# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070969
**Filing Date:** 2026-2
**Character Count:** 308336
**Document Hash:** edde7fe6c052957dc52fede0f3ee0a51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070969.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070969

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677529

**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/DoubleLine Shiller Enhanced CAPE Fund (Series ID: S000050455)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000159263 | JNL/DoubleLine Shiller Enhanced CAPE Fund (A) |  |
| C000159264 | JNL/DoubleLine Shiller Enhanced CAPE 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/DoubleLine Shiller Enhanced CAPE Fund

- **b. EDGAR series identifier (if any):** S000050455

- **c. LEI of Series:** 549300RS4S5278OI1746

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2857491892.75

**Total Liabilities:** $1438308140.50

**Net Assets:** $1419183752.25

**Cash Not Reported:** $243851.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -560.928896071268 | **1-Year:** -24204.214344228995 | **5-Year:** -51326.773653461692 | **10-Year:** -71214.960327660906 | **30-Year:** -43704.959220261490

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

- **3-Month:** -323.842714132312 | **1-Year:** -5795.967818977308 | **5-Year:** -14671.444451500685 | **10-Year:** -44335.970528884820 | **30-Year:** -18838.625600400545

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159263 | -3.33%               | 3.66%                | -0.77%               |
| Class ID C000159264 | -3.29%               | 3.68%                | -0.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $152028.35               | $-333951.19                                |
| Month 2  | $1289798.50              | $-47293.94                                 |
| Month 3  | $40752.10                | $-881462.81                                |

**Designated Index Information**

- **Index Name:** S&P 500 TR USD

- **Index Identifier:** SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     67166 | PA      | $-629135.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     92114 | PA      | $-1119452.81  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     55321 | PA      | $-215305.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     74042 | PA      | $677782.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     80479 | PA      | $-482304.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     64855 | PA      | $-85088.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     63577 | PA      | $-442422.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     96713 | PA      | $-2232311.88  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     46394 | PA      | $1298381.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     89692 | PA      | $-693041.01   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     26864 | PA      | $-453866.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     50941 | PA      | $1129866.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     62042 | PA      | $1926156.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     82451 | PA      | $613362.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     57506 | PA      | $-893693.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     69793 | PA      | $162199.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     45407 | PA      | $250245.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     72451 | PA      | $-2013258.29  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     91138 | PA      | $-1156264.17  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     53272 | PA      | $-392928.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                           | BBCMS 2019-BWAY Mortgage Trust                                                           | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $13575.00     | 0.00%             | 2034-11-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                                   | BX Commercial Mortgage Trust 2025-BCAT                                                   | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332016 | PA      | $1330350.78   | 0.09%             | 2027-08-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1428968.55   | 0.10%             | 2028-10-15      | Fixed         | 4.63%                 | 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        |   1200000 | PA      | $1170620.52   | 0.08%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HNTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2294606 | PA      | $2300193.40   | 0.16%             | 2055-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                               | Itau Unibanco Holding S.A.                                                               | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498750.00    | 0.04%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE3                                         | Morgan Stanley ABS Capital I Inc. Trust 2007-HE3                                         | CUSIP: 617525AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2673633 | PA      | $1611250.95   | 0.11%             | 2036-12-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 Ltd                                                                          | PFP 2024-11 Ltd                                                                          | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371901 | PA      | $372830.36    | 0.03%             | 2039-09-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                                | Agree Limited Partnership                                                                | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    549000 | PA      | $513682.45    | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR10                                                                         | Bank5 2024-5YR10                                                                         | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2407000 | PA      | $2473160.97   | 0.17%             | 2029-10-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                              | Biogen Inc.                                                                              | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1055053.76   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CEDR Commercial Mortgage Trust 2022-SNAI                                                 | CEDR Commercial Mortgage Trust 2022-SNAI                                                 | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1798145.44   | 0.13%             | 2039-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                      | Coterra Energy Inc.                                                                      | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150541.10    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                            | Citigroup Commercial Mortgage Trust 2016-GC37                                            | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1378113 | PA      | $53.88        | 0.00%             | 2049-04-12      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1413454 | PA      | $1420943.73   | 0.10%             | 2054-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVI, Ltd.                                                         | Atlas Senior Loan Fund XVI, Ltd.                                                         | CUSIP: 04941YAJ8<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002688.00   | 0.14%             | 2031-07-28      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                        | Benchmark 2020-B22 Mortgage Trust                                                        | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30071319 | PA      | $1821299.50   | 0.13%             | 2054-01-16      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                   | Goldman Sachs Bank USA                                                                   | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    987000 | PA      | $987564.17    | 0.07%             | 2027-03-18      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                       | Hewlett Packard Enterprise Company                                                       | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1488724.75   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                                                         | Kestrel Aircraft Funding Limited                                                         | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    391575 | PA      | $389577.69    | 0.03%             | 2038-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4283000 | PA      | $21415.00     | 0.00%             | 2036-12-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                     | ROCK Trust 2024-CNTR                                                                     | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772000 | PA      | $1816726.17   | 0.13%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1275428.52   | 0.09%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                               | Avery Dennison Corporation                                                               | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    247000 | PA      | $252304.77    | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2073139 | PA      | $2070595.81   | 0.15%             | 2038-08-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                            | BBCMS Mortgage Trust 2025-C32                                                            | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26520843 | PA      | $2183293.89   | 0.15%             | 2062-02-17      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                | CNA Financial Corporation                                                                | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    371000 | PA      | $367178.22    | 0.03%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 Ltd                                                                          | CBAM 2017-1 Ltd                                                                          | CUSIP: 14987LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5017690.00   | 0.35%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                            | Chase Auto Owner Trust 2024-5                                                            | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3218329.60   | 0.23%             | 2030-03-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1043679.12   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1445010.38   | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    828000 | PA      | $867088.14    | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380Y4F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1186576 | PA      | $1174340.71   | 0.08%             | 2048-06-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                       | Hewlett Packard Enterprise Company                                                       | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1812467.86   | 0.13%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Jimmy Johns Funding LLC                                                                  | Jimmy Johns Funding LLC                                                                  | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1732500 | PA      | $1734225.74   | 0.12%             | 2027-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ACRES 2025-FL3, LLC                                                                      | ACRES 2025-FL3, LLC                                                                      | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2790000 | PA      | $2793488.06   | 0.20%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2025-FL1, LLC                                  | Arbor Realty Commercial Real Estate Notes 2025-FL1, LLC                                  | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1847754.29   | 0.13%             | 2029-02-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2016-A                                                     | Commonbond Student Loan Trust 2016-A                                                     | CUSIP: 20267TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154255 | PA      | $149045.66    | 0.01%             | 2040-05-25      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P3                                              | Citigroup Commercial Mortgage Trust 2016-P3                                              | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3745000 | PA      | $3731103.05   | 0.26%             | 2026-02-18      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1617004 | PA      | $1636806.70   | 0.12%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20382918 | PA      | $253263.87    | 0.02%             | 2050-06-17      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                  | Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                  | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411840 | PA      | $355926.30    | 0.03%             | 2035-12-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104200000 | PA      | $91109875.00  | 6.42%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRF GmbH                                                                                 | BRF GmbH                                                                                 | CUSIP: N/A<br>LEI: 5299002S6DY5RA2IOQ11       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198354.00    | 0.01%             | 2026-09-29      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                               | Froneri Lux Finco S.a r.l.                                                               | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    547259 | PA      | $546646.08    | 0.04%             | 2031-09-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                                              | Banco Nacional De Comercio Exterior, S.N.C.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    500000 | PA      | $489530.00    | 0.03%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer, LLC                                                         | Aligned Data Centers Issuer, LLC                                                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1963294.80   | 0.14%             | 2026-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Argentina, Republic of                                                                   | Argentina, Republic of                                                                   | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    606898 | PA      | $605772.93    | 0.04%             | 2037-01-21      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                                         | MF1 2022-FL9 LLC                                                                         | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2730209 | PA      | $2731063.72   | 0.19%             | 2037-06-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1116471.67   | 0.08%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PT. Perusahaan Listrik Negara                                                            | PT. Perusahaan Listrik Negara                                                            | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697812.57    | 0.05%             | 2027-05-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                           | Empresa Electrica Cochrane SpA                                                           | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |    324800 | PA      | $321061.55    | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Avilease Capital Limited                                                                 | Avilease Capital Limited                                                                 | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1035067.49   | 0.07%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-ACNT                                                   | BX Commercial Mortgage Trust 2021-ACNT                                                   | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195041 | PA      | $194801.94    | 0.01%             | 2038-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                             | Bank of Ireland Group Public Limited Company                                             | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519329.15    | 0.04%             | 2030-03-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                    | Ashtead Capital, Inc.                                                                    | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1097999.92   | 0.08%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 05948KR84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230386 | PA      | $206122.96    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HCLV Mortgage Trust                                                            | COMM 2018-HCLV Mortgage Trust                                                            | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $59524.40     | 0.00%             | 2033-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1881558 | PA      | $1954936.78   | 0.14%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust 2025-7                                                      | Pagaya AI Debt Grantor Trust 2025-7                                                      | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2250851.18   | 0.16%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-1 Trust                                                  | SoFi Consumer Loan Program 2025-1 Trust                                                  | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1131568 | PA      | $1135764.10   | 0.08%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2021-3, Ltd.                                                               | Trimaran CAVU 2021-3, Ltd.                                                               | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6503874.00   | 0.46%             | 2035-01-18      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | US        |    400000 | PA      | $400000.00    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer Ltd                                                            | LoanCore 2021-CRE6 Issuer Ltd                                                            | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    507510 | PA      | $507569.14    | 0.04%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1391054.39   | 0.10%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |    153000 | PA      | $141253.81    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                                      | Affirm Master Trust                                                                      | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1106657.42   | 0.08%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                                     | AppLovin Corporation                                                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1342774.88   | 0.09%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII, Ltd.                                                  | Benefit Street Partners CLO XXXII, Ltd.                                                  | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500015.00   | 0.18%             | 2038-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2135135.86   | 0.15%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348856.41    | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NCX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3344562 | PA      | $3348692.37   | 0.24%             | 2044-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                                                        | MF1 2024-FL15 LLC                                                                        | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3506556.55   | 0.25%             | 2041-08-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                                        | Pinnacle West Capital Corporation                                                        | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288225.43    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                  | Republic Services, Inc.                                                                  | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2106868.25   | 0.15%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                  | Sonoco Products Company                                                                  | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731792.59    | 0.05%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACREC 2025-Fl3 LLC                                                                       | ACREC 2025-Fl3 LLC                                                                       | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2294968.29   | 0.16%             | 2042-08-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443618 | PA      | $441954.42    | 0.03%             | 2039-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                                      | OBX 2020-EXP2 Trust                                                                      | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285896 | PA      | $244332.29    | 0.02%             | 2036-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Industrial S.A.                                                                    | Banco Industrial S.A.                                                                    | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | US        |    650000 | PA      | $645710.00    | 0.05%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JSW Energy Limited                                                                       | JSW Energy Limited                                                                       | CUSIP: N/A<br>LEI: 3358001ZFBW2VIMBMI85       | Long             | DBT              | CORP              | US        |    451750 | PA      | $420974.53    | 0.03%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-6                                                          | Angel Oak Mortgage Trust 2020-6                                                          | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450606 | PA      | $421336.79    | 0.03%             | 2065-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C10                                                            | BBCMS Mortgage Trust 2021-C10                                                            | CUSIP: 05551VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $1208400.38   | 0.09%             | 2054-07-17      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-VICT Mortgage Trust                                                            | BFLD 2024-VICT Mortgage Trust                                                            | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1757654.85   | 0.12%             | 2026-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 Mortgage Trust                                                             | BMO 2025-5C12 Mortgage Trust                                                             | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  43853804 | PA      | $2641340.92   | 0.19%             | 2058-10-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                                 | CenterPoint Energy, Inc.                                                                 | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    691000 | PA      | $715646.52    | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-KF18 Mortgage Trust                                                           | FREMF 2016-KF18 Mortgage Trust                                                           | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    456962 | PA      | $452831.50    | 0.03%             | 2026-05-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                          | GE HealthCare Technologies Inc.                                                          | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1418746.28   | 0.10%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS4 Trust                                                               | RALI Series 2007-QS4 Trust                                                               | CUSIP: 74923HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981482 | PA      | $817502.36    | 0.06%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing 2021-FL7, LLC                                           | Ready Capital Mortgage Financing 2021-FL7, LLC                                           | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    941130 | PA      | $940902.42    | 0.07%             | 2036-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                   | SFO Commercial Mortgage Trust 2021-555                                                   | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1974089.90   | 0.14%             | 2028-05-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $140038276.00 | 9.87%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4                                          | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                          | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |     69435 | PA      | $68568.47     | 0.00%             | 2048-12-17      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                 | 1011778 B.C. Unlimited Liability Company                                                 | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600696 | PA      | $1601192.43   | 0.11%             | 2030-09-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 Mortgage Trust                                                             | DBGS 2021-W52 Mortgage Trust                                                             | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $909166.35    | 0.06%             | 2039-10-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1603652 | PA      | $1604366.29   | 0.11%             | 2055-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-JP1                                      | JPMCC Commercial Mortgage Securities Trust 2015-JP1                                      | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    524009 | PA      | $9.59         | 0.00%             | 2049-01-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                     | Legacy Mortgage Asset Trust 2021-GS4                                                     | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3424742 | PA      | $3426103.71   | 0.24%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                             | New York Life Global Funding                                                             | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143864.02    | 0.01%             | 2026-06-09      | Floating      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    598000 | PA      | $613214.14    | 0.04%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 16-R Ltd                                                              | OHA Credit Funding 16-R Ltd                                                              | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10005010.00  | 0.70%             | 2038-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2246344.83   | 0.16%             | 2028-10-18      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $6532897.88   | 0.46%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                      | Upstart Securitization Trust 2021-4                                                      | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230760 | PA      | $230150.79    | 0.02%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2025-4                                            | Velocity Commercial Capital Loan Trust 2025-4                                            | CUSIP: 92262JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965243 | PA      | $961230.43    | 0.07%             | 2033-02-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-10                                                       | Verus Securitization Trust 2025-10                                                       | CUSIP: 92541FAD1<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   1454646 | PA      | $1456978.15   | 0.10%             | 2070-07-25      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                                | Cyxtera DC Holdings, Inc.                                                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85624 | PA      | $0.00         | 0.00%             | 2026-05-01      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Banco de Bogota                                                                          | Banco de Bogota                                                                          | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | US        |    800000 | PA      | $803072.00    | 0.06%             | 2026-05-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | US        |    550000 | PA      | $587749.58    | 0.04%             | 2028-10-01      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619761.64    | 0.04%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                    | BX Commercial Mortgage Trust 2021-XL2                                                    | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1309000 | PA      | $1302455.52   | 0.09%             | 2026-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1124848.71   | 0.08%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6                              | CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6                              | CUSIP: 18976GAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725477 | PA      | $662940.03    | 0.05%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4367 | PA      | $4355.43      | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                        | MF1 2025-FL17 LLC                                                                        | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3443533.67   | 0.24%             | 2040-02-21      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                                  | Securitized Asset Backed Receivables LLC Trust 2006-WM4                                  | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15672326 | PA      | $4059599.54   | 0.29%             | 2036-11-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    247394 | PA      | $244812.34    | 0.02%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |    816261 | PA      | $490.00       | 0.00%             | 2059-03-17      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                           | Wells Fargo Commercial Mortgage Trust 2019-C53                                           | CUSIP: 95002BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218810 | PA      | $214852.54    | 0.02%             | 2028-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    250000 | PA      | $252617.50    | 0.02%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136AJEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1120427 | PA      | $1105077.88   | 0.08%             | 2044-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45661EBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1096310 | PA      | $402319.94    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-18 Ltd                                                                      | OCP CLO 2020-18 Ltd                                                                      | CUSIP: 671078AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4009100.00   | 0.28%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    606000 | PA      | $610205.64    | 0.04%             | 2027-03-03      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $304472.10    | 0.02%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 1 Ltd                                                                | Warwick Capital CLO 1 Ltd                                                                | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003002.00   | 0.14%             | 2038-10-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Wellington Management Clo 4 Ltd                                                          | Wellington Management Clo 4 Ltd                                                          | CUSIP: 94957LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4984780.00   | 0.35%             | 2038-04-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                               | Froneri Lux Finco S.a r.l.                                                               | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145539 | PA      | $145376.44    | 0.01%             | 2031-09-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                                      | Affirm Master Trust                                                                      | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1507432.35   | 0.11%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3624000 | PA      | $3698008.97   | 0.26%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                | Essential Utilities, Inc.                                                                | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59742.47     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 LLC                                                                        | BDS 2024-FL13 LLC                                                                        | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3600000 | PA      | $3608997.48   | 0.25%             | 2029-06-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK36                                                                          | Bank 2021-BNK36                                                                          | CUSIP: 06540DBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  78042755 | PA      | $2221986.50   | 0.16%             | 2064-09-17      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                            | FirstEnergy Transmission, LLC                                                            | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438174.33    | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 Ltd                                                                        | GPMT 2021-FL4 Ltd                                                                        | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1912777 | PA      | $1912443.57   | 0.13%             | 2036-12-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM4 Trust                                                                     | PRPM 2024-NQM4 Trust                                                                     | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325289 | PA      | $2351941.44   | 0.17%             | 2069-12-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust 2009-2                                                      | RBSSP Resecuritization Trust 2009-2                                                      | CUSIP: 74928EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392275 | PA      | $364206.19    | 0.03%             | 2035-04-26      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                           | Wells Fargo Commercial Mortgage Trust 2017-C38                                           | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21409765 | PA      | $178371.17    | 0.01%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |    200000 | PA      | $200556.98    | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | Black Hills Corporation                                                                  | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    853000 | PA      | $852768.92    | 0.06%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 Trust                                                                     | CSMC 2020-SPT1 Trust                                                                     | CUSIP: 12659LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351891 | PA      | $349209.20    | 0.02%             | 2065-04-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                       | Greystone CRE Notes 2021-FL3, Ltd.                                                       | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216772 | PA      | $216636.97    | 0.02%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1661335 | PA      | $1663295.34   | 0.12%             | 2029-11-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                        | BDS 2025-FL16 LLC                                                                        | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1930606.41   | 0.14%             | 2043-06-22      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Campbell's Company, The                                                                  | Campbell's Company, The                                                                  | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    578000 | PA      | $585738.38    | 0.04%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                             | Connecticut Avenue Securities Trust 2025-R04                                             | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3147611 | PA      | $3151770.98   | 0.22%             | 2045-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 Mortgage Trust                                                             | DBJPM 2016-C1 Mortgage Trust                                                             | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7404368 | PA      | $4388.57      | 0.00%             | 2049-05-12      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                | Essential Utilities, Inc.                                                                | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    528000 | PA      | $534037.15    | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2025-3                                                          | Foundation Finance Trust 2025-3                                                          | CUSIP: 35042TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000692.00   | 0.14%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32416 | PA      | $32415.45     | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | 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        |   1308000 | PA      | $1343782.96   | 0.09%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25755TAH3<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |   1880000 | PA      | $1869868.68   | 0.13%             | 2027-07-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-4                                                 | GLS Auto Select Receivables Trust 2024-4                                                 | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3024138.30   | 0.21%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                           | Wyndham Hotels & Resorts, Inc.                                                           | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    966225 | PA      | $967906.09    | 0.07%             | 2030-05-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23588487 | PA      | $774563.36    | 0.05%             | 2053-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2, Ltd.                                                                      | BXMT 2020-FL2, Ltd.                                                                      | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443655 | PA      | $441464.40    | 0.03%             | 2038-02-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                                   | Carvana Auto Receivables Trust 2024-P3                                                   | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4107431.66   | 0.29%             | 2029-05-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                                | Chile Electricity PEC SpA                                                                | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085001 | PA      | $975721.04    | 0.07%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1242949.51   | 0.09%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1460211.90   | 0.10%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corporation LLC                                               | Equinix Europe 2 Financing Corporation LLC                                               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    519000 | PA      | $520542.68    | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-A                                                 | Affirm Asset Securitization Trust 2024-A                                                 | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5508906.15   | 0.39%             | 2026-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HL5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2069512 | PA      | $2076260.47   | 0.15%             | 2054-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1795734 | PA      | $1855328.09   | 0.13%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-23CB                                                         | Alternative Loan Trust 2007-23CB                                                         | CUSIP: 02151EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5465291 | PA      | $2631509.33   | 0.19%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187823.34    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    430000 | PA      | $438932.86    | 0.03%             | 2027-12-22      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc.                                                                             | Equifax Inc.                                                                             | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1385944.20   | 0.10%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VI SRL                                                                 | Global SC Finance VI SRL                                                                 | CUSIP: 37959PAA5<br>LEI: 549300NP8065N4YHMG91 | Long             | ABS-CBDO         | CORP              | US        |    839786 | PA      | $806531.44    | 0.06%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 20-R LTD                                                     | OCTAGON INVESTMENT PARTNERS 20-R LTD                                                     | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10020960.00  | 0.71%             | 2037-08-12      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    483000 | PA      | $484062.31    | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1851008 | PA      | $1858128.84   | 0.13%             | 2055-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 Trust                                                                     | PRPM 2025-NQM2 Trust                                                                     | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15129966 | PA      | $15302868.26  | 1.08%             | 2029-05-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-5                                               | Starwood Mortgage Residential Trust 2021-5                                               | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6279559 | PA      | $5564600.18   | 0.39%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                      | Six Flags Entertainment Corporation                                                      | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    775188 | PA      | $765172.08    | 0.05%             | 2031-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                                             | Somnigroup International Inc                                                             | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    754723 | PA      | $759123.17    | 0.05%             | 2031-10-24      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1138959.27   | 0.08%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                              | GS Mortgage Securities Corp Trust 2018-RIVR                                              | CUSIP: 36255WAN5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000.00      | 0.00%             | 2035-07-16      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS8 Trust                                                               | RALI Series 2007-QS8 Trust                                                               | CUSIP: 74922UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914545 | PA      | $677019.21    | 0.05%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                                    | Sound Point CLO XXIII                                                                    | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10013360.00  | 0.71%             | 2034-07-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                          | Solstice Advanced Materials Inc                                                          | CUSIP: 83443PAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395000 | PA      | $396730.10    | 0.03%             | 2032-09-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                   | Oleoducto Central S.A.                                                                   | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | US        |    200000 | PA      | $196876.00    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    200000 | PA      | $196642.84    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MISC Capital Two (Labuan) Limited                                                        | MISC Capital Two (Labuan) Limited                                                        | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198718.80    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Company Gas Capital Corporation                                                 | Southern Company Gas Capital Corporation                                                 | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    349000 | PA      | $349155.83    | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                                  | Structured Asset Securities Corporation                                                  | CUSIP: 863576AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695545 | PA      | $782169.71    | 0.06%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-5                                                        | Verus Securitization Trust 2023-5                                                        | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    567078 | PA      | $569259.02    | 0.04%             | 2068-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-9                                                        | Verus Securitization Trust 2024-9                                                        | CUSIP: 92540RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6695916 | PA      | $6748910.79   | 0.48%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1661453 | PA      | $1665324.10   | 0.12%             | 2031-03-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    350000 | PA      | $354375.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |    800000 | PA      | $796330.80    | 0.06%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                      | B.A.T. International Finance P.L.C.                                                      | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1035933.49   | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL3 Ltd                                                                        | GPMT 2021-FL3 Ltd                                                                        | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398310 | PA      | $398083.85    | 0.03%             | 2035-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                        | MF1 2021-FL7 Ltd.                                                                        | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390719 | PA      | $390482.99    | 0.03%             | 2036-10-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                         | Navient Private Education Refi Loan Trust 2022-A                                         | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2529002 | PA      | $2316314.76   | 0.16%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM10 Trust                                                                     | OBX 2024-NQM10 Trust                                                                     | CUSIP: 67119MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3090758 | PA      | $3136612.19   | 0.22%             | 2064-05-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | Public Service Enterprise Group Incorporated                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1073873.63   | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |    649997 | PA      | $653247.29    | 0.05%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                       | Chile Electricity Lux MPC S.a r.l.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    358000 | PA      | $375482.32    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                    | BX Commercial Mortgage Trust 2021-XL2                                                    | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220458 | PA      | $1214356.28   | 0.09%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2006-D Trust                                                     | Banc of America Funding 2006-D Trust                                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601211 | PA      | $1375204.67   | 0.10%             | 2036-05-20      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2                              | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2                              | CUSIP: 25152BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739368 | PA      | $646462.48    | 0.05%             | 2047-09-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    543000 | PA      | $570672.09    | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5775264 | PA      | $5491746.59   | 0.39%             | 2030-11-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2024-WOLF                                                               | Great Wolf Trust 2024-WOLF                                                               | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1862649.01   | 0.13%             | 2026-03-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust, 2006-11                                                  | HarborView Mortgage Loan Trust, 2006-11                                                  | CUSIP: 41162GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3403332 | PA      | $3135691.42   | 0.22%             | 2036-12-19      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                 | JP Morgan Mortgage Trust                                                                 | CUSIP: 46660HAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855858 | PA      | $1855689.08   | 0.13%             | 2029-10-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                               | Meritage Homes Corporation                                                               | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1123998.56   | 0.08%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                       | Molex Electronic Technologies, LLC                                                       | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1568220.91   | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd                                                                                | Start Ltd                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-CBDO         | CORP              | BM        |    224573 | PA      | $223338.01    | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                        | Sysco Corporation                                                                        | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1157963.24   | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cosan Limited                                                                            | Cosan Limited                                                                            | CUSIP: N/A<br>LEI: 6354007UNEBWHVSGS270       | Long             | DBT              | CORP              | US        |    600000 | PA      | $586878.00    | 0.04%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 46 Ltd                                                       | Benefit Street Partners CLO 46 Ltd                                                       | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.35%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                                       | Cologix Data Centers US Issuer LLC                                                       | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2950662.30   | 0.21%             | 2026-12-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1893891 | PA      | $1902742.64   | 0.13%             | 2055-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                       | Greystone CRE Notes 2021-FL3, Ltd.                                                       | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1297398.31   | 0.09%             | 2039-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2016-JP4                                      | JPMCC Commercial Mortgage Securities Trust 2016-JP4                                      | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13898509 | PA      | $49411.98     | 0.00%             | 2049-12-17      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                            | SK Hynix Inc.                                                                            | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2829523.70   | 0.20%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                              | Targa Resources Partners LP                                                              | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1830815.78   | 0.13%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556573.08    | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    868050 | PA      | $865281.02    | 0.06%             | 2032-03-08      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227313 | PA      | $226588.18    | 0.02%             | 2032-03-08      | Floating      | 5.58%                 | No            |                  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        |    200000 | PA      | $198023.18    | 0.01%             | 2027-08-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    746000 | PA      | $746280.12    | 0.05%             | 2029-10-08      | Fixed         | 4.72%                 | 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        |    840000 | PA      | $835307.42    | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Limited                                                           | Digicel Group Holdings Limited                                                           | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81477 | PA      | $3821.14      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2059767 | PA      | $2118110.72   | 0.15%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1219835.46   | 0.09%             | 2028-04-22      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 Ltd.                                                                       | KREF 2022-FL3 Ltd.                                                                       | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   1626634 | PA      | $1625915.14   | 0.11%             | 2039-02-22      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                              | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833290 | PA      | $1743577.51   | 0.12%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                                         | Niagara Mohawk Power Corporation                                                         | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2128685.42   | 0.15%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2017-14 Ltd                                                                      | OCP CLO 2017-14 Ltd                                                                      | CUSIP: 67097QAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3005154.00   | 0.21%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                                   | NYC Commercial Mortgage Trust 2025-3BP                                                   | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2360678.21   | 0.17%             | 2027-02-16      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XXIII Ltd.                                                                 | Battalion CLO XXIII Ltd.                                                                 | CUSIP: 07135LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5019880.00   | 0.35%             | 2037-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 Mortgage Trust                                                             | CFCRE 2016-C4 Mortgage Trust                                                             | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5155549 | PA      | $8088.02      | 0.00%             | 2058-05-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                                   | GS Mortgage Securities Trust 2014-GC24                                                   | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525752 | PA      | $149.05       | 0.00%             | 2047-09-12      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| STWD 2022-FL3, Ltd.                                                                      | STWD 2022-FL3, Ltd.                                                                      | CUSIP: 78485KAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1470000 | PA      | $1463893.62   | 0.10%             | 2038-11-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust                  | Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust                  | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7124046 | PA      | $2469597.42   | 0.17%             | 2036-10-25      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines, LP                                                                  | Boardwalk Pipelines, LP                                                                  | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    678000 | PA      | $680743.80    | 0.05%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1596968 | PA      | $1601120.17   | 0.11%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                                                     | GCAT 2025-NQM1 Trust                                                                     | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8032339 | PA      | $8102167.94   | 0.57%             | 2069-11-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP2                                                | SREIT Commercial Mortgage Trust 2021-MFP2                                                | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $2019382.08   | 0.14%             | 2026-11-16      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                               | Warwick Capital CLO 4 Ltd.                                                               | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10030440.00  | 0.71%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                                    | PayPal Holdings, Inc.                                                                    | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    724000 | PA      | $733007.21    | 0.05%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan 2007-PA3 Trust                                              | Wells Fargo Alternative Loan 2007-PA3 Trust                                              | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243609 | PA      | $210019.75    | 0.01%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                              | Citigroup Commercial Mortgage Trust 2017-P7                                              | CUSIP: 17325HBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10560763 | PA      | $87518.10     | 0.01%             | 2050-04-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1130595.70   | 0.08%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144275 | PA      | $144816.03    | 0.01%             | 2032-03-08      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2021-1 Trust                                                  | SoFi Consumer Loan Program 2021-1 Trust                                                  | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225620 | PA      | $217774.73    | 0.02%             | 2030-05-25      | Variable      | 10.20%                | No            |                  2 | On Loan: No      |
| BRSP Ltd                                                                                 | BRSP Ltd                                                                                 | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3078000 | PA      | $3078000.62   | 0.22%             | 2027-08-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust, Series 2006-A3                                      | Citimortgage Alternative Loan Trust, Series 2006-A3                                      | CUSIP: 17309KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464158 | PA      | $432049.15    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                             | Connecticut Avenue Securities Trust 2024-R06                                             | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142276 | PA      | $142286.71    | 0.01%             | 2028-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corporation                                                            | Diageo Investment Corporation                                                            | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    436000 | PA      | $451715.27    | 0.03%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1747138 | PA      | $1756261.22   | 0.12%             | 2054-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management 3-2014                                                        | Highbridge Loan Management 3-2014                                                        | CUSIP: 40436XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1907989.50   | 0.13%             | 2029-07-18      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2801884 | PA      | $6750.86      | 0.00%             | 2048-11-18      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                                       | JPMDB Commercial Mortgage Securities Trust 2016-C2                                       | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16573977 | PA      | $53217.38     | 0.00%             | 2049-06-17      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                                       | KREF 2021-FL2 Ltd.                                                                       | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1528800 | PA      | $1525170.69   | 0.11%             | 2039-02-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE9 Issuer LLC                                                            | LoanCore 2025-CRE9 Issuer LLC                                                            | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2700839.70   | 0.19%             | 2043-05-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                        | MF1 2024-FL14 LLC                                                                        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3508750.35   | 0.25%             | 2039-03-19      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1115166.08   | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85700 | PA      | $85622.59     | 0.01%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    561000 | PA      | $533916.10    | 0.04%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                       | Ryder System, Inc.                                                                       | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    833000 | PA      | $829644.93    | 0.06%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust Series 2025-ST2                                           | Upgrade Master Pass-Thru Trust Series 2025-ST2                                           | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2644691 | PA      | $2682607.14   | 0.19%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| VEGAS Trust 2024-TI                                                                      | VEGAS Trust 2024-TI                                                                      | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1204000 | PA      | $1223039.57   | 0.09%             | 2027-11-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C64                                           | Wells Fargo Commercial Mortgage Trust 2025-C64                                           | CUSIP: 95004BAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660635 | PA      | $667935.98    | 0.05%             | 2030-02-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay S.A.E.                                                   | Telefonica Celular del Paraguay S.A.E.                                                   | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198876.00    | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AIG Global Funding                                                                       | AIG Global Funding                                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1581078.40   | 0.11%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B0PZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1680874 | PA      | $1635690.01   | 0.12%             | 2048-01-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HNSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1955991 | PA      | $1961675.64   | 0.14%             | 2055-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                           | Rentokil Terminix Funding, LLC                                                           | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1113068.20   | 0.08%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Company, The                                                            | Sherwin-Williams Company, The                                                            | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1054946.46   | 0.07%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 LTD                                                                       | Generate CLO 9 LTD                                                                       | CUSIP: 37147LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7520565.00   | 0.53%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                              | Targa Resources Partners LP                                                              | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1775404.90   | 0.13%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd                                                                      | Trestles CLO VI Ltd                                                                      | CUSIP: 894940AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2493935.00   | 0.18%             | 2038-04-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80900000 | PA      | $76491581.02  | 5.39%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2023-3 Ltd                                                                | Carlyle US CLO 2023-3 Ltd                                                                | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1998250.00   | 0.14%             | 2038-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2014-6                                                     | Citigroup Mortgage Loan Trust 2014-6                                                     | CUSIP: 17322WAE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   9841820 | PA      | $9309109.00   | 0.66%             | 2038-04-26      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 Mortgage Loan Trust                                                          | COLT 2022-2 Mortgage Loan Trust                                                          | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3155234 | PA      | $3043106.12   | 0.21%             | 2067-02-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OC8                                                          | Alternative Loan Trust 2006-OC8                                                          | CUSIP: 232434AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708102 | PA      | $684452.27    | 0.05%             | 2036-11-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70996.18     | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                                 | Standard Industries Inc.                                                                 | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    711180 | PA      | $713527.21    | 0.05%             | 2028-08-05      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327185 | PA      | $327718.66    | 0.02%             | 2031-06-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    413000 | PA      | $411967.50    | 0.03%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wipro IT Services, LLC                                                                   | Wipro IT Services, LLC                                                                   | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    300000 | PA      | $296081.61    | 0.02%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2184597.52   | 0.15%             | 2028-04-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1774650.91   | 0.13%             | 2026-05-08      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2287302.54   | 0.16%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                            | GreenSky Home Improvement Issuer Trust 2025-1                                            | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    911933 | PA      | $924164.28    | 0.07%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 LLC                                                            | Loanpal Solar Loan 2020-3 LLC                                                            | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1472034 | PA      | $1241742.15   | 0.09%             | 2035-08-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1018302.98   | 0.07%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program 2025-3 Trust                                                  | Sofi Consumer Loan Program 2025-3 Trust                                                  | CUSIP: 83390JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512785.25   | 0.18%             | 2028-07-25      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                 | Vertiv Group Corporation                                                                 | CUSIP: 92537EAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    768075 | PA      | $771393.08    | 0.05%             | 2032-08-07      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Intergroup Financial Services Corp.                                                      | Intergroup Financial Services Corp.                                                      | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | US        |    600000 | PA      | $595663.26    | 0.04%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                | B.A.T Capital Corporation                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62286.43     | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                        | BDS 2025-FL15 LLC                                                                        | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2551593.75   | 0.18%             | 2030-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1539532.73   | 0.11%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                 | Daimler Trucks Finance North America LLC                                                 | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    953000 | PA      | $957004.79    | 0.07%             | 2027-08-12      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto 2021-FL2 Issuer, Ltd.                                                          | FS Rialto 2021-FL2 Issuer, Ltd.                                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1513841 | PA      | $1514173.81   | 0.11%             | 2038-05-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2311808 | PA      | $2351283.11   | 0.17%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital Trust I Inc.                                                  | Morgan Stanley ABS Capital Trust I Inc.                                                  | CUSIP: 61744CNC6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-CBDO         | CORP              | US        |   1344807 | PA      | $1312177.46   | 0.09%             | 2035-01-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    776000 | PA      | $778800.97    | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                           | Pacific Life Global Funding II                                                           | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131191.97    | 0.01%             | 2026-06-04      | Floating      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                       | TIF Funding II LLC                                                                       | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2408334 | PA      | $2198207.22   | 0.15%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO XR, Ltd.                                                                     | Vibrant CLO XR, Ltd.                                                                     | CUSIP: 92563MAA5<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3008595.00   | 0.21%             | 2036-04-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328887.94    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                  | CIFC Funding 2021-V Ltd                                                                  | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501828.50   | 0.11%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-A                                         | Navient Private Education Refi Loan Trust 2018-A                                         | CUSIP: 63940PAD7<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-CBDO         | CORP              | US        |   1166662 | PA      | $1156123.98   | 0.08%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | CUSIP: 81377JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4913778 | PA      | $993455.87    | 0.07%             | 2036-12-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330745 | PA      | $331836.57    | 0.02%             | 2031-10-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125805 | PA      | $126220.05    | 0.01%             | 2031-10-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                                    | GS Mortgage Securities Trust 2017-GS6                                                    | CUSIP: 36253PAE2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |  21335851 | PA      | $225056.96    | 0.02%             | 2050-05-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                       | LPL Holdings, Inc.                                                                       | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    718000 | PA      | $717993.04    | 0.05%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    619000 | PA      | $624130.27    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STWD 2021-FL2, Ltd.                                                                      | STWD 2021-FL2, Ltd.                                                                      | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370060 | PA      | $1370132.74   | 0.10%             | 2038-04-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1698129.68   | 0.12%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                  | Arrow Electronics, Inc.                                                                  | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1518824.58   | 0.11%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2462358.72   | 0.17%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1958924 | PA      | $2004616.73   | 0.14%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                           | Illumina, Inc.                                                                           | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    919000 | PA      | $922326.04    | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                        | Merck & Co., Inc.                                                                        | CUSIP: 589331AE7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1634956.17   | 0.12%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust 2019-2                                                   | Residential Mortgage Loan Trust 2019-2                                                   | CUSIP: 76119DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5827011 | PA      | $5791653.45   | 0.41%             | 2059-05-27      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                                  | SoFi Consumer Loan Program 2025-4 Trust                                                  | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1852210.75   | 0.13%             | 2035-08-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |    289690 | PA      | $287065.43    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| JSW Infrastructure Limited                                                               | JSW Infrastructure Limited                                                               | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | US        |    400000 | PA      | $399500.00    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                          | COMM 2014-CCRE16 Mortgage Trust                                                          | CUSIP: 12591VAK7<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $960927.90    | 0.07%             | 2047-04-12      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1170596.83   | 0.08%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                              | Evergy Kansas Central, Inc.                                                              | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2088674.72   | 0.15%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    724000 | PA      | $745116.62    | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    477000 | PA      | $491364.23    | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2022-1 Ltd                                                                 | Park Blue CLO 2022-1 Ltd                                                                 | CUSIP: 70016WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700000 | PA      | $9734968.50   | 0.69%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1436011.20   | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    887000 | PA      | $894388.00    | 0.06%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a r.l.                                                                   | Delta 2 (LUX) S.a r.l.                                                                   | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    585000 | PA      | $586462.50    | 0.04%             | 2031-09-10      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust 2024-REV1                                                      | Avant Loans Funding Trust 2024-REV1                                                      | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3532232.55   | 0.25%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                          | COMM 2013-CCRE12 Mortgage Trust                                                          | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-CBDO         | CORP              | US        |   2283711 | PA      | $12066.44     | 0.00%             | 2046-10-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 30313LAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    920282 | PA      | $887471.14    | 0.06%             | 2029-08-27      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2021-FL3 Issuer, Ltd.                                                          | FS Rialto 2021-FL3 Issuer, Ltd.                                                          | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1982305 | PA      | $1979880.14   | 0.14%             | 2036-11-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    594000 | PA      | $607933.10    | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612000 | PA      | $1560490.15   | 0.11%             | 2032-05-06      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Magnetite Xlii Ltd                                                                       | Magnetite Xlii Ltd                                                                       | CUSIP: 55955XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4006960.00   | 0.28%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                | National Fuel Gas Company                                                                | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1049367.84   | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                       | Ryder System, Inc.                                                                       | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82167.57     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                           | AngloGold Ashanti Holdings PLC                                                           | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194332.94    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1049295.08   | 0.07%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust 2004-3                                           | American Home Mortgage Investment Trust 2004-3                                           | CUSIP: 02660TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1712272 | PA      | $1668736.57   | 0.12%             | 2044-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 Ltd                                                                     | AREIT 2025-CRE11 Ltd                                                                     | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2113293.50   | 0.15%             | 2030-02-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust 2025-REV1                                                      | Avant Loans Funding Trust 2025-REV1                                                      | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1610449.28   | 0.11%             | 2034-05-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL8 Issuer, Ltd.                                                              | BSPRT 2022-FL8 Issuer, Ltd.                                                              | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647174 | PA      | $646131.89    | 0.05%             | 2037-02-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                               | CD 2017-CD4 Mortgage Trust                                                               | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13550472 | PA      | $116393.13    | 0.01%             | 2050-05-12      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd                                                                | CIFC Funding 2020-III Ltd                                                                | CUSIP: 12560EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9999750.00   | 0.70%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Rutas 2 And 7 Finance Ltd                                                                | Rutas 2 And 7 Finance Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    146667 | PA      | $109999.98    | 0.01%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203550 | PA      | $203918.43    | 0.01%             | 2031-05-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                                           | Reynolds Consumer Products LLC                                                           | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1089994 | PA      | $1095171.83   | 0.08%             | 2032-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes E Investimentos S.A.                                                 | Prumo Participacoes E Investimentos S.A.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    405260 | PA      | $414746.86    | 0.03%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-B                                                 | Affirm Asset Securitization Trust 2024-B                                                 | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3010838.70   | 0.21%             | 2027-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-29T1                                                         | Alternative Loan Trust 2006-29T1                                                         | CUSIP: 02147PAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643601 | PA      | $356713.39    | 0.03%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 Mortgage Trust                                                             | CFCRE 2016-C7 Mortgage Trust                                                             | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1082557.48   | 0.08%             | 2026-12-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                                        | BPR Trust 2021-TY                                                                        | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $449718.39    | 0.03%             | 2038-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                        | Benchmark 2019-B14 Mortgage Trust                                                        | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679270 | PA      | $1616454.68   | 0.11%             | 2062-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Company, The                                                            | Sherwin-Williams Company, The                                                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    592000 | PA      | $598802.85    | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-RISE                                                                       | BX Trust 2021-RISE                                                                       | CUSIP: 12434EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1166554 | PA      | $1165482.45   | 0.08%             | 2036-11-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd                                                                 | Cedar Funding IX CLO Ltd                                                                 | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10025930.00  | 0.71%             | 2037-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                                            | LoanCore 2025-CRE8 Issuer LLC                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3449998.97   | 0.24%             | 2029-11-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| RALI Series 2006-QS12 Trust                                                              | RALI Series 2006-QS12 Trust                                                              | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527753 | PA      | $429373.20    | 0.03%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                 | Roper Technologies, Inc.                                                                 | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    319000 | PA      | $320239.47    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    566000 | PA      | $571023.99    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | US        |    300000 | PA      | $313920.15    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    373000 | PA      | $393653.64    | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P5                                              | Citigroup Commercial Mortgage Trust 2016-P5                                              | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7980401 | PA      | $26464.61     | 0.00%             | 2049-10-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299124.54    | 0.02%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                                 | Morgan Stanley Capital I Trust 2024-NSTB                                                 | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1693809 | PA      | $1687290.74   | 0.12%             | 2032-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8 Trust                                                                      | OBX 2025-NQM8 Trust                                                                      | CUSIP: 67449AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8195329 | PA      | $8264476.60   | 0.58%             | 2065-03-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2025-3                                                      | Upstart Securitization Trust 2025-3                                                      | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4008208.40   | 0.28%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1117999.39   | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194705.29    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.p.A.                                                         | Empresa Electrica Angamos S.p.A.                                                         | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |    182400 | PA      | $163012.70    | 0.01%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2017-C1                                                             | BBCMS Mortgage Trust 2017-C1                                                             | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16716695 | PA      | $152509.75    | 0.01%             | 2050-02-17      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                    | American Electric Power Company, Inc.                                                    | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2301383.95   | 0.16%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                              | DCP Midstream Operating, LP                                                              | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363254.18    | 0.03%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3294164 | PA      | $3381296.71   | 0.24%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Kansas, Inc.                                                               | Kinder Morgan Kansas, Inc.                                                               | CUSIP: 494553AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1128933.74   | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                                      | MFA 2023-NQM3 Trust                                                                      | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7165409 | PA      | $7215205.68   | 0.51%             | 2068-07-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Octagon 56, Ltd.                                                                         | Octagon 56, Ltd.                                                                         | CUSIP: 67577EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2501232.50   | 0.18%             | 2034-10-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                           | Penske Truck Leasing Co., L.P.                                                           | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2239019.39   | 0.16%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNL Quintero S.A.                                                                        | GNL Quintero S.A.                                                                        | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | US        |    659120 | PA      | $660352.95    | 0.05%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BPRL International Singapore PTE. Ltd.                                                   | BPRL International Singapore PTE. Ltd.                                                   | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400172.16    | 0.03%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                             | Phillips Edison Grocery Center Operating Partnership I, L.P.                             | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $979874.72    | 0.07%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                                 | Retained Vantage Data Centers Issuer LLC                                                 | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4985016.50   | 0.35%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1865830.01   | 0.13%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1425000 | PA      | $1425669.75   | 0.10%             | 2029-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                                   | Colossus Acquireco LLC                                                                   | CUSIP: 19682LAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    935000 | PA      | $933831.25    | 0.07%             | 2032-06-12      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |    350000 | PA      | $363950.41    | 0.03%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Eldridge CLO 2025-1 Ltd                                                                  | Eldridge CLO 2025-1 Ltd                                                                  | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3500451.50   | 0.25%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1342327.03   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                        | Microchip Technology Incorporated                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    242000 | PA      | $246783.49    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                                  | MTN Commercial Mortgage Trust 2022-LPFL                                                  | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1978772.40   | 0.14%             | 2039-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1403773.37   | 0.10%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM5                                      | Santander Mortgage Asset Receivable Trust 2025-NQM5                                      | CUSIP: 80262CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3902955 | PA      | $3909142.18   | 0.28%             | 2065-08-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C7                                           | Wells Fargo Commercial Mortgage Trust 2025-5C7                                           | CUSIP: 95004XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42545000 | PA      | $2616326.05   | 0.18%             | 2058-12-17      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | US        |    400000 | PA      | $399412.00    | 0.03%             | 2028-01-19      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | US        |    500000 | PA      | $497386.35    | 0.04%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Adani Energy Solutions Limited                                                           | Adani Energy Solutions Limited                                                           | CUSIP: N/A<br>LEI: 549300PLH866JQ6LXE52       | Long             | DBT              | CORP              | US        |    400000 | PA      | $396695.04    | 0.03%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    802000 | PA      | $800554.80    | 0.06%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-2                                            | GreenSky Home Improvement Issuer Trust 2025-2                                            | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    722939 | PA      | $727280.19    | 0.05%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2                               | Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2                               | CUSIP: 590210AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5490232 | PA      | $3300891.34   | 0.23%             | 2037-05-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                     | AREIT 2025-CRE10 LTD                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3446768.39   | 0.24%             | 2038-07-19      | Floating      | 5.12%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XLIII Ltd                                                                     | Apidos CLO XLIII Ltd                                                                     | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3501753.50   | 0.25%             | 2038-10-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                       | Banque Federative du Credit Mutuel                                                       | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1814492.44   | 0.13%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust, Series 2006-NC4                                          | Carrington Mortgage Loan Trust, Series 2006-NC4                                          | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    874550 | PA      | $862115.96    | 0.06%             | 2036-07-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1123824.08   | 0.08%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2379311.50   | 0.17%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carval CLO X-C Ltd.                                                                      | Carval CLO X-C Ltd.                                                                      | CUSIP: 146918AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004200.00   | 0.14%             | 2037-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                    | Amrize Finance US LLC                                                                    | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1188523.78   | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203782.84    | 0.01%             | 2027-10-18      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750065 | PA      | $1651418.91   | 0.12%             | 2046-03-12      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $4557202.62   | 0.32%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-2                                            | Velocity Commercial Capital Loan Trust 2019-2                                            | CUSIP: 92257NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492180 | PA      | $1432379.30   | 0.10%             | 2049-07-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1191867.89   | 0.08%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543699.15    | 0.04%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Limited                                                 | Bioceanico Sovereign Certificate Limited                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    826916 | PA      | $675238.61    | 0.05%             | 2034-06-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                                | Corpay Technologies Operating Company LLC                                                | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1235334 | PA      | $1236001.41   | 0.09%             | 2028-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                              | Castlelake Aircraft Structured Trust 2019-1                                              | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-CBDO         | CORP              | US        |   1004420 | PA      | $973383.12    | 0.07%             | 2026-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1216455.64   | 0.09%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM2                                                     | J.P. Morgan Mortgage Trust 2025-NQM2                                                     | CUSIP: 46590SAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1828784 | PA      | $1849702.26   | 0.13%             | 2029-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                             | Nutrien Ltd.                                                                             | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1162526.65   | 0.08%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5524772.00   | 0.39%             | 2029-02-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2021-1 Ltd.                                                           | Loanpal Solar Loan 2021-1 Ltd.                                                           | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513056 | PA      | $1256835.54   | 0.09%             | 2034-10-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust 2006-6                                                    | Long Beach Mortgage Loan Trust 2006-6                                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9227539 | PA      | $3529093.62   | 0.25%             | 2036-07-25      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2025-A                                                    | Mariner Finance Issuance Trust 2025-A                                                    | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1975818.20   | 0.14%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223727 | PA      | $201542.40    | 0.01%             | 2032-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust Series 2025-ST4                                           | Upgrade Master Pass-Thru Trust Series 2025-ST4                                           | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830633 | PA      | $838278.27    | 0.06%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    553612 | PA      | $553889.31    | 0.04%             | 2032-02-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                    | Atlassian Corporation                                                                    | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1133304.07   | 0.08%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1298052 | PA      | $1345267.63   | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                               | Meritage Homes Corporation                                                               | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155188.99    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                          | NGPL PipeCo LLC                                                                          | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1375769.71   | 0.10%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                                 | National Rural Utilities Cooperative Finance Corporation                                 | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    784000 | PA      | $795993.32    | 0.06%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                               | Froneri Lux Finco S.a r.l.                                                               | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280387 | PA      | $280072.97    | 0.02%             | 2031-09-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    830000 | PA      | $854309.29    | 0.06%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-19CB                                                         | Alternative Loan Trust 2006-19CB                                                         | CUSIP: 02147QAR3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    743428 | PA      | $394404.81    | 0.03%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2024-6 Ltd                                                       | Bain Capital Credit CLO 2024-6 Ltd                                                       | CUSIP: 05685XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506100.00   | 0.18%             | 2038-01-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    641000 | PA      | $644832.47    | 0.05%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    663000 | PA      | $662580.25    | 0.05%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank 2017-BNK4                                                                           | Bank 2017-BNK4                                                                           | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12404111 | PA      | $122372.76    | 0.01%             | 2050-05-17      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    612000 | PA      | $630517.35    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                     | Credit Agricole S.A.                                                                     | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1507921.59   | 0.11%             | 2029-01-09      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1036780.73   | 0.07%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $845136.15    | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                           | Mosaic Solar Loan Trust 2020-2                                                           | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    815140 | PA      | $685016.68    | 0.05%             | 2033-05-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| TRTX 2022-FL5 Issuer, Ltd.                                                               | TRTX 2022-FL5 Issuer, Ltd.                                                               | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3056046 | PA      | $3054788.81   | 0.22%             | 2039-02-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                         | Edwards Lifesciences Corporation                                                         | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1382985.82   | 0.10%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1204856.52   | 0.08%             | 2029-06-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                                         | Icon Investments Six Designated Activity Company                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |    815000 | PA      | $831471.48    | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-I Ltd.                                                                       | Nassau 2018-I Ltd.                                                                       | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | KY        |    108131 | PA      | $108133.85    | 0.01%             | 2031-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-S4 Trust                                                               | RFMSI Series 2006-S4 Trust                                                               | CUSIP: 762010AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351001 | PA      | $285282.17    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                                    | UBS Commercial Mortgage Trust 2017-C7                                                    | CUSIP: 90276WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500060 | PA      | $1493325.70   | 0.11%             | 2027-06-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | US        |    300000 | PA      | $299439.00    | 0.02%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PT. Bank Negara Indonesia (persero)                                                      | PT. Bank Negara Indonesia (persero)                                                      | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |    700000 | PA      | $693875.00    | 0.05%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cometa Energia, S.A. de C.V.                                                             | Cometa Energia, S.A. de C.V.                                                             | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | US        |    147000 | PA      | $154171.63    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    400000 | PA      | $406000.00    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1146717.56   | 0.08%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    379000 | PA      | $380017.08    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                            | Citigroup Commercial Mortgage Trust 2016-GC36                                            | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1103534 | PA      | $2802.20      | 0.00%             | 2049-02-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Databank Issuer, LLC                                                                     | Databank Issuer, LLC                                                                     | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2738126.05   | 0.19%             | 2026-02-25      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Limited                                                           | Digicel Group Holdings Limited                                                           | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54948 | PA      | $367.19       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-NQM5                                            | GS Mortgage-Backed Securities Trust 2025-NQM5                                            | CUSIP: 36273GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881797 | PA      | $1881841.17   | 0.13%             | 2055-11-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                                           | BBCMS Mortgage Trust 2025-5C34                                                           | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23084358 | PA      | $1040912.95   | 0.07%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V17 Mortgage Trust                                                        | Benchmark 2025-V17 Mortgage Trust                                                        | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28260000 | PA      | $1749568.12   | 0.12%             | 2058-09-17      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380HMV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1089928 | PA      | $1069672.85   | 0.08%             | 2047-09-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                            | Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                            | CUSIP: 86362HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493476 | PA      | $2483959.01   | 0.18%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1616119 | PA      | $1635909.98   | 0.12%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4181543 | PA      | $4013444.50   | 0.28%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                    | Minejesa Capital B.V.                                                                    | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |    179800 | PA      | $178721.20    | 0.01%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                     | M&T Bank Corporation                                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    588000 | PA      | $596903.38    | 0.04%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | Public Service Enterprise Group Incorporated                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1231089.40   | 0.09%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5 2025-5YR13                                                                         | Bank5 2025-5YR13                                                                         | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21122297 | PA      | $816332.43    | 0.06%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HY3                                                 | CHL Mortgage Pass-Through Trust 2007-HY3                                                 | CUSIP: 12545CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2832685 | PA      | $1296570.72   | 0.09%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 Trust                                                                     | COLT 2021-RPL1 Trust                                                                     | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2629079 | PA      | $2431146.85   | 0.17%             | 2061-09-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                   | Extra Space Storage LP                                                                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2151000 | PA      | $2240161.53   | 0.16%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    619478 | PA      | $631217.07    | 0.04%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO 40 Ltd                                                                   | Sound Point CLO 40 Ltd                                                                   | CUSIP: 83617CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4011876.00   | 0.28%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3060000 | PA      | $3388918.01   | 0.24%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-3                                                        | Verus Securitization Trust 2024-3                                                        | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3121926 | PA      | $3165886.45   | 0.22%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5037717.30   | 0.35%             | 2027-02-18      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd.                                                                      | CAL Funding IV Ltd.                                                                      | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1651875 | PA      | $1583427.23   | 0.11%             | 2028-03-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1336411.09   | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1530872.16   | 0.11%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQLW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1717623 | PA      | $1687057.75   | 0.12%             | 2050-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1366524.73   | 0.10%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $637141.50    | 0.04%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | US        |    400000 | PA      | $390515.44    | 0.03%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-1                                                            | Bear Stearns ARM Trust 2007-1                                                            | CUSIP: 073880AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5711567 | PA      | $4925648.13   | 0.35%             | 2047-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1155687.65   | 0.08%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                            | Petrobras Global Finance B.V.                                                            | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98113.00     | 0.01%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26450000 | PA      | $25533549.82  | 1.80%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                 | Allison Transmission Inc                                                                 | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    425000 | PA      | $426772.25    | 0.03%             | 2032-11-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | US        |    700000 | PA      | $698537.49    | 0.05%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C10                                                            | BBCMS Mortgage Trust 2021-C10                                                            | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26096000 | PA      | $1196619.03   | 0.08%             | 2054-07-17      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 Issuer LLC                                                               | BSPRT 2023-FL10 Issuer LLC                                                               | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3710000 | PA      | $3718190.20   | 0.26%             | 2035-09-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                                 | Darden Restaurants, Inc.                                                                 | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    668000 | PA      | $671843.94    | 0.05%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-4                                               | Exeter Automobile Receivables Trust 2021-4                                               | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    812533 | PA      | $809678.03    | 0.06%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates, WaMu Series 200X-HEX Trust                  | Washington Mutual Asset-Backed Certificates, WaMu Series 200X-HEX Trust                  | CUSIP: 542514TU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6341921 | PA      | $1940008.91   | 0.14%             | 2036-04-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                              | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1111247 | PA      | $30.45        | 0.00%             | 2049-01-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                | O'Reilly Automotive, Inc.                                                                | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    675000 | PA      | $684218.54    | 0.05%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                                                                  | Bridge Street CLO I Ltd                                                                  | CUSIP: 10805YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005246.00   | 0.14%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2585415.09   | 0.18%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Cubesmart, L.P.                                                                          | Cubesmart, L.P.                                                                          | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    989000 | PA      | $990913.52    | 0.07%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust                                      | Wells Fargo Mortgage Backed Securities 2007-7 Trust                                      | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137233 | PA      | $127188.33    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000DBJ9<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1937565.00   | 0.14%             | 2026-04-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1334171 | PA      | $1338613.85   | 0.09%             | 2029-01-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601594.02    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195922.20    | 0.01%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                                    | Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                                    | CUSIP: 94986CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83682 | PA      | $75944.76     | 0.01%             | 2037-08-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                      | Iron Mountain, Inc.                                                                      | CUSIP: 46284NAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    969433 | PA      | $968221.03    | 0.07%             | 2031-01-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76090LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440000 | PA      | $440550.00    | 0.03%             | 2032-08-08      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1996276.39   | 0.14%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                     | Canadian Pacific Kansas City Limited                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2476036.31   | 0.17%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1780284 | PA      | $1851382.06   | 0.13%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2004629.60   | 0.14%             | 2055-11-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2109423 | PA      | $1870427.08   | 0.13%             | 2032-11-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                         | Willis Engine Structured Trust V                                                         | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2088200 | PA      | $2009266.07   | 0.14%             | 2028-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4228 | PA      | $4237.47      | 0.00%             | 2031-03-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                    | WMG Acquisition Corp.                                                                    | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980000 | PA      | $982146.20    | 0.07%             | 2031-01-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                                                           | Avant Credit Card Master Trust                                                           | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3752795.25   | 0.26%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4812000 | PA      | $4795105.55   | 0.34%             | 2038-08-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo XXXVII Ltd                                                   | Benefit Street Partners Clo XXXVII Ltd                                                   | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003226.00   | 0.14%             | 2038-01-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW Finance Designated Activity Company                                              | CUSIP: 12704PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1437902.39   | 0.10%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                             | Fiserv, Inc.                                                                             | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1750189.00   | 0.12%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lunar Aircraft 2020-1 Limited                                                            | Lunar Aircraft 2020-1 Limited                                                            | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210921 | PA      | $1186824.07   | 0.08%             | 2027-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $715282.09    | 0.05%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation                                            | Burlington Coat Factory Warehouse Corporation                                            | CUSIP: 121575AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1131993 | PA      | $1132932.98   | 0.08%             | 2031-09-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                         | Mexico Generadora De Energia, S. De R.L. De C.V.                                         | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    727468 | PA      | $739369.38    | 0.05%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ongc Videsh Vankorneft Pte. Ltd.                                                         | Ongc Videsh Vankorneft Pte. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199358.30    | 0.01%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TNB Global Ventures Capital Berhad                                                       | TNB Global Ventures Capital Berhad                                                       | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | US        |    300000 | PA      | $297728.67    | 0.02%             | 2026-10-19      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    724000 | PA      | $725878.20    | 0.05%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                           | Crown City CLO                                                                           | CUSIP: 22824DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3000192.00   | 0.21%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KF30 Mortgage Trust                                                           | FREMF 2017-KF30 Mortgage Trust                                                           | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    499961 | PA      | $496965.47    | 0.04%             | 2027-03-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    818229 | PA      | $805778.64    | 0.06%             | 2048-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C64                                           | Wells Fargo Commercial Mortgage Trust 2025-C64                                           | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23094568 | PA      | $1676351.52   | 0.12%             | 2058-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1391940.23   | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    291000 | PA      | $302070.92    | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1415944.73   | 0.10%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 Ltd                                                                        | BDS 2021-FL10 Ltd                                                                        | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1290826 | PA      | $1291349.25   | 0.09%             | 2036-12-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1230506 | PA      | $1233687.73   | 0.09%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1721524 | PA      | $1724234.85   | 0.12%             | 2054-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2293495.80   | 0.16%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                                   | Kyndryl Holdings, Inc.                                                                   | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    919000 | PA      | $904294.99    | 0.06%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1009160.25   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                            | Petrobras Global Finance B.V.                                                            | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610986.00    | 0.04%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                                    | Solventum Corporation                                                                    | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426117.34    | 0.03%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1341689.26   | 0.09%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ultrapar International S.A.                                                              | Ultrapar International S.A.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $199575.72    | 0.01%             | 2029-06-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    347015 | PA      | $344218.06    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                      | Coterra Energy Inc.                                                                      | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97221.50     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507557.40    | 0.04%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785446 | PA      | $745182.45    | 0.05%             | 2035-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2472660.10   | 0.17%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    609000 | PA      | $595081.73    | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust 2021-5                                                    | Pagaya AI Debt Selection Trust 2021-5                                                    | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2435537 | PA      | $2402836.93   | 0.17%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    800000 | PA      | $810000.00    | 0.06%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CBAM 2017-2 Ltd                                                                          | CBAM 2017-2 Ltd                                                                          | CUSIP: 12481KAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5011055.00   | 0.35%             | 2034-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    282871 | PA      | $293802.02    | 0.02%             | 2042-11-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 Ltd.                                                                        | MF1 2022-FL8 Ltd.                                                                        | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2142735 | PA      | $2142141.49   | 0.15%             | 2037-02-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    604000 | PA      | $621455.00    | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust 2025-2                                                | Tricolor Auto Securitization Trust 2025-2                                                | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1093082 | PA      | $687316.48    | 0.05%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                           | Wells Fargo Commercial Mortgage Trust 2018-C48                                           | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-CBDO         | CORP              | US        |  12355229 | PA      | $270389.23    | 0.02%             | 2052-01-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    965399 | PA      | $963787.12    | 0.07%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |    300000 | PA      | $287625.00    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AJAX Mortgage Loan Trust 2021-C                                                          | AJAX Mortgage Loan Trust 2021-C                                                          | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    718044 | PA      | $723791.10    | 0.05%             | 2061-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                                             | Arroyo Mortgage Trust 2019-3                                                             | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572132 | PA      | $552339.35    | 0.04%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694R75<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   1259951 | PA      | $1110655.44   | 0.08%             | 2046-05-20      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P3                                              | Citigroup Commercial Mortgage Trust 2016-P3                                              | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3904143 | PA      | $12320.69     | 0.00%             | 2049-04-16      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31396VXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1114694 | PA      | $1102634.21   | 0.08%             | 2037-05-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ENT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    748997 | PA      | $759574.25    | 0.05%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae REMIC Trust 2024-025                                                          | Ginnie Mae REMIC Trust 2024-025                                                          | CUSIP: 38384JM76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1122109 | PA      | $1104305.22   | 0.08%             | 2049-02-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS3                                                     | Legacy Mortgage Asset Trust 2021-GS3                                                     | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2993478 | PA      | $2995408.10   | 0.21%             | 2061-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2025-4                                                      | Upstart Securitization Trust 2025-4                                                      | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000434.10   | 0.07%             | 2026-11-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-7                                                        | Verus Securitization Trust 2021-7                                                        | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186583 | PA      | $1093873.57   | 0.08%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                        | Lima Metro Line 2 Finance Limited                                                        | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    648048 | PA      | $671336.09    | 0.05%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                                     | Credit Suisse First Boston Mortgage Securities Corp.                                     | CUSIP: 2254W0NF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387326 | PA      | $245063.99    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                             | MasTec, Inc.                                                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2113444.91   | 0.15%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                                 | National Rural Utilities Cooperative Finance Corporation                                 | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1084729.81   | 0.08%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corporation                                                 | National Securities Clearing Corporation                                                 | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1420196.67   | 0.10%             | 2030-05-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696927.70    | 0.05%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust         | CUSIP: 92925CEU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12603954 | PA      | $12038472.08  | 0.85%             | 2036-02-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |    720000 | PA      | $717976.80    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    700000 | PA      | $702639.77    | 0.05%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    707000 | PA      | $732298.58    | 0.05%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-12T1                                                         | Alternative Loan Trust 2007-12T1                                                         | CUSIP: 02150LAF4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   4211112 | PA      | $1791628.97   | 0.13%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-Mf2                                     | Arbor Multifamily Mortgage Securities Trust 2021-Mf2                                     | CUSIP: 03881VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50454639 | PA      | $2186820.08   | 0.15%             | 2054-06-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1072765.88   | 0.08%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1698656 | PA      | $1701369.55   | 0.12%             | 2055-04-25      | Floating      | 5.07%                 | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                   | GS Mortgage Securities Trust 2020-GSA2                                                   | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26946896 | PA      | $1652203.09   | 0.12%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 126466333 | NS      | $126466333.20 | 8.91%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2021-CRE7 Issuer Ltd                                                            | LoanCore 2021-CRE7 Issuer Ltd                                                            | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    997358 | PA      | $996119.26    | 0.07%             | 2037-01-21      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1601096.25   | 0.11%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                             | New York Life Global Funding                                                             | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186149.67    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust 2024-1                                                    | Tesla Sustainable Energy Trust 2024-1                                                    | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5547399 | PA      | $5576053.26   | 0.39%             | 2029-09-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $2006547.17   | 0.14%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue 2017-280P Mortgage Trust                                                 | 280 Park Avenue 2017-280P Mortgage Trust                                                 | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320000 | PA      | $2312230.09   | 0.16%             | 2034-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                                        | Verus Securitization Trust 2024-1                                                        | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8702477 | PA      | $8757212.30   | 0.62%             | 2028-01-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138040 | PA      | $1137914.78   | 0.08%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1026230.82   | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO XX Ltd.                                                                    | Battalion CLO XX Ltd.                                                                    | CUSIP: 07134UAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1497697.50   | 0.11%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                                    | GS Mortgage Securities Trust 2017-GS8                                                    | CUSIP: 36254KAP7<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |  27914019 | PA      | $314641.24    | 0.02%             | 2050-11-11      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                 | Energizer Holdings, Inc.                                                                 | CUSIP: 29267YAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1092767 | PA      | $1091859.74   | 0.08%             | 2032-03-13      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd                                                                       | Elmwood CLO II Ltd                                                                       | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5014915.00   | 0.35%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 Issuer, Ltd.                                                               | TRTX 2025-FL7 Issuer, Ltd.                                                               | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500782.75   | 0.18%             | 2043-06-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1065093.97   | 0.08%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-7                                                          | Angel Oak Mortgage Trust 2021-7                                                          | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2801031 | PA      | $2437925.16   | 0.17%             | 2066-10-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                           | BBCMS Mortgage Trust 2024-5C29                                                           | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2715537.68   | 0.19%             | 2029-09-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1250688.59   | 0.09%             | 2029-01-18      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17325FBN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2165036.25   | 0.15%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    948393 | PA      | $965476.35    | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B55J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1227735 | PA      | $1208675.53   | 0.09%             | 2049-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2133512 | PA      | $2189278.09   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 TRUST                                                                     | GCAT 2021-NQM4 TRUST                                                                     | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2629015 | PA      | $2265698.86   | 0.16%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                              | Rio Tinto Finance (USA) plc                                                              | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1493464.02   | 0.11%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                                       | SCCU Auto Receivables Trust 2024-1                                                       | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140783 | PA      | $140912.77    | 0.01%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                   | Southern Power Company                                                                   | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    846000 | PA      | $844700.04    | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1284912 | PA      | $1286390.15   | 0.09%             | 2031-06-24      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer