC                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1039801.21   | 0.09%             | 2027-09-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    845000 | PA      | $847627.78    | 0.08%             | 2026-09-22      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1231091.99   | 0.11%             | 2028-03-01      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                     | Connecticut Avenue Securities Trust 2025-R03                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    565726 | PA      | $569120.99    | 0.05%             | 2045-03-27      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                             | Constellation Energy Generation, LLC                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1226091.65   | 0.11%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1111056.58   | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                         | Darden Restaurants, Inc.                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1622008.80   | 0.15%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                      | Deephaven Residential Mortgage Trust 2021-1                      | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139611 | PA      | $133121.47    | 0.01%             | 2065-05-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                      | Deephaven Residential Mortgage Trust 2021-2                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370705 | PA      | $334145.70    | 0.03%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | Cox Communications, Inc.                                         | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    665000 | PA      | $654826.17    | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | Cox Communications, Inc.                                         | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    860000 | PA      | $843476.73    | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                              | Dell Equipment Finance Trust 2023-3                              | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $182049.64    | 0.02%             | 2026-06-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                              | Dell Equipment Finance Trust 2024-1                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303578.82    | 0.03%             | 2026-12-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                        | Dell International L.L.C.                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1532310.84   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                              | Dell Equipment Finance Trust 2025-1                              | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111115.64    | 0.01%             | 2027-12-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | Dell Equipment Finance Trust 2024-2                              | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $155908.83    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | Dell Equipment Finance Trust 2024-2                              | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $362007.65    | 0.03%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                            | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1010480.27   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corporation                                    | Diageo Investment Corporation                                    | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571745.79    | 0.05%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                         | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    805000 | PA      | $816055.87    | 0.07%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation                                       | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    547000 | PA      | $542234.59    | 0.05%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation                                       | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1861048.97   | 0.17%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation                                       | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $916240.60    | 0.08%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                             | Verus Securitization Trust 2019-INV3                             | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170402 | PA      | $167929.71    | 0.02%             | 2059-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3223286.13   | 0.29%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    980000 | PA      | $993293.70    | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551424.84   | 0.14%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1680978.54   | 0.15%             | 2029-01-09      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1073905.60   | 0.10%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1339994.10   | 0.12%             | 2027-12-22      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Crown Communication Inc.                                         | Crown Communication Inc.                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $676799.68    | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227226.11    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2696800.96   | 0.25%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2146547.88   | 0.20%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858809.74    | 0.08%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1132049.93   | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    930000 | PA      | $961085.16    | 0.09%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22823PUN1<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   3030000 | PA      | $3020695.17   | 0.27%             | 2025-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2080000 | PA      | $2025897.12   | 0.18%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                               | DTE Energy Company                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    880000 | PA      | $891117.39    | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                               | DTE Energy Company                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1182406.30   | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                 | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $436262.41    | 0.04%             | 2026-10-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                 | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120830.62    | 0.01%             | 2027-03-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                         | Daimler Trucks Finance North America LLC                         | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    790000 | PA      | $792516.62    | 0.07%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                         | Daimler Trucks Finance North America LLC                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636332.70    | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361668 | PA      | $327144.99    | 0.03%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215815 | PA      | $195262.41    | 0.02%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-5                                | Verus Securitization Trust 2020-5                                | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190750 | PA      | $182980.14    | 0.02%             | 2065-05-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                               | Verus Securitization Trust 2021-R2                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558439 | PA      | $511208.32    | 0.05%             | 2064-02-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                | Verus Securitization Trust 2021-2                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314921 | PA      | $286149.83    | 0.03%             | 2066-02-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-7                                | Verus Securitization Trust 2023-7                                | CUSIP: 92539YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685723 | PA      | $696447.28    | 0.06%             | 2068-10-25      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                     | Viatris Inc.                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1287728.98   | 0.12%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                          | Vista Point Securitization Trust 2020-2                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123029 | PA      | $118283.50    | 0.01%             | 2065-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC                                    | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    714000 | PA      | $717902.51    | 0.07%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Viterra Finance B.V.                                             | Viterra Finance B.V.                                             | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366127.50    | 0.03%             | 2026-04-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Viterra Finance B.V.                                             | Viterra Finance B.V.                                             | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2019702.00   | 0.18%             | 2027-04-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668BU5<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1261825.24   | 0.11%             | 2025-09-12      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668BV3<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1370241.58   | 0.12%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CA8<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1214186.68   | 0.11%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CL4<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2021520.86   | 0.18%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    885000 | PA      | $889983.35    | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2018-3, Ltd.                                            | Voya CLO 2018-3, Ltd.                                            | CUSIP: 92917KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1435000 | PA      | $1436047.55   | 0.13%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                           | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2263430.96   | 0.21%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2079556.34   | 0.19%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2105379.47   | 0.19%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4529025.87   | 0.41%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| The Western Union Company                                        | The Western Union Company                                        | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $3904519.51   | 0.35%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1481880 | PA      | $1501730.77   | 0.14%             | 2027-01-19      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                             | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    645000 | PA      | $598154.10    | 0.05%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                               | COLT 2025-INV2 Mortgage Loan Trust                               | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222097 | PA      | $1229972.18   | 0.11%             | 2070-02-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                  | COLT 2025-4 Mortgage Loan Trust                                  | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720073 | PA      | $725972.49    | 0.07%             | 2070-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                     | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139276.78    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                  | CaixaBank, S.A.                                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1602753.43   | 0.15%             | 2027-09-13      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                               | Canadian Natural Resources Limited                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1229463.73   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                               | Canadian Natural Resources Limited                               | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2707330.38   | 0.25%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                             | Canadian Pacific Kansas City Limited                             | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1027462.16   | 0.09%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                | Capital One Financial Corporation                                | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1649931.53   | 0.15%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                | Capital One Financial Corporation                                | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1043802.96   | 0.09%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                | Capital One Financial Corporation                                | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $785414.78    | 0.07%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-2                                   | CarMax Auto Owner Trust 2023-2                                   | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2363206.23   | 0.21%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-2                                   | CarMax Auto Owner Trust 2023-2                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1614738.72   | 0.15%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                   | CarMax Auto Owner Trust 2024-1                                   | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $917248.27    | 0.08%             | 2027-12-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                   | Carmax Auto Owner Trust 2023-3                                   | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1505000 | PA      | $1534224.99   | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                   | Carmax Auto Owner Trust 2023-3                                   | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $846805.47    | 0.08%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-2                                   | Carmax Auto Owner Trust 2024-2                                   | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103170.48    | 0.01%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2024-A                           | CarMax Select Receivables Trust 2024-A                           | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $411896.79    | 0.04%             | 2027-08-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2024-A                           | CarMax Select Receivables Trust 2024-A                           | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1726728.59   | 0.16%             | 2028-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1015689 | PA      | $1000764.80   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1636144 | PA      | $1570246.17   | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                            | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $840791.36    | 0.08%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                            | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $691222.92    | 0.06%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2873328.96   | 0.26%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                      | PeaceHealth                                                      | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463426.39    | 0.04%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462938.39    | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31407A7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49518 | PA      | $50687.97     | 0.00%             | 2035-06-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31407AZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15284 | PA      | $15612.79     | 0.00%             | 2035-05-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36236 | PA      | $37067.15     | 0.00%             | 2034-11-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31408DCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4665 | PA      | $4797.18      | 0.00%             | 2035-11-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31409C2R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19637 | PA      | $20050.60     | 0.00%             | 2036-02-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43863 | PA      | $44739.83     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208559 | PA      | $215435.70    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     68009 | PA      | $70246.67     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1268818 | PA      | $1292497.83   | 0.12%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2767330 | PA      | $2773883.65   | 0.25%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31427MW49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    593537 | PA      | $603988.71    | 0.05%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                | FedEx Corporation                                                | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2639911.86   | 0.24%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245610 | PA      | $247220.25    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                        | Ellington Financial Mortgage Trust 2021-3                        | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522312 | PA      | $442506.30    | 0.04%             | 2066-09-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    268000 | PA      | $260670.09    | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3067129.72   | 0.28%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    690000 | PA      | $698082.04    | 0.06%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                 | Philip Morris International Inc.                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    457000 | PA      | $466279.20    | 0.04%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                        | Ellington Financial Mortgage Trust 2019-2                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122857 | PA      | $117932.40    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                          | Finance of America HECM Buyout 2024-HB1                          | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1384553 | PA      | $1374970.47   | 0.13%             | 2034-10-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| FirstEnergy Transmission, LLC                                    | FirstEnergy Transmission, LLC                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449836.47    | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                   | FirstKey Homes 2020-SFR1 Trust                                   | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4965000 | PA      | $4931407.31   | 0.45%             | 2025-09-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                              | POSCO Holdings Inc.                                              | CUSIP: 73730EAC7<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1320430.95   | 0.12%             | 2026-01-17      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                           | Post Road Equipment Finance 2024-1 LLC                           | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114566 | PA      | $115226.49    | 0.01%             | 2026-08-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR4 Trust                             | Progress Residential 2021-SFR4 Trust                             | CUSIP: 74333EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    191016 | PA      | $187190.00    | 0.02%             | 2026-05-19      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                             | Progress Residential 2021-SFR8 Trust                             | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1330000 | PA      | $1287255.26   | 0.12%             | 2026-10-19      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1030124.94   | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1515312.71   | 0.14%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                     | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1738117.91   | 0.16%             | 2036-03-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1343467.98   | 0.12%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2277181.92   | 0.21%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2661681.79   | 0.24%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    748000 | PA      | $740021.23    | 0.07%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1057837.90   | 0.10%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                           | The PNC Financial Services Group, Inc.                           | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1863387.43   | 0.17%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                              | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1918593.47   | 0.17%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516844.20    | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                    | Thermo Fisher Scientific Inc.                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1018890.07   | 0.09%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                 | Towd Point Mortgage Trust 2018-1                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62847 | PA      | $61955.42     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                          | Trans-Allegheny Interstate Line Company                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295117.72    | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ProLogis, L.P.                                                   | ProLogis, L.P.                                                   | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529780.70    | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                              | Stryker Corporation                                              | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1128833.84   | 0.10%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                              | Stryker Corporation                                              | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2462548.64   | 0.22%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Company Pty Limited                       | Sydney Airport Finance Company Pty Limited                       | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | US        |    326000 | PA      | $323520.74    | 0.03%             | 2026-04-28      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2930525.69   | 0.27%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1851441.70   | 0.17%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                               | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    833385 | PA      | $838207.78    | 0.08%             | 2028-06-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                               | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1530000 | PA      | $1555726.64   | 0.14%             | 2028-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI, Ltd.                                            | Trinitas CLO VI, Ltd.                                            | CUSIP: 89640YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195000 | PA      | $2195054.88   | 0.20%             | 2034-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                             | Trinitas Clo VII Ltd                                             | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2760000 | PA      | $2741549.40   | 0.25%             | 2035-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IX, Ltd.                                            | Trinitas CLO IX, Ltd.                                            | CUSIP: 89641JAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925935 | PA      | $925951.48    | 0.08%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 Trust                                              | TRK 2021-INV1 Trust                                              | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335981 | PA      | $303403.74    | 0.03%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| MARQ Trust 2024-HOU                                              | MARQ Trust 2024-HOU                                              | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1606536.96   | 0.15%             | 2026-06-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    905000 | PA      | $875423.70    | 0.08%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2676567.49   | 0.24%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | U.S. Bank National Association                                   | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |    210607 | PA      | $212819.85    | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1820172.39   | 0.17%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1143825.50   | 0.10%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                | Schlumberger Holdings Corporation                                | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2045037.92   | 0.19%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Investment S.A.                                     | Schlumberger Investment S.A.                                     | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1143589.00   | 0.10%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                          | SDR Commercial Mortgage Trust 2024-DSNY                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1202777.03   | 0.11%             | 2026-05-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                          | Securitized Term Auto Receivables Trust                          | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464730 | PA      | $465893.32    | 0.04%             | 2028-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                   | Securitized Term Auto Receivables Trust 2025-B                   | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $360832.61    | 0.03%             | 2028-09-25      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                   | Securitized Term Auto Receivables Trust 2025-B                   | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $145334.60    | 0.01%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1100501.71   | 0.10%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1086370.27   | 0.10%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81535000 | PA      | $81914007.29  | 7.45%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Capital, Inc.                                   | Sequoia Mortgage Capital, Inc.                                   | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      4688 | PA      | $4636.10      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                  | Sequoia Mortgage Trust 2018-CH2                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172092 | PA      | $159521.18    | 0.01%             | 2035-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1965000 | PA      | $1975439.06   | 0.18%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77110000 | PA      | $77239521.67  | 7.02%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2025-A                          | SMB Private Education Loan Trust 2025-A                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    908285 | PA      | $921145.71    | 0.08%             | 2036-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                 | Societe Generale                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1657629.05   | 0.15%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                 | Societe Generale                                                 | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023199.40   | 0.18%             | 2029-05-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corporation                                            | Solventum Corporation                                            | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2972401.38   | 0.27%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                            | Solventum Corporation                                            | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1554268.34   | 0.14%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXI Ltd                                          | Sound Point CLO XXI Ltd                                          | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325847.28    | 0.03%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2749785.23   | 0.25%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                  | Southern California Gas Company                                  | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1592524.54   | 0.14%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                             | The Southern Company                                             | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1055022.08   | 0.10%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    788000 | PA      | $783161.44    | 0.07%             | 2027-02-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1203878.13   | 0.11%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corporation                                            | Starbucks Corporation                                            | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1159572.18   | 0.11%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                            | Starbucks Corporation                                            | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433376.42    | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                    | Starwood Mortgage Residential Trust 2019-INV1                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258926 | PA      | $254824.03    | 0.02%             | 2049-09-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-1                       | Starwood Mortgage Residential Trust 2020-1                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532613 | PA      | $508138.86    | 0.05%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                       | Starwood Mortgage Residential Trust 2021-2                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367439 | PA      | $347964.85    | 0.03%             | 2065-05-25      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                       | Starwood Mortgage Residential Trust 2021-4                       | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1859586 | PA      | $1665992.72   | 0.15%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                         | State Street Corporation                                         | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1412007.92   | 0.13%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Stratus Funding CLO 2025-1 Ltd                                   | Stratus Funding CLO 2025-1 Ltd                                   | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $905000.00    | 0.08%             | 2033-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical                                             | EQUATE Petrochemical                                             | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |    804000 | PA      | $757723.13    | 0.07%             | 2028-04-28      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                          | Corporacion Nacional del Cobre de Chile                          | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | US        |    421000 | PA      | $412538.32    | 0.04%             | 2027-08-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                          | Corporacion Nacional del Cobre de Chile                          | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2388465.74   | 0.22%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk.                                   | PT Bank Mandiri (Persero) Tbk.                                   | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1722246.34   | 0.16%             | 2026-04-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007GZ55<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    153930 | PA      | $155607.80    | 0.01%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    172402 | PA      | $174205.33    | 0.02%             | 2028-02-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-A                               | Ally Auto Receivables Trust 2023-A                               | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116896 | PA      | $117216.95    | 0.01%             | 2025-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-A                               | Ally Auto Receivables Trust 2023-A                               | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    518875 | PA      | $526695.74    | 0.05%             | 2026-12-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1226841.44   | 0.11%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                          | CUSIP: 02377DAA0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    597665 | PA      | $589739.76    | 0.05%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                            | American Electric Power Company, Inc.                            | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2164252.32   | 0.20%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    665000 | PA      | $672921.68    | 0.06%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1330690.94   | 0.12%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1059996.59   | 0.10%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1309624.82   | 0.12%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                               | American Honda Finance Corporation                               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1969417.03   | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1239658.10   | 0.11%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                       | American Tower Corporation                                       | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1170582.85   | 0.11%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                       | American Tower Corporation                                       | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2927000 | PA      | $2861681.36   | 0.26%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2022-1                  | AmeriCredit Automobile Receivables Trust 2022-1                  | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1465000 | PA      | $1441609.08   | 0.13%             | 2028-02-18      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                  | Americredit Automobile Receivables Trust 2023-1                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1195000 | PA      | $1220094.04   | 0.11%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    342000 | PA      | $335699.71    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    955000 | PA      | $963615.06    | 0.09%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation                                       | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1110285.29   | 0.10%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                       | Driven Brands Funding, LLC                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1065689 | PA      | $1061561.52   | 0.10%             | 2026-04-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                       | Driven Brands Funding, LLC                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599348 | PA      | $589774.26    | 0.05%             | 2026-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO, Ltd.                                              | Dryden 86 CLO, Ltd.                                              | CUSIP: 26245XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660000 | PA      | $2660885.78   | 0.24%             | 2034-07-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO, Ltd.                                              | Dryden 77 CLO, Ltd.                                              | CUSIP: 26252VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2610976.14   | 0.24%             | 2034-05-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                          | Duke Energy Corporation                                          | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    789000 | PA      | $790592.75    | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300368 | PA      | $1291849.66   | 0.12%             | 2069-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733541 | PA      | $730439.06    | 0.07%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                   | EFMT 2024-NQM1                                                   | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380276 | PA      | $2396272.62   | 0.22%             | 2069-11-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                  | EQT Corporation                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472525.34    | 0.04%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                             | ERAC USA Finance LLC                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2467406.32   | 0.22%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A, LLC                           | Elara HGV Timeshare Issuer 2019-A, LLC                           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283640 | PA      | $277708.82    | 0.03%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1108050.18   | 0.10%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1054451.08   | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                    | Enbridge Inc.                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    730000 | PA      | $743835.40    | 0.07%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                    | Enbridge Inc.                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630192.12    | 0.06%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                    | Enbridge Inc.                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    505000 | PA      | $508634.59    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2828501.02   | 0.26%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $983705.28    | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                  | Enel Finance International N.V.                                  | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2183945.40   | 0.20%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International N.V.                                  | Enel Finance International N.V.                                  | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628851.38    | 0.06%             | 2025-10-14      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3, LLC                           | Enterprise Fleet Financing 2024-3, LLC                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $304853.94    | 0.03%             | 2029-04-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                          | Equitable Financial Life Global Funding                          | CUSIP: 29446Q2A0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1317977.64   | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                             | ERAC USA Finance LLC                                             | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $895306.74    | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                   | EFMT 2025-INV2                                                   | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565327 | PA      | $566998.67    | 0.05%             | 2070-05-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                          | Equitable Financial Life Global Funding                          | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1210928.54   | 0.11%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corporation                                               | Exelon Corporation                                               | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641282.69    | 0.06%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A, LLC                           | Elara HGV Timeshare Issuer 2023-A, LLC                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347773 | PA      | $359528.28    | 0.03%             | 2030-11-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A, LLC                           | Elara HGV Timeshare Issuer 2023-A, LLC                           | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473720 | PA      | $489808.44    | 0.04%             | 2030-11-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                       | Exeter Automobile Receivables Trust 2022-4                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1375000 | PA      | $1382826.91   | 0.13%             | 2025-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                       | Exeter Automobile Receivables Trust 2022-5                       | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2769272 | PA      | $2778196.55   | 0.25%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                       | Exeter Automobile Receivables Trust 2023-1                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $182823.98    | 0.02%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                | Exeter Select Automobile Receivables Trust 2025-1                | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775000 | PA      | $777134.43    | 0.07%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                  | FMC Corporation                                                  | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1133689.78   | 0.10%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    103604 | PA      | $108322.65    | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JLHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1731 | PA      | $1772.05      | 0.00%             | 2033-09-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JM6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1663 | PA      | $1704.18      | 0.00%             | 2035-02-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    722151 | PA      | $692614.02    | 0.06%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    118038 | PA      | $124941.13    | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    103813 | PA      | $110263.05    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1609195 | PA      | $1616124.02   | 0.15%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1805459 | PA      | $1853837.76   | 0.17%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JM7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5177 | PA      | $5302.39      | 0.00%             | 2035-02-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JML39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61200 | PA      | $62888.75     | 0.01%             | 2035-06-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    192175 | PA      | $198556.48    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JMW45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1264 | PA      | $1300.46      | 0.00%             | 2034-11-01      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JMY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1143 | PA      | $1174.64      | 0.00%             | 2034-11-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JMZG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3903 | PA      | $4015.15      | 0.00%             | 2034-11-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JNAL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5172 | PA      | $5327.37      | 0.00%             | 2035-02-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60499 | PA      | $62385.40     | 0.01%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55173 | PA      | $55751.53     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44554 | PA      | $46393.20     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416CD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    337903 | PA      | $341651.08    | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27822 | PA      | $28797.97     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    294226 | PA      | $291607.90    | 0.03%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18996 | PA      | $18823.20     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109417 | PA      | $101036.24    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | 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        |    176145 | PA      | $162652.51    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    153729 | PA      | $149170.60    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127589 | PA      | $123726.21    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141859 | PA      | $137563.64    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1490957 | PA      | $1369765.33   | 0.12%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    541367 | PA      | $432638.96    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35467 | PA      | $37082.63     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128M5V98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67584 | PA      | $71277.79     | 0.01%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12837187 | PA      | $13261460.74  | 1.21%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    294131 | PA      | $266936.34    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    723456 | PA      | $675133.81    | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1929580 | PA      | $1798284.99   | 0.16%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128NCBF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2548 | PA      | $2612.38      | 0.00%             | 2035-01-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128NCBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2978 | PA      | $3055.35      | 0.00%             | 2035-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128NGC29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    154550 | PA      | $158201.76    | 0.01%             | 2035-09-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128S4E60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28632 | PA      | $29361.19     | 0.00%             | 2036-03-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128S4E78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13957 | PA      | $14317.32     | 0.00%             | 2035-10-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5502 | PA      | $5730.74      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    256507 | PA      | $259491.43    | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132906 | PA      | $128230.56    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1466052 | PA      | $1494249.03   | 0.14%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    701946 | PA      | $718561.92    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | 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        |   1224220 | PA      | $1060588.55   | 0.10%             | 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        |   4007409 | PA      | $3847571.87   | 0.35%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31409UBQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28031 | PA      | $28953.35     | 0.00%             | 2036-03-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31409VPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26190 | PA      | $26960.68     | 0.00%             | 2036-02-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111080 | PA      | $114760.00    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127897 | PA      | $132131.82    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52556 | PA      | $49571.26     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    697510 | PA      | $678789.83    | 0.06%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129111 | PA      | $121576.89    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8131 | PA      | $7656.46      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    316604 | PA      | $304972.89    | 0.03%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2321082 | PA      | $1940436.35   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QPSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60713 | PA      | $56695.70     | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    696457 | PA      | $687746.96    | 0.06%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    183172 | PA      | $184544.99    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1695832 | PA      | $1668264.00   | 0.15%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    746752 | PA      | $752114.82    | 0.07%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QU6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1109205 | PA      | $1093599.97   | 0.10%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20874 | PA      | $21017.09     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    511281 | PA      | $514633.09    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11434 | PA      | $11533.52     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1147224 | PA      | $1205014.68   | 0.11%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69692 | PA      | $72158.12     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67238 | PA      | $69593.46     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                              | OZLM Funding II Ltd                                              | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755000 | PA      | $1755000.00   | 0.16%             | 2037-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM XXI Ltd                                                     | OZLM XXI Ltd                                                     | CUSIP: 67112AAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    763044 | PA      | $763049.80    | 0.07%             | 2031-01-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                              | OBX 2019-EXP3 Trust                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117754 | PA      | $117091.08    | 0.01%             | 2059-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                              | OBX 2019-EXP2 Trust                                              | CUSIP: 67113KAL2<br>LEI: 549300T9OLE6UGS5GU41 | Long             | ABS-MBS          | CORP              | US        |    135038 | PA      | $134949.73    | 0.01%             | 2059-06-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23621 | PA      | $24428.55     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                 | GATX Corporation                                                 | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    508000 | PA      | $502694.24    | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                 | GATX Corporation                                                 | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    774000 | PA      | $785194.90    | 0.07%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                             | GCAT 2025-NQM1 Trust                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943259 | PA      | $944886.93    | 0.09%             | 2069-11-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216845 | PA      | $201727.78    | 0.02%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                             | Galton Funding Mortgage Trust 2019-1                             | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90571 | PA      | $88413.75     | 0.01%             | 2032-12-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                             | Galton Funding Mortgage Trust 2019-1                             | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44837 | PA      | $42864.94     | 0.00%             | 2032-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                            | Galton Funding Mortgage Trust 2019-H1                            | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $772457.31    | 0.07%             | 2059-10-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                           | General Motors Company                                           | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    810000 | PA      | $826142.09    | 0.08%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    995000 | PA      | $999122.38    | 0.09%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1191399.50   | 0.11%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1860339.76   | 0.17%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2217598.24   | 0.20%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1        | GM Financial Consumer Automobile Receivables Trust 2023-1        | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805000 | PA      | $811009.33    | 0.07%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42108 | PA      | $41672.78     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52097 | PA      | $51663.92     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9842 | PA      | $9743.80      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3061140.46   | 0.28%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1738885.92   | 0.16%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6317 | PA      | $6255.74      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94047 | PA      | $95143.11     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1226407.53   | 0.11%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static 2024-1 Ltd                         | Golub Capital Partners Static 2024-1 Ltd                         | CUSIP: 381929AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4300000.00   | 0.39%             | 2035-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline, LLC                                           | Gray Oak Pipeline, LLC                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $933177.86    | 0.08%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corporation                                          | HF Sinclair Corporation                                          | CUSIP: 403949AR1<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1695516.55   | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EPJ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125634 | PA      | $122914.77    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104842 | PA      | $105954.33    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust 2024-ORL                          | HILT Commercial Mortgage Trust 2024-ORL                          | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1469998.97   | 0.13%             | 2026-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                     | HPEFS Equipment Trust 2024-1                                     | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2145000 | PA      | $2153661.94   | 0.20%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EQLC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    973852 | PA      | $964533.10    | 0.09%             | 2044-06-01      | 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        |    262866 | PA      | $249086.74    | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Homes 2025-NQM2 Trust                                            | Homes 2025-NQM2 Trust                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768594 | PA      | $770136.57    | 0.07%             | 2070-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1232254.59   | 0.11%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2233674.73   | 0.20%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1894781.40   | 0.17%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 40412BUH4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   2745000 | PA      | $2738497.10   | 0.25%             | 2025-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1615580.99   | 0.15%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1664021.14   | 0.15%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |   1323446 | PA      | $1334686.47   | 0.12%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890664.44    | 0.08%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1358059.54   | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                        | Korea Electric Power Corp                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2418816.96   | 0.22%             | 2026-04-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co., Ltd                             | Korea Hydro & Nuclear Power Co., Ltd                             | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1385915.73   | 0.13%             | 2026-04-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co., Ltd                             | Korea Hydro & Nuclear Power Co., Ltd                             | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1119447.95   | 0.10%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Korea Housing Finance Corporation                                | Korea Housing Finance Corporation                                | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | US        |   2500000 | PA      | $2525490.00   | 0.23%             | 2028-02-24      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co., The                                                  | Kroger Co., The                                                  | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    293000 | PA      | $290354.24    | 0.03%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313712.69    | 0.03%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $639867.72    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1977123.26   | 0.18%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    695000 | PA      | $700192.62    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III, LLC                               | LYB International Finance III, LLC                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1406205.29   | 0.13%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                         | Lloyds Banking Group PLC                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1191621.55   | 0.11%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                           | Lowe`s Companies, Inc.                                           | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669879.42    | 0.06%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                           | LSTAR Commercial Mortgage Trust 2017-5                           | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1352840.57   | 0.12%             | 2027-01-12      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust                                                        | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    199240 | PA      | $192249.30    | 0.02%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                           | MED Commercial Mortgage Trust 2024-MOB                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1517203.96   | 0.14%             | 2026-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2021-A                                | MMAF Equipment Finance LLC 2021-A                                | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $357379.13    | 0.03%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1933270.57   | 0.18%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1658714.20   | 0.15%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                         | Morgan Stanley Capital I Trust 2014-150E                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2388920.01   | 0.22%             | 2032-09-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                   | MVW 2023-1 LLC                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1528581 | PA      | $1540149.49   | 0.14%             | 2040-10-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mylan II B.V.                                                    | Mylan II B.V.                                                    | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2236698.03   | 0.20%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                   | NBN Co Limited                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3575903.48   | 0.33%             | 2026-05-05      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                          | NMEF Funding 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $570070.91    | 0.05%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                 | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    755000 | PA      | $746053.55    | 0.07%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1308149.83   | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298647.49    | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1336864.77   | 0.12%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295611.92    | 0.03%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                          | NTT Finance Corporation                                          | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754850.06    | 0.07%             | 2025-07-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    573000 | PA      | $590102.62    | 0.05%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation         | National Rural Utilities Cooperative Finance Corporation         | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    884000 | PA      | $898056.40    | 0.08%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation         | National Rural Utilities Cooperative Finance Corporation         | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    674000 | PA      | $673854.42    | 0.06%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                 | Navient Private Education Refi Loan Trust 2020-H                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240946 | PA      | $224966.28    | 0.02%             | 2027-11-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150504.71    | 0.01%             | 2026-04-27      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235000 | PA      | $236023.87    | 0.02%             | 2026-04-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518041.58    | 0.05%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                             | Amphenol Corporation                                             | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    256000 | PA      | $263350.58    | 0.02%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                         | Amur Equipment Finance Receivables X LLC                         | CUSIP: 03236VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $546999.20    | 0.05%             | 2028-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                         | Amur Equipment Finance Receivables X LLC                         | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $768906.14    | 0.07%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-3                                   | CarMax Auto Owner Trust 2024-3                                   | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375553.91    | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                           | Carvana Auto Receivables Trust 2022-N1                           | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58489 | PA      | $57387.44     | 0.01%             | 2027-02-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                           | Carvana Auto Receivables Trust 2024-N2                           | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1215000 | PA      | $1232947.86   | 0.11%             | 2027-03-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1215941.47   | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    785000 | PA      | $812914.53    | 0.07%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                              | Centene Corporation                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4661956.64   | 0.42%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                            | Charter Communications Operating, LLC                            | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1713961.78   | 0.16%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                            | Charter Communications Operating, LLC                            | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    795000 | PA      | $810394.70    | 0.07%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                            | Chenango Park CLO Ltd                                            | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $869974.77    | 0.08%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                            | Chenango Park CLO Ltd                                            | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1825000 | PA      | $1828087.90   | 0.17%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                            | Cheniere Corpus Christi Holdings, LLC                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1532719.14   | 0.14%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd 2015-I                                          | CIFC Funding Ltd 2015-I                                          | CUSIP: 17180TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2218740 | PA      | $2214640.16   | 0.20%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                          | CIFC Funding 2016-I Ltd                                          | CUSIP: 17180TBS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    895000 | PA      | $895676.62    | 0.08%             | 2031-10-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1193359.05   | 0.11%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust                                    | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996903 | PA      | $838262.37    | 0.08%             | 2038-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1993462.82   | 0.18%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    613000 | PA      | $618426.09    | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                               | Coca-Cola Europacific Partners PLC                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277935.33    | 0.03%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT Funding LLC                                                 | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819927 | PA      | $724037.34    | 0.07%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 Mortgage Loan Trust                               | COLT 2024-INV4 Mortgage Loan Trust                               | CUSIP: 19688QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1498664 | PA      | $1509193.03   | 0.14%             | 2069-11-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 Mortgage Loan Trust                                  | COLT 2024-6 Mortgage Loan Trust                                  | CUSIP: 19688XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604982 | PA      | $1606437.93   | 0.15%             | 2069-11-25      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                           | Columbia Pipelines Holding Company LLC                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $293685.41    | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1732604.13   | 0.16%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1278920.29   | 0.12%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1295825.90   | 0.12%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                            | Atlassian Corporation                                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    645000 | PA      | $662298.90    | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1261085.30   | 0.11%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1, LLC                                | Auxilior Term Funding 2024-1, LLC                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    715000 | PA      | $728067.77    | 0.07%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1, LLC                                | Auxilior Term Funding 2023-1, LLC                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1030097 | PA      | $1036490.58   | 0.09%             | 2030-12-16      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                       | Avis Budget Rental Car Funding (AESOP) LLC                       | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $525077.39    | 0.05%             | 2026-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                     | Public Service Enterprise Group Incorporated                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1963206.04   | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                    | RCKT Mortgage Trust 2024-CES8                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1701467 | PA      | $1701510.07   | 0.15%             | 2044-10-25      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                       | Avis Budget Rental Car Funding (AESOP) LLC                       | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $371935.80    | 0.03%             | 2026-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    935000 | PA      | $918156.82    | 0.08%             | 2026-02-21      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES9                                    | RCKT Mortgage Trust 2024-CES9                                    | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331733 | PA      | $332375.96    | 0.03%             | 2028-12-25      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| RTX Corporation                                                  | RTX Corporation                                                  | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    816000 | PA      | $875232.71    | 0.08%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $771769.24    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1248549.07   | 0.11%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                  | BAE Systems PLC                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1396123.64   | 0.13%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                              | B.A.T. International Finance P.L.C.                              | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1738298.15   | 0.16%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                        | Realty Income Corporation                                        | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645017.87    | 0.06%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3316367.77   | 0.30%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                              | B.A.T. International Finance P.L.C.                              | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3255049.80   | 0.30%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Limited                               | BHP Billiton Finance (USA) Limited                               | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2346719.87   | 0.21%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1627488.16   | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                       | Reinsurance Group of America, Incorporated                       | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1256345.72   | 0.11%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                             | BINOM Securitization Trust 2021-INV1                             | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531570 | PA      | $484273.08    | 0.04%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                             | BINOM Securitization Trust 2021-INV1                             | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545464 | PA      | $499790.61    | 0.05%             | 2056-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                          | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    863000 | PA      | $851284.69    | 0.08%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                          | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1649515.46   | 0.15%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                              | BMW US Capital, LLC                                              | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2891812.71   | 0.26%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                            | Battalion CLO XII Ltd                                            | CUSIP: 07133RAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335000 | PA      | $1323545.70   | 0.12%             | 2031-05-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                            | Battalion CLO XII Ltd                                            | CUSIP: 07133RBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445000 | PA      | $1442582.52   | 0.13%             | 2031-05-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XXI Ltd                                            | Battalion Clo XXI Ltd                                            | CUSIP: 07134WAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $830000.00    | 0.08%             | 2034-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC               | Bayview Opportunity Master Fund VII 2024-CAR1, LLC               | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435218 | PA      | $435892.09    | 0.04%             | 2031-12-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII, Ltd.                                         | Symphony CLO XXIII, Ltd.                                         | CUSIP: 87167NDL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2065448 | PA      | $2062409.26   | 0.19%             | 2034-01-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI, Ltd.                                          | Symphony CLO XXVI, Ltd.                                          | CUSIP: 87190GAC5<br>LEI: 54930002F1MQXJG7J014 | Long             | ABS-CBDO         | CORP              | US        |   1064773 | PA      | $1065077.56   | 0.10%             | 2033-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    955000 | PA      | $940525.73    | 0.09%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                          | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560387.96    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                            | T. Rowe Price Government Reserve Fund                            | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  11768083 | NS      | $11768082.97  | 1.07%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| TIAA CLO I Ltd                                                   | TIAA CLO I Ltd                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | US        |   1651640 | PA      | $1652026.55   | 0.15%             | 2031-07-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                      | Rio Tinto Finance (USA) plc                                      | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1126106.83   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                    | Rockford Tower CLO 2019-2 Ltd                                    | CUSIP: 77341GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3001611 | PA      | $3000050.58   | 0.27%             | 2032-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                       | Rogers Communications Inc.                                       | CUSIP: 775109CG4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2206249.43   | 0.20%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1188380.91   | 0.11%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1979981.60   | 0.18%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3270000 | PA      | $3266582.52   | 0.30%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                  | S&P Global Inc.                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2642680.55   | 0.24%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB Funding LLC                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1598000 | PA      | $1634155.39   | 0.15%             | 2029-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                 | SFS Auto Receivables Securitization Trust 2024-1                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $511930.76    | 0.05%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                 | SFS Auto Receivables Securitization Trust 2024-1                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $172659.94    | 0.02%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                 | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    865000 | PA      | $865769.42    | 0.08%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                 | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $853731.73    | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                     | SBNA Auto Lease Trust 2024-B                                     | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1635000 | PA      | $1659910.70   | 0.15%             | 2026-12-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-B                          | SMB Private Education Loan Trust 2019-B                          | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2009495 | PA      | $1889352.66   | 0.17%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                          | SMB Private Education Loan Trust 2018-B                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    744572 | PA      | $741653.95    | 0.07%             | 2028-03-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-B                          | SMB Private Education Loan Trust 2020-B                          | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298083 | PA      | $281657.53    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                          | SMB Private Education Loan Trust 2021-B                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1479688 | PA      | $1386734.95   | 0.13%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                    | Sabine Pass Liquefaction, LLC                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    468000 | PA      | $465848.28    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                    | Sabine Pass Liquefaction, LLC                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2791198.93   | 0.25%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                    | Sammons Financial Group, Inc.                                    | CUSIP: 79587J2B8<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    795000 | PA      | $806776.81    | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $320866.56    | 0.03%             | 2033-01-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $445797.40    | 0.04%             | 2033-01-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-B                 | Santander Consumer Auto Receivables Trust 2021-B                 | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    689603 | PA      | $682213.03    | 0.06%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                     | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1316652.18   | 0.12%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                     | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242739.77    | 0.02%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                    | Santander Drive Auto Receivables Trust 2021-4                    | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3482531.85   | 0.32%             | 2026-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                    | Santander Drive Auto Receivables Trust 2021-1                    | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3157207 | PA      | $3130574.88   | 0.28%             | 2025-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                    | Santander Drive Auto Receivables Trust 2020-4                    | CUSIP: 80286WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2084709 | PA      | $2073993.92   | 0.19%             | 2028-04-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                    | Santander Drive Auto Receivables Trust 2021-3                    | CUSIP: 80287EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4280421.67   | 0.39%             | 2026-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                    | Santander Drive Auto Receivables Trust 2023-1                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370000 | PA      | $1377993.81   | 0.13%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CBF0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    118640 | PA      | $118724.39    | 0.01%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCA0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    211409 | PA      | $213551.87    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCD4<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    709045 | PA      | $714059.85    | 0.06%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    432095 | PA      | $433980.36    | 0.04%             | 2028-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529528 | PA      | $534043.69    | 0.05%             | 2028-07-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                       | Government of Saudi Arabia                                       | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |   1270000 | PA      | $1289443.70   | 0.12%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138X3E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    290062 | PA      | $278239.98    | 0.03%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    428309 | PA      | $420835.07    | 0.04%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31400QJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       703 | PA      | $720.87       | 0.00%             | 2033-03-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41922 | PA      | $42342.52     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    163676 | PA      | $170366.39    | 0.02%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                  | Angel Oak Mortgage Trust 2021-1                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961972 | PA      | $846067.32    | 0.08%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402DDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13142 | PA      | $13536.78     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17484 | PA      | $18262.87     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156896 | PA      | $161727.40    | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11111 | PA      | $11609.23     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1730 | PA      | $1815.67      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31403K3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42549 | PA      | $43421.37     | 0.00%             | 2033-12-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                  | Angel Oak Mortgage Trust 2025-5                                  | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2959883 | PA      | $2975647.33   | 0.27%             | 2070-04-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                        | Appalachian Power Company                                        | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2481128.10   | 0.23%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                        | Aptiv PLC                                                        | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | US        |    805000 | PA      | $802536.06    | 0.07%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Arby's Funding, LLC                                              | Arby's Funding, LLC                                              | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2962275 | PA      | $2830004.09   | 0.26%             | 2027-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                     | ARI Fleet Lease Trust 2024-B                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1048939 | PA      | $1055503.21   | 0.10%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Limited                                 | Aspen Insurance Holdings Limited                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | US        |    710000 | PA      | $721388.83    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets P.L.C.                                        | BP Capital Markets P.L.C.                                        | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1283922.55   | 0.12%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                   | BRE Grand Islander Timeshare Issuer 2019-A LLC                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    409302 | PA      | $403711.04    | 0.04%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                | BPR Trust 2021-TY                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855000 | PA      | $1848053.03   | 0.17%             | 2038-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-1 Ltd                               | Balboa Bay Loan Funding 2023-1 Ltd                               | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $545000.00    | 0.05%             | 2036-04-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                            | Banco Santander, S.A.                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016444.00   | 0.09%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1253968.62   | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1654746.89   | 0.15%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2188848.66   | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31404NBP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2663 | PA      | $2734.44      | 0.00%             | 2035-02-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31405UMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2172 | PA      | $2226.39      | 0.00%             | 2034-10-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                         | Bank of New York Mellon Corporation, The                         | CUSIP: 06405LAH4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1622445.92   | 0.15%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                         | Bank of New York Mellon Corporation, The                         | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1809581.17   | 0.16%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                         | Bank of New York Mellon Corporation, The                         | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1873417.49   | 0.17%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank 2024-BNK47                                                  | Bank 2024-BNK47                                                  | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250681 | PA      | $255278.69    | 0.02%             | 2029-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR9                                                  | Bank5 2024-5YR9                                                  | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170049 | PA      | $1182589.71   | 0.11%             | 2029-06-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5Yr11                                                 | Bank5 2024-5Yr11                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $964544.95    | 0.09%             | 2029-11-19      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                 | BANK5 2024-5YR12                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $565788.73    | 0.05%             | 2057-12-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                 | BANK5 2024-5YR12                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $684173.82    | 0.06%             | 2029-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                               | Banque Federative du Credit Mutuel                               | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1498647.95   | 0.14%             | 2026-01-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1485932.88   | 0.14%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1391734.14   | 0.13%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1275317.82   | 0.12%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2018-IV                                          | Barings CLO Ltd 2018-IV                                          | CUSIP: 06760XAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2340000 | PA      | $2342190.24   | 0.21%             | 2030-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                             | Battalion Clo XV Ltd                                             | CUSIP: 07131AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4212906 | PA      | $4198135.66   | 0.38%             | 2033-01-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                             | Battalion Clo XV Ltd                                             | CUSIP: 07131AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    965000 | PA      | $961256.77    | 0.09%             | 2033-01-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                    | Becton, Dickinson and Company                                    | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3063274.67   | 0.28%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                 | Benchmark 2024-V8 Mortgage Trust                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593546 | PA      | $602813.54    | 0.05%             | 2029-04-16      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                | Benchmark 2024-V11 Mortgage Trust                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $819787.51    | 0.07%             | 2029-11-19      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31405UTZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1012 | PA      | $1030.27      | 0.00%             | 2034-11-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5362 | PA      | $5492.80      | 0.00%             | 2035-01-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                          | Blue Owl Asset Leasing Trust 2024-1 LLC                          | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1108894 | PA      | $1106407.94   | 0.10%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                          | Blue Owl Asset Leasing Trust 2024-1 LLC                          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $327847.10    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                      | BlueMountain CLO 2016-3 Ltd                                      | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1509465 | PA      | $1509494.92   | 0.14%             | 2030-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                      | BlueMountain CLO 2018-3 Ltd                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848741 | PA      | $848708.96    | 0.08%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3264 | PA      | $3351.01      | 0.00%             | 2034-12-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3679 | PA      | $3772.44      | 0.00%             | 2035-01-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6761 | PA      | $6928.83      | 0.00%             | 2035-01-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406DG67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5812 | PA      | $5970.78      | 0.00%             | 2034-11-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                      | BNP Paribas                                                      | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2694109.93   | 0.24%             | 2029-05-09      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                      | BMO 2024-5C4 Mortgage Trust                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1630895.11   | 0.15%             | 2029-04-17      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406J7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24523 | PA      | $25433.80     | 0.00%             | 2035-04-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406MYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4901 | PA      | $5001.76      | 0.00%             | 2035-03-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406P4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50017 | PA      | $50836.09     | 0.00%             | 2035-04-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406REY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18605 | PA      | $18841.18     | 0.00%             | 2035-08-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406TLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9999 | PA      | $10327.18     | 0.00%             | 2035-04-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406VHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6159 | PA      | $6335.12      | 0.00%             | 2035-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406WRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39262 | PA      | $40360.62     | 0.00%             | 2035-06-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1875802.48   | 0.17%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1INV                                | Flagstar Mortgage Trust 2020-1INV                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345581 | PA      | $329803.45    | 0.03%             | 2041-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-1INV                                | Flagstar Mortgage Trust 2019-1INV                                | CUSIP: 33852AAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229995 | PA      | $204382.70    | 0.02%             | 2040-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1138818.99   | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $939791.91    | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                  | FMC Corporation                                                  | CUSIP: 34410WU34<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   3025000 | PA      | $3023690.48   | 0.27%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GoTo Foods Funding LLC                                           | GoTo Foods Funding LLC                                           | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2760000 | PA      | $2740347.70   | 0.25%             | 2027-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $436475.52    | 0.04%             | 2026-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    995000 | PA      | $1001693.76   | 0.09%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1214090.64   | 0.11%             | 2026-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $852611.84    | 0.08%             | 2027-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                              | Ford Credit Auto Owner Trust 2023-B                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    895000 | PA      | $901376.34    | 0.08%             | 2026-05-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                           | Ford Credit Auto Owner Trust 2020-REV2                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405000 | PA      | $1390805.43   | 0.13%             | 2025-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                    | Fortitude Group Holdings, LLC                                    | CUSIP: 34966XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2895015.15   | 0.26%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $527720.96    | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1497374.95   | 0.14%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1133089.45   | 0.10%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1207397.00   | 0.11%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    820000 | PA      | $823910.50    | 0.07%             | 2025-11-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    840000 | PA      | $848535.74    | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    465848 | PA      | $465554.90    | 0.04%             | 2032-07-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1317699.24   | 0.12%             | 2032-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1690392.08   | 0.15%             | 2032-07-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                   | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1914674.58   | 0.17%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                              | Fortive Corporation                                              | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1517530.60   | 0.14%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2447795.01   | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Clover CLO 2019-1 Ltd                                            | Clover CLO 2019-1 Ltd                                            | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2287586.90   | 0.21%             | 2035-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                  | BP Capital Markets America Inc.                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    892000 | PA      | $892620.30    | 0.08%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-HE2                         | BRAVO Residential Funding Trust 2021-HE2                         | CUSIP: 10569CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615000 | PA      | $613572.95    | 0.06%             | 2069-11-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                     | Fortress Credit BSL VIII Ltd                                     | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1467675 | PA      | $1466422.05   | 0.13%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                     | Fortress Credit BSL VIII Ltd                                     | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3275000 | PA      | $3268456.55   | 0.30%             | 2032-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                      | CUSIP: 10921U2C1<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    460000 | PA      | $448064.93    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    605000 | PA      | $610099.61    | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                           | BX Commercial Mortgage Trust 2024-GPA3                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890828 | PA      | $891665.51    | 0.08%             | 2026-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                           | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1178644 | PA      | $1180116.13   | 0.11%             | 2029-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                           | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152029 | PA      | $1153470.42   | 0.10%             | 2029-05-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                           | BX Commercial Mortgage Trust 2024-SLCT                           | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $547550.33    | 0.05%             | 2027-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                           | BX Commercial Mortgage Trust 2024-SLCT                           | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1420265.70   | 0.13%             | 2027-01-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                              | CBRE Services, Inc.                                              | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    595000 | PA      | $597770.74    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Limited                                   | Fortress Credit BSL XV Limited                                   | CUSIP: 34964WAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195000 | PA      | $2195467.54   | 0.20%             | 2033-10-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd                                    | Fortress Credit BSL XVIII Ltd                                    | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395000 | PA      | $395410.01    | 0.04%             | 2036-04-23      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625881.69    | 0.06%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1350930.11   | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2022-R3                                                | CIM Trust 2022-R3                                                | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2803788 | PA      | $2740732.19   | 0.25%             | 2062-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                  | COMM 2014-CCRE15 Mortgage Trust                                  | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971536 | PA      | $931805.95    | 0.08%             | 2047-02-12      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                  | COMM 2014-CCRE19 Mortgage Trust                                  | CUSIP: 12592GAG8<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |    200589 | PA      | $192238.59    | 0.02%             | 2047-08-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                  | COLT 2020-3 Mortgage Loan Trust                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42355 | PA      | $41256.72     | 0.00%             | 2065-04-27      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1084749.19   | 0.10%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1136657.85   | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                          | HYT Commercial Mortgage Trust 2024-RGCY                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1394999.44   | 0.13%             | 2026-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | Hyundai Auto Lease Securitization Trust 2025-B                   | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595000 | PA      | $599115.73    | 0.05%             | 2027-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | Hyundai Auto Lease Securitization Trust 2025-B                   | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1235000 | PA      | $1247772.37   | 0.11%             | 2027-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                 | Icon Investments Six Designated Activity Company                 | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2215488.84   | 0.20%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                  | CSL Finance PLC                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | US        |    730000 | PA      | $725130.83    | 0.07%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1183859.33   | 0.11%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                      | Imperial Brands Finance PLC                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1195090.94   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                           | Imperial Fund Mortgage Trust 2021-NQM2                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    797109 | PA      | $688255.36    | 0.06%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM4                           | Imperial Fund Mortgage Trust 2022-NQM4                           | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2557028 | PA      | $2587118.81   | 0.24%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                   | ING Groep N.V.                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1624237.23   | 0.15%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514422.35    | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    950000 | PA      | $937425.23    | 0.09%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1023033.16   | 0.09%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    324000 | PA      | $328181.41    | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    980000 | PA      | $976172.12    | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $876038.04    | 0.08%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2992114.73   | 0.27%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3079000 | PA      | $3090530.24   | 0.28%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3369027.53   | 0.31%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                      | International Business Machines Corporation                      | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3859000 | PA      | $3904889.68   | 0.36%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                       | Rogers Communications Inc.                                       | CUSIP: 775109DE8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2820189.90   | 0.26%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                | Romark CLO II Ltd                                                | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3225000 | PA      | $3225696.60   | 0.29%             | 2031-07-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                       | IQVIA Inc.                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    810000 | PA      | $846422.62    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                        | JPMorgan Chase Bank, National Association                        | CUSIP: 46591HCS7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-CBDO         | CORP              | US        |    985000 | PA      | $988301.92    | 0.09%             | 2029-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2072800.98   | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730000 | PA      | $719731.67    | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.           | J.P. Morgan Chase Commercial Mortgage Securities Corp.           | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1044574.71   | 0.09%             | 2029-09-17      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2020-INV1                             | J.P. Morgan Mortgage Trust 2020-INV1                             | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159002 | PA      | $152177.02    | 0.01%             | 2043-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                  | Sequoia Mortgage Trust 2018-CH2                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86143 | PA      | $79850.55     | 0.01%             | 2035-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Company, The                                    | Sherwin-Williams Company, The                                    | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1316271.42   | 0.12%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2020-INV1                             | J.P. Morgan Mortgage Trust 2020-INV1                             | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239751 | PA      | $211192.18    | 0.02%             | 2043-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-DSC1                             | J.P. Morgan Mortgage Trust 2025-DSC1                             | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3251155 | PA      | $3279573.00   | 0.30%             | 2029-04-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                        | South Bow USA Infrastructure Holdings LLC                        | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1606207.27   | 0.15%             | 2027-09-01      | Fixed         | 4.91%                 | 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        |   4582954 | NS      | $4582954.29   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Funding, LLC                                     | Jack in the Box Funding, LLC                                     | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-CBDO         | CORP              | US        |   1136025 | PA      | $1105779.02   | 0.10%             | 2027-02-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1268544.02   | 0.12%             | 2027-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1181594.23   | 0.11%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1190165.49   | 0.11%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1311894.40   | 0.12%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust                                         | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358375 | PA      | $306643.93    | 0.03%             | 2042-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420000 | PA      | $2395800.00   | 0.22%             | 2033-10-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955000 | PA      | $1930562.30   | 0.18%             | 2033-10-17      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                               | Japan Tobacco Inc.                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2526923.46   | 0.23%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                       | Jersey Mike's Funding, LLC                                       | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49500 | PA      | $48119.77     | 0.00%             | 2027-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                             | KNDR Trust 2021-KIND                                             | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405248 | PA      | $2373677.27   | 0.22%             | 2026-08-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| KT Corporation                                                   | KT Corporation                                                   | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3092370.18   | 0.28%             | 2025-08-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KT Corporation                                                   | KT Corporation                                                   | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348555.83    | 0.03%             | 2028-02-02      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                      | Keysight Technologies, Inc.                                      | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1362013.22   | 0.12%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                              | Kilroy Realty, L.P.                                              | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1503055.24   | 0.14%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II, Ltd.                                            | OZLM Funding II, Ltd.                                            | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    677697 | PA      | $677697.32    | 0.06%             | 2031-07-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                              | OZLM Funding II Ltd                                              | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2600000.00   | 0.24%             | 2037-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                              | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195552 | PA      | $192607.43    | 0.02%             | 2027-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                              | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217916 | PA      | $215370.50    | 0.02%             | 2060-01-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                              | OBX 2020-EXP2 Trust                                              | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158233 | PA      | $136188.25    | 0.01%             | 2036-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                 | Occidental Petroleum Corporation                                 | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958572.14    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                 | Occidental Petroleum Corporation                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682812.75    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                  | Octane Receivables Trust 2023-3                                  | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $442585.57    | 0.04%             | 2026-11-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                  | Octane Receivables Trust 2023-3                                  | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $147367.85    | 0.01%             | 2027-05-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-1                                  | Octane Receivables Trust 2021-1                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1109035 | PA      | $1107893.49   | 0.10%             | 2025-09-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                  | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    461420 | PA      | $461605.85    | 0.04%             | 2027-08-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                  | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $409598.57    | 0.04%             | 2028-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925408 | PA      | $925369.36    | 0.08%             | 2031-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QCA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2708485.11   | 0.25%             | 2031-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QCC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1065000 | PA      | $1064310.95   | 0.10%             | 2031-02-14      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                               | Octagon Investment Partners 39 Ltd                               | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1081593 | PA      | $1081586.36   | 0.10%             | 2030-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                               | Omnicom Group Inc.                                               | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491443.13    | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                     | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3445000 | PA      | $3307197.24   | 0.30%             | 2036-03-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5555000 | PA      | $5636100.64   | 0.51%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17090000 | PA      | $17130722.05  | 1.56%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                  | RTX Corporation                                                  | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | DE        |    208000 | PA      | $222176.97    | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                  | UnitedHealth Group Incorporated                                  | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    815000 | PA      | $836798.07    | 0.08%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                  | UnitedHealth Group Incorporated                                  | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753290.93    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                        | Valero Energy Corporation                                        | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525283.31    | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                   | Verdant Receivables 2023-1 LLC                                   | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    871903 | PA      | $885265.63    | 0.08%             | 2027-06-14      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                   | Verdant Receivables 2024-1 LLC                                   | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320870 | PA      | $325644.02    | 0.03%             | 2028-08-14      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                      | Verizon Communications Inc.                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2272223.46   | 0.21%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                | Verus Securitization Trust 2025-3                                | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627257 | PA      | $631360.33    | 0.06%             | 2070-05-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    421667 | PA      | $397982.51    | 0.04%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2325166 | PA      | $1953296.43   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31342A6F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6141 | PA      | $6249.86      | 0.00%             | 2033-09-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349UCW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4749 | PA      | $4836.22      | 0.00%             | 2034-10-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349UEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7477 | PA      | $7626.52      | 0.00%             | 2034-11-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349ULB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6095 | PA      | $6221.80      | 0.00%             | 2035-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349ULF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7650 | PA      | $7798.27      | 0.00%             | 2035-02-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2896 | PA      | $3038.63      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31368HNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28055 | PA      | $29017.40     | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31368HNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4075 | PA      | $4037.26      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1042974 | PA      | $989599.46    | 0.09%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    478673 | PA      | $483508.62    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31371LM48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3618 | PA      | $3724.32      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3137G1BY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17427 | PA      | $17304.08     | 0.00%             | 2047-05-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1014935 | PA      | $1018348.86   | 0.09%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49656 | PA      | $51778.22     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31385XK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       943 | PA      | $959.55       | 0.00%             | 2033-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31385XQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6221 | PA      | $6394.84      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22536 | PA      | $22314.65     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138ABBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2884 | PA      | $2854.43      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    194203 | PA      | $187068.14    | 0.02%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    216964 | PA      | $214877.46    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1213546 | PA      | $1222260.04   | 0.11%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5922358 | PA      | $5844590.23   | 0.53%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1885764 | PA      | $1896388.35   | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1174252 | PA      | $1217464.63   | 0.11%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19259 | PA      | $19686.40     | 0.00%             | 2035-05-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9346 | PA      | $9653.27      | 0.00%             | 2035-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GD75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24785 | PA      | $25438.05     | 0.00%             | 2035-08-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       568 | PA      | $580.46       | 0.00%             | 2034-04-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2470 | PA      | $2504.97      | 0.00%             | 2033-06-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8517 | PA      | $8705.48      | 0.00%             | 2035-02-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26648 | PA      | $27140.77     | 0.00%             | 2033-06-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2328 | PA      | $2388.05      | 0.00%             | 2035-01-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8992 | PA      | $9444.39      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67067 | PA      | $68900.02     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    182970 | PA      | $189095.68    | 0.02%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8108 | PA      | $8507.05      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8005 | PA      | $8432.36      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91286 | PA      | $94097.74     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37693 | PA      | $38986.84     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111415 | PA      | $116477.07    | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2291 | PA      | $2414.30      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    234817 | PA      | $242517.65    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418MRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28591 | PA      | $29413.85     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    212760 | PA      | $220325.14    | 0.02%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125777 | PA      | $127239.39    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419ADV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54090 | PA      | $55735.12     | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    157788 | PA      | $162794.74    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10398 | PA      | $10301.68     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AG68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    264541 | PA      | $272929.33    | 0.02%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128829 | PA      | $135859.10    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    224626 | PA      | $232591.41    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         1 | PA      | $1.45         | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40533 | PA      | $41617.77     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24892 | PA      | $24656.03     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    138901 | PA      | $143500.76    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    535000 | PA      | $548666.63    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564K3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    480596 | PA      | $486234.06    | 0.04%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    567727 | PA      | $580384.65    | 0.05%             | 2042-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    895000 | PA      | $902238.31    | 0.08%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564NFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    399125 | PA      | $399069.44    | 0.04%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | Frontier Issuer LLC                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $292301.90    | 0.03%             | 2031-05-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1711562.11   | 0.16%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                          | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1570597.02   | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GATX Corporation                                                 | GATX Corporation                                                 | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    820000 | PA      | $808276.79    | 0.07%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328358 | PA      | $311881.95    | 0.03%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1305974 | PA      | $1166503.72   | 0.11%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110727 | PA      | $111204.58    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    565502 | PA      | $567938.99    | 0.05%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230092 | PA      | $238095.69    | 0.02%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117510 | PA      | $120449.39    | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100055 | PA      | $87055.99     | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639687 | PA      | $601192.02    | 0.05%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                    | Ginnie Mae II                                                    | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2916515 | PA      | $2661785.05   | 0.24%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                    | Ginnie Mae II                                                    | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    683367 | PA      | $641015.27    | 0.06%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36180MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615296 | PA      | $574553.50    | 0.05%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28302 | PA      | $28620.54     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18768 | PA      | $18987.43     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14532 | PA      | $14702.87     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18536 | PA      | $18756.60     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29271 | PA      | $29652.58     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177454 | PA      | $175677.43    | 0.02%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486124 | PA      | $497641.46    | 0.05%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285953 | PA      | $295482.23    | 0.03%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2014-EB1                     | GS Mortgage-Backed Securities Trust 2014-EB1                     | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15815 | PA      | $15863.01     | 0.00%             | 2044-07-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2018-1                             | Galton Funding Mortgage Trust 2018-1                             | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92699 | PA      | $84558.47     | 0.01%             | 2033-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                            | Galton Funding Mortgage Trust 2020-H1                            | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $985605.66    | 0.09%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1421357.55   | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-1                                     | HPEFS Equipment Trust 2023-1                                     | CUSIP: 40443DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1831987.93   | 0.17%             | 2025-09-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                     | HPEFS Equipment Trust 2024-2                                     | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253167.58    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                     | HPEFS Equipment Trust 2024-2                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $632065.76    | 0.06%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                             | Hardee's Funding LLC                                             | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    918512 | PA      | $908938.66    | 0.08%             | 2028-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                             | Hardee's Funding LLC                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1962525 | PA      | $1864546.14   | 0.17%             | 2027-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                             | Hardee's Funding LLC                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    859200 | PA      | $793556.17    | 0.07%             | 2028-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motor Company, Inc.                              | Harley-Davidson Motor Company, Inc.                              | CUSIP: 41282JV40<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2984893.80   | 0.27%             | 2025-08-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company  | Health Care Service Corporation, A Mutual Legal Reserve Company  | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    875000 | PA      | $892920.88    | 0.08%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Heineken N.V.                                                    | Heineken N.V.                                                    | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | US        |   5862000 | PA      | $5769565.64   | 0.52%             | 2028-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                             | Hilton Grand Vacations Trust 2022-1D                             | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225972 | PA      | $223092.15    | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                              | Hilton Grand Vacations Trust 2025-1                              | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $665869.31    | 0.06%             | 2031-10-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                              | Hilton Grand Vacations Trust 2025-1                              | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130000 | PA      | $1139149.84   | 0.10%             | 2042-05-27      | Fixed         | 5.18%                 | 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        |    344810 | PA      | $336006.00    | 0.03%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                            | Holcim Finance US LLC                                            | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1553795.01   | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                            | Holcim Finance US LLC                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    565000 | PA      | $572502.92    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                     | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403475.92    | 0.04%             | 2026-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                     | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $410740.79    | 0.04%             | 2026-07-20      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                      | Humana Inc.                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    810000 | PA      | $835583.93    | 0.08%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                      | Humana Inc.                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1448188.36   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457001.96    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |   1627584 | PA      | $1633940.21   | 0.15%             | 2029-04-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |   1168093 | PA      | $1185718.72   | 0.11%             | 2028-02-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                   | MVW 2019-2 LLC                                                   | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142281 | PA      | $139121.28    | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                   | MVW 2020-1 LLC                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223641 | PA      | $214949.60    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                   | MVW 2020-1 LLC                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    397411 | PA      | $386094.39    | 0.04%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                   | MVW 2023-2 LLC                                                   | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302597 | PA      | $308785.57    | 0.03%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                   | MVW 2023-2 LLC                                                   | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203837 | PA      | $207689.25    | 0.02%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                     | Saudi Arabian Mining Company                                     | CUSIP: 55407NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034847.40   | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXI, Ltd.                                  | Madison Park Funding XXXI, Ltd.                                  | CUSIP: 55819JAN3<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        |   4146251 | PA      | $4150294.03   | 0.38%             | 2032-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                              | Comcast Corporation                                              | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $658654.39    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wind River 2019-3 CLO Ltd.                                       | Wind River 2019-3 CLO Ltd.                                       | CUSIP: 97314JAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    355367 | PA      | $355420.41    | 0.03%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Wind River 2019-3 CLO Ltd.                                       | Wind River 2019-3 CLO Ltd.                                       | CUSIP: 97314JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1520000 | PA      | $1519195.92   | 0.14%             | 2031-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Wind River 2019-3 CLO Ltd.                                       | Wind River 2019-3 CLO Ltd.                                       | CUSIP: 97314JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    655000 | PA      | $654535.61    | 0.06%             | 2031-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                    | Madison Park Funding XXIV Ltd                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1300738.40   | 0.12%             | 2029-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII, Ltd                                  | Madison Park Funding XXIII, Ltd                                  | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1713603 | PA      | $1715316.69   | 0.16%             | 2031-07-28      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                             | THL Credit Wind River 2015-1 CLO Ltd                             | CUSIP: 97316XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485983 | PA      | $486469.43    | 0.04%             | 2030-10-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-2 Clo Ltd                             | THL Credit Wind River 2018-2 Clo Ltd                             | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23754 | PA      | $23754.27     | 0.00%             | 2030-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII, Ltd                                  | Madison Park Funding XXIII, Ltd                                  | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2005000 | PA      | $2008837.57   | 0.18%             | 2031-07-28      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL, Ltd.                                    | Madison Park Funding XL, Ltd.                                    | CUSIP: 55822RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1619103 | PA      | $1619915.65   | 0.15%             | 2030-11-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Company                          | Manufacturers and Traders Trust Company                          | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1243657.60   | 0.11%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                          | Marble Point CLO XV Ltd                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | US        |   1858048 | PA      | $1854068.42   | 0.17%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Limited                                         | Woodside Finance Limited                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    657000 | PA      | $650291.31    | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    975000 | PA      | $962539.01    | 0.09%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2021-A                              | World Omni Select Auto Trust 2021-A                              | CUSIP: 98163HAF6<br>LEI: 5493001ZFJU3487OFZ50 | Long             | ABS-CBDO         | CORP              | US        |    815000 | PA      | $806622.45    | 0.07%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                         | World Omni Auto Receivables Trust 2022-A                         | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280000 | PA      | $1257085.95   | 0.11%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                         | Marble Point CLO XIV Ltd                                         | CUSIP: 56608KAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3044364 | PA      | $3041271.27   | 0.28%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                               | Mars, Incorporated                                               | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2580360.16   | 0.23%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc.                                                      | Zoetis Inc.                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1726653.15   | 0.16%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KT&G Corporation                                                 | KT&G Corporation                                                 | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1279265.40   | 0.12%             | 2028-05-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.A R.L.                          | Tengizchevroil Finance Company S.A R.L.                          | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2220400.00   | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C.                                    | First Abu Dhabi Bank P.J.S.C.                                    | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2845163.44   | 0.26%             | 2027-10-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AES Corporation, The                                             | AES Corporation, The                                             | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2263188.51   | 0.21%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                               | AIG Global Funding                                               | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    585000 | PA      | $599053.51    | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AIG Global Funding                                               | AIG Global Funding                                               | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    605000 | PA      | $609326.60    | 0.06%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2020-SFR2 Trust                                             | AMSR 2020-SFR2 Trust                                             | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1255119 | PA      | $1252683.68   | 0.11%             | 2025-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Apa Infrastructure Limited                                       | Apa Infrastructure Limited                                       | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2664035.71   | 0.24%             | 2027-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                        | AT&T Inc.                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $776765.03    | 0.07%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                         | Advance Auto Parts, Inc.                                         | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1486762.70   | 0.14%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company               | AerCap Ireland Capital Designated Activity Company               | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557086.41    | 0.05%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company               | AerCap Ireland Capital Designated Activity Company               | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2659097.47   | 0.24%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    940000 | PA      | $943126.72    | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                              | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $993234.43    | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                    | ALEN 2021-ACEN Mortgage Trust                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $655886.82    | 0.06%             | 2026-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                               | Mars, Incorporated                                               | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1577320.93   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                               | Mars, Incorporated                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1453880.87   | 0.13%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                            | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489871 | PA      | $489608.11    | 0.04%             | 2031-07-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                            | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $248738.00    | 0.02%             | 2031-07-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2099355.50   | 0.19%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $709689.16    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2225676.20   | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $452041.81    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                     | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1888065.30   | 0.17%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corporation                                           | McDonald's Corporation                                           | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2486058.00   | 0.23%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3681654.02   | 0.33%             | 2027-01-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                          | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3102429.39   | 0.28%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                              | Ally Financial Inc.                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1027943.96   | 0.09%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007G4B6<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    279021 | PA      | $280970.16    | 0.03%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007G4D2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    305063 | PA      | $305822.12    | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tenaga Nasional Berhad                                           | Tenaga Nasional Berhad                                           | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2827132.00   | 0.26%             | 2025-11-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO VI                                           | MidOcean Credit CLO VI                                           | CUSIP: 59802XBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    666500 | PA      | $666571.01    | 0.06%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                          | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    784000 | PA      | $815791.75    | 0.07%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                 | Navient Private Education Refi Loan Trust 2019-A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220518 | PA      | $218419.26    | 0.02%             | 2028-04-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                      | Navient Private Education Loan Trust 2020-A                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597027 | PA      | $573896.35    | 0.05%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                 | Navient Private Education Refi Loan Trust 2020-D                 | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-CBDO         | CORP              | US        |    416051 | PA      | $393018.83    | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                 | Navient Private Education Refi Loan Trust 2019-G                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    687738 | PA      | $661513.41    | 0.06%             | 2029-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-C                      | Navient Private Education Loan Trust 2020-C                      | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2327924 | PA      | $2221894.99   | 0.20%             | 2029-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                 | Navient Private Education Refi Loan Trust 2019-E                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    521417 | PA      | $506604.21    | 0.05%             | 2028-09-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                 | Navient Private Education Refi Loan Trust 2020-G                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276614 | PA      | $257424.01    | 0.02%             | 2069-09-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Nelnet, Inc.                                                     | Nelnet, Inc.                                                     | CUSIP: 64031QCJ8<br>LEI: 549300T6B0Q52I6OM558 | Long             | ABS-CBDO         | CORP              | US        |    487689 | PA      | $473923.92    | 0.04%             | 2032-03-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                 | Nelnet Student Loan Trust 2021-C                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    962733 | PA      | $899771.38    | 0.08%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32, Ltd.                      | Neuberger Berman Loan Advisers CLO 32, Ltd.                      | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | US        |   1699432 | PA      | $1700006.24   | 0.15%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                        | Neuberger Berman Loan Advisers Clo 43 Ltd                        | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3975000 | PA      | $3967050.00   | 0.36%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                            | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310643.03    | 0.03%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                            | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2189170.07   | 0.20%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                    | NiSource Inc.                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527118.26    | 0.05%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                       | Northern Trust Corporation                                       | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1082590.54   | 0.10%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                     | Northrop Grumman Corporation                                     | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317431.30    | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                               | Northwestern Mutual Global Funding                               | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1436415.70   | 0.13%             | 2027-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |    980000 | PA      | $993844.85    | 0.09%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                        | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1105665.58   | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                        | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3421569.93   | 0.31%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -493 | NC      | $-594653.18   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                    | SWAPTION CDX - INDEX                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |  50100000 | PA      | $16226.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                    | SWAPTION CDX - INDEX                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        | -50100000 | PA      | $-195452.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                    | SWAPTION CDX - INDEX                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        | -25050000 | PA      | $-5459.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1502 | NC      | $1194774.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -195 | NC      | $-390276.90   | -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        |      -136 | NC      | $-345505.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -65 | NC      | $-329428.64   | -0.03%            |  |  |  | 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