# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071041
**Filing Date:** 2026-2
**Character Count:** 384635
**Document Hash:** 484006dc319cfda94cabae6c76dfb693
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071041.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071041

**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:** 26677610

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

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

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000029598 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (A) |  |
| C000067996 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

**Item A.2. Information about the Series.**

- **a. Name of Series:** JNL/T. Rowe Price Short-Term Bond Fund

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

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

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

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

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

**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:** $1093328130.97

**Total Liabilities:** $8406276.83

**Net Assets:** $1084921854.14

**Delayed Delivery Securities:** $5441731.05

**Cash Not Reported:** $1193680.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2476.946041768321 | **1-Year:** -46504.865351527458 | **5-Year:** -53875.953035714753 | **10-Year:** -23150.510273256201 | **30-Year:** -47875.395810332474

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

- **3-Month:** -259.591408802306 | **1-Year:** -1554.452739134323 | **5-Year:** -3332.351813692026 | **10-Year:** -2917.411374161957 | **30-Year:** -4651.127340292380

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029598 | 0.26%                | 0.43%                | 0.43%                |
| Class ID C000067996 | 0.34%                | 0.42%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19315.65               | $-40666.32                                 |
| Month 2  | $341444.72               | $820994.36                                 |
| Month 3  | $495840.09               | $-497410.14                                |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                           | JNL Government Money Market Fund - Class SL                      | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1627652 | NS      | $1627652.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -442 | NC      | $161404.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1769 | NC      | $-49018.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -165 | NC      | $145428.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -144 | NC      | $101414.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                           | FUTURE - PHYSICALLY DELIVERED                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -73 | NC      | $157302.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US Capital, LLC                                              | BMW US Capital, LLC                                              | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2905559.53   | 0.27%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                      | BlueMountain CLO 2016-3 Ltd                                      | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    627824 | PA      | $627933.57    | 0.06%             | 2030-11-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3051933.29   | 0.28%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                   | CarMax Auto Owner Trust 2024-1                                   | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $924780.04    | 0.09%             | 2027-12-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                 | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121203.26    | 0.01%             | 2027-03-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                    | Enbridge Inc.                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    730000 | PA      | $740752.68    | 0.07%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $577597.18    | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2021-3 Ltd                                           | Invesco CLO 2021-3 Ltd                                           | CUSIP: 46151VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $709817.53    | 0.07%             | 2034-10-22      | Floating      | 5.23%                 | 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        |   4754523 | NS      | $4754522.71   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group, Inc.                           | The PNC Financial Services Group, Inc.                           | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1860686.15   | 0.17%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                     | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1336781.40   | 0.12%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Verizon Master Trust                                             | Verizon Master Trust                                             | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1975000 | PA      | $1983591.25   | 0.18%             | 2027-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                            | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15245 | PA      | $15246.47     | 0.00%             | 2031-07-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22823QAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   2965000 | PA      | $2957849.90   | 0.27%             | 2026-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    158056 | PA      | $164435.83    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21335 | PA      | $21368.09     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                    | Fortitude Group Holdings, LLC                                    | CUSIP: 34966XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1580664.65   | 0.15%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103267 | PA      | $105410.09    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260960 | PA      | $271534.24    | 0.03%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1977927.39   | 0.18%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1210932.42   | 0.11%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $770975.44    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                             | Conagra Brands, Inc.                                             | CUSIP: 20600HA61<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   2365000 | PA      | $2363444.07   | 0.22%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JM6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1542 | PA      | $1578.61      | 0.00%             | 2035-02-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2672 | PA      | $2809.90      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51186 | PA      | $49235.26     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GD75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21042 | PA      | $21608.39     | 0.00%             | 2035-08-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    957486 | PA      | $961133.13    | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2189204.40   | 0.20%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                 | Navient Private Education Refi Loan Trust 2020-H                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203900 | PA      | $193312.42    | 0.02%             | 2027-11-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                        | AT&T Inc.                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $781050.82    | 0.07%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                         | Amur Equipment Finance Receivables X LLC                         | CUSIP: 03236VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317528 | PA      | $317158.52    | 0.03%             | 2028-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                  | COLT 2025-4 Mortgage Loan Trust                                  | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626067 | PA      | $635085.90    | 0.06%             | 2070-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                    | Santander Drive Auto Receivables Trust 2025-2                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $599361.54    | 0.06%             | 2028-10-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                       | Exeter Automobile Receivables Trust 2022-4                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1083444 | PA      | $1091880.72   | 0.10%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JMW45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1217 | PA      | $1255.28      | 0.00%             | 2034-11-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44496 | PA      | $46519.55     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564NBW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1840074 | PA      | $1845825.05   | 0.17%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17260 | PA      | $17569.14     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                       | J.P. Morgan Mortgage Trust                                       | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339563 | PA      | $294173.84    | 0.03%             | 2042-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                 | Navient Private Education Refi Loan Trust 2019-E                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393925 | PA      | $386707.92    | 0.04%             | 2028-09-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                  | Octane Receivables Trust 2023-3                                  | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $440861.71    | 0.04%             | 2026-11-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                     | Public Service Enterprise Group Incorporated                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1973289.13   | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1097858.36   | 0.10%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    342000 | PA      | $339021.69    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                           | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106893 | PA      | $1109304.24   | 0.10%             | 2029-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                     | Connecticut Avenue Securities Trust 2025-R06                     | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    723641 | PA      | $723638.58    | 0.07%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                | Exeter Select Automobile Receivables Trust 2025-2                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795000 | PA      | $802460.44    | 0.07%             | 2029-09-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16227 | PA      | $17008.67     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59359 | PA      | $61278.37     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118092 | PA      | $120424.24    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                    | FirstEnergy Transmission, LLC                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453283.79    | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                            | Freeport-McMoRan Inc.                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    419000 | PA      | $417777.27    | 0.04%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corporation                                          | HF Sinclair Corporation                                          | CUSIP: 403949AR1<br>LEI: 549300J3U2WK73C9ZK26 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1063634.55   | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | Amrize Finance US LLC                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1557724.78   | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2007-2                    | Santander Drive Auto Receivables Trust 2007-2                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175000 | PA      | $1176405.18   | 0.11%             | 2028-10-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Company Pty Limited                       | Sydney Airport Finance Company Pty Limited                       | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | US        |    326000 | PA      | $325233.15    | 0.03%             | 2026-04-28      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                              | B.A.T. International Finance P.L.C.                              | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3281903.55   | 0.30%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1283554.44   | 0.12%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                          | Blue Owl Asset Leasing Trust 2024-1 LLC                          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $328102.13    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                              | Dell Equipment Finance Trust 2025-1                              | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111491.31    | 0.01%             | 2027-12-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    982993 | PA      | $991880.02    | 0.09%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31407AZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14740 | PA      | $15067.38     | 0.00%             | 2035-05-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25286 | PA      | $25751.18     | 0.00%             | 2033-06-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418MRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25822 | PA      | $26700.01     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564K3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    460958 | PA      | $465039.58    | 0.04%             | 2043-11-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                           | Lowe`s Companies, Inc.                                           | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681588.21    | 0.06%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Company                          | Manufacturers and Traders Trust Company                          | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    935000 | PA      | $943590.31    | 0.09%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                    | Revvity, Inc.                                                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1280856.67   | 0.12%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    940000 | PA      | $946531.87    | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007G4D2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    238214 | PA      | $240366.72    | 0.02%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                               | American Honda Finance Corporation                               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1976427.58   | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1, LLC                                | Auxilior Term Funding 2024-1, LLC                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    715000 | PA      | $727956.59    | 0.07%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                | Benchmark 2025-B41 Mortgage Trust                                | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205354 | PA      | $205905.63    | 0.02%             | 2030-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                      | BMO 2024-5C4 Mortgage Trust                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1633510.03   | 0.15%             | 2029-04-17      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                         | Booz Allen Hamilton Inc.                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2731565.73   | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                             | ERAC USA Finance LLC                                             | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $893906.30    | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8043 | PA      | $8466.92      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GoTo Foods Funding LLC                                           | GoTo Foods Funding LLC                                           | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2745000 | PA      | $2740147.66   | 0.25%             | 2027-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                             | Galton Funding Mortgage Trust 2019-1                             | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84844 | PA      | $83367.90     | 0.01%             | 2032-12-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corporation                                | Korea Housing Finance Corporation                                | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | US        |   2500000 | PA      | $2537987.50   | 0.23%             | 2028-02-24      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                    | NiSource Inc.                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528102.48    | 0.05%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES9                                    | RCKT Mortgage Trust 2024-CES9                                    | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283616 | PA      | $286532.33    | 0.03%             | 2028-12-25      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCR3<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250574.25    | 0.02%             | 2034-01-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                            | Solventum Corporation                                            | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    897000 | PA      | $910064.89    | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    595000 | PA      | $596568.12    | 0.05%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1268416.47   | 0.12%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | Cox Communications, Inc.                                         | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    665000 | PA      | $662031.11    | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JMY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1058 | PA      | $1089.10      | 0.00%             | 2034-11-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406P4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48151 | PA      | $48936.75     | 0.00%             | 2035-04-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10663 | PA      | $10948.50     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25744 | PA      | $26722.42     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119141 | PA      | $125896.19    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    324000 | PA      | $328652.12    | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296291.57    | 0.03%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2662976.92   | 0.25%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                               | Oracle Corporation                                               | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1944519.94   | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                     | Ovintiv Inc.                                                     | CUSIP: 69047KAL9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5605000 | PA      | $5592134.84   | 0.52%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518314.73    | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326183.03    | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P4                           | Carvana Auto Receivables Trust 2025-P4                           | CUSIP: 14689AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1090000 | PA      | $1088744.97   | 0.10%             | 2031-05-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3809981 | PA      | $3737750.68   | 0.34%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31371LM48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3350 | PA      | $3467.35      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31405UTZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       973 | PA      | $991.74       | 0.00%             | 2034-11-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95559 | PA      | $99204.62     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                        | Ellington Financial Mortgage Trust 2019-2                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103922 | PA      | $102365.03    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                             | Galton Funding Mortgage Trust 2019-1                             | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42002 | PA      | $40356.94     | 0.00%             | 2032-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2255415.22   | 0.21%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Funding Corp.                                    | Harley-Davidson Funding Corp.                                    | CUSIP: 41282KA65<br>LEI: 5493006EFVOCXD9ZVB19 | Long             | STIV             | CORP              | US        |   3005000 | PA      | $3003023.01   | 0.28%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    874966 | PA      | $889729.68    | 0.08%             | 2028-02-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PCA5<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-CBDO         | CORP              | US        |    235000 | PA      | $233630.66    | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                      | Navient Private Education Loan Trust 2020-A                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504557 | PA      | $489875.92    | 0.05%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                     | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1776331.58   | 0.16%             | 2036-03-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MARQ Trust 2024-HOU                                              | MARQ Trust 2024-HOU                                              | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1595244.16   | 0.15%             | 2026-06-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                     | U.S. Bancorp                                                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1446626.37   | 0.13%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                  | RTX Corporation                                                  | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | DE        |    981000 | PA      | $1042807.71   | 0.10%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31400QJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       667 | PA      | $683.77       | 0.00%             | 2033-03-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416CD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    308044 | PA      | $313759.06    | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3068712.48   | 0.28%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626942.33    | 0.06%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company               | AerCap Ireland Capital Designated Activity Company               | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $555343.83    | 0.05%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                         | Amur Equipment Finance Receivables X LLC                         | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $769328.87    | 0.07%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                        | Appalachian Power Company                                        | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2503695.81   | 0.23%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                | Benchmark 2024-V11 Mortgage Trust                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $821017.84    | 0.08%             | 2029-11-19      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2080000 | PA      | $2029075.57   | 0.19%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                      | Deephaven Residential Mortgage Trust 2021-1                      | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362738 | PA      | $352585.43    | 0.03%             | 2065-05-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation                                       | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1115614.31   | 0.10%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A, LLC                           | Elara HGV Timeshare Issuer 2019-A, LLC                           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222147 | PA      | $220730.64    | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                    | Enbridge Inc.                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630576.90    | 0.06%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                          | Equitable Financial Life Global Funding                          | CUSIP: 29446Q2C6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429280.95    | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102390 | PA      | $106304.13    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    692003 | PA      | $659087.42    | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Limited                                   | Fortress Credit BSL XV Limited                                   | CUSIP: 34964WAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195000 | PA      | $2195164.63   | 0.20%             | 2033-10-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1192523.48   | 0.11%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                        | Realty Income Corporation                                        | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645002.32    | 0.06%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3295142.87   | 0.30%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI, Ltd.                                            | Trinitas CLO VI, Ltd.                                            | CUSIP: 89640YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2185000 | PA      | $2186509.84   | 0.20%             | 2034-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    980000 | PA      | $997879.61    | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2022-1                  | AmeriCredit Automobile Receivables Trust 2022-1                  | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1465000 | PA      | $1451961.65   | 0.13%             | 2028-02-18      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                         | Booz Allen Hamilton Inc.                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293449.65    | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258632.32    | 0.02%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                              | Dell Equipment Finance Trust 2023-3                              | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $181852.58    | 0.02%             | 2026-06-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175083 | PA      | $1177527.94   | 0.11%             | 2069-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94972 | PA      | $96668.89     | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd                                    | Fortress Credit BSL XVIII Ltd                                    | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395000 | PA      | $395657.28    | 0.04%             | 2036-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2014-EB1                     | GS Mortgage-Backed Securities Trust 2014-EB1                     | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10939 | PA      | $10939.06     | 0.00%             | 2044-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                               | Octagon Investment Partners 39 Ltd                               | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473251 | PA      | $473244.39    | 0.04%             | 2030-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1340717.81   | 0.12%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                               | Plains All American Pipeline, L.P.                               | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    890000 | PA      | $895009.72    | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                          | Securitized Term Auto Receivables Trust                          | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    877609 | PA      | $885510.81    | 0.08%             | 2028-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                   | Var Energi ASA                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1418305.35   | 0.13%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                       | Avis Budget Rental Car Funding (AESOP) LLC                       | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100146.25    | 0.01%             | 2029-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                   | BRE Grand Islander Timeshare Issuer 2019-A LLC                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319423 | PA      | $317324.30    | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VOLT                                               | BX Trust 2025-VOLT                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1228463.48   | 0.11%             | 2030-12-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                         | Bank of New York Mellon Corporation, The                         | CUSIP: 06405LAH4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1626681.76   | 0.15%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 Mortgage Loan Trust                                  | COLT 2024-6 Mortgage Loan Trust                                  | CUSIP: 19688XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415749 | PA      | $1426367.15   | 0.13%             | 2069-11-25      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54599 | PA      | $56483.75     | 0.01%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $639841.86    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526894.99    | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                              | OBX 2019-EXP2 Trust                                              | CUSIP: 67113KAL2<br>LEI: 549300T9OLE6UGS5GU41 | Long             | ABS-MBS          | CORP              | US        |    100684 | PA      | $100787.32    | 0.01%             | 2059-06-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                              | POSCO Holdings Inc.                                              | CUSIP: 73730EAC7<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1315732.06   | 0.12%             | 2026-01-17      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                 | SFS Auto Receivables Securitization Trust 2024-1                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $174098.00    | 0.02%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-B                 | Santander Consumer Auto Receivables Trust 2021-B                 | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447243 | PA      | $445460.46    | 0.04%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                   | Securitized Term Auto Receivables Trust 2025-B                   | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110604 | PA      | $111302.82    | 0.01%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5553596.32   | 0.51%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CL4<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2039427.96   | 0.19%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    697429 | PA      | $701452.51    | 0.06%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Limited                                 | Aspen Insurance Holdings Limited                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | US        |    710000 | PA      | $741503.62    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                  | CaixaBank, S.A.                                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1592144.61   | 0.15%             | 2027-09-13      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    613000 | PA      | $620991.37    | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                              | Hilton Grand Vacations Trust 2025-1                              | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    862991 | PA      | $877015.92    | 0.08%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235000 | PA      | $236012.22    | 0.02%             | 2026-04-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1056214.91   | 0.10%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-B                          | SMB Private Education Loan Trust 2020-B                          | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    247085 | PA      | $233949.85    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    280315 | PA      | $272684.30    | 0.03%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    885000 | PA      | $908092.04    | 0.08%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                              | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186646 | PA      | $184878.92    | 0.02%             | 2060-01-26      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                   | Securitized Term Auto Receivables Trust 2025-B                   | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274603 | PA      | $276342.04    | 0.03%             | 2028-09-25      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                 | AptarGroup, Inc.                                                 | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543790.15    | 0.05%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                            | Atlassian Corporation                                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    645000 | PA      | $663322.26    | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1, LLC                                | Auxilior Term Funding 2023-1, LLC                                | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1089256.17   | 0.10%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V19 Mortgage Trust                                | Benchmark 2025-V19 Mortgage Trust                                | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $325019.02    | 0.03%             | 2030-12-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Communication Inc.                                         | Crown Communication Inc.                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $685739.46    | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1044024 | PA      | $1062504.21   | 0.10%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1503113.73   | 0.14%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564NFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    283250 | PA      | $283629.84    | 0.03%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |   1318700 | PA      | $1324810.00   | 0.12%             | 2029-04-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                          | International Flavors & Fragrances Inc.                          | CUSIP: 4595A3AF4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   1830000 | PA      | $1826899.98   | 0.17%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                        | Korea Electric Power Corp                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2407978.32   | 0.22%             | 2026-04-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3598824.29   | 0.33%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                             | OBX 2025-NQM15 Trust                                             | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658166 | PA      | $660673.53    | 0.06%             | 2065-07-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                 | Towd Point Mortgage Trust 2018-1                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31045 | PA      | $30846.68     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2022-R3                                                | CIM Trust 2022-R3                                                | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2533081 | PA      | $2505352.35   | 0.23%             | 2062-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | Dell Equipment Finance Trust 2024-2                              | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $156223.48    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55285000 | PA      | $55179178.98  | 5.09%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198874 | PA      | $183349.56    | 0.02%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3, LLC                           | Enterprise Fleet Financing 2024-3, LLC                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $306571.23    | 0.03%             | 2029-04-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                       | Exeter Automobile Receivables Trust 2025-4                       | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1324790.68   | 0.12%             | 2028-10-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31368HNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3835 | PA      | $3840.41      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406WRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37847 | PA      | $38958.83     | 0.00%             | 2035-06-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                        | Ellington Financial Mortgage Trust 2021-3                        | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493926 | PA      | $417951.04    | 0.04%             | 2066-09-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Holdings, Inc.                         | Intercontinental Exchange Holdings, Inc.                         | CUSIP: 45865VAC4<br>LEI: 549300R4IG1TWPZT5U32 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1621091.23   | 0.15%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                       | IQVIA Inc.                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    810000 | PA      | $853760.01    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mylan II B.V.                                                    | Mylan II B.V.                                                    | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2251965.04   | 0.21%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                          | NTT Finance Corporation                                          | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1048105.17   | 0.10%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    268000 | PA      | $265078.37    | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-B                          | SMB Private Education Loan Trust 2019-B                          | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1733870 | PA      | $1645513.30   | 0.15%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395397 | PA      | $398448.51    | 0.04%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                        | South Bow USA Infrastructure Holdings LLC                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1609470.16   | 0.15%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2021-1 Ltd                                         | Wellfleet CLO 2021-1 Ltd                                         | CUSIP: 94950CAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2180000 | PA      | $2181536.90   | 0.20%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                | CUSIP: 07337GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    467728 | PA      | $468961.35    | 0.04%             | 2048-07-27      | Floating      | 5.17%                 | No            |                  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        |   1135000 | PA      | $1139769.61   | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                       | Exeter Automobile Receivables Trust 2023-1                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $182741.56    | 0.02%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328447 | PA      | $324869.95    | 0.03%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    668499 | PA      | $674178.84    | 0.06%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1639670 | PA      | $1646940.23   | 0.15%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                     | Fortress Credit BSL VIII Ltd                                     | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    991277 | PA      | $990544.64    | 0.09%             | 2032-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Financial Services Corporation                      | GreatAmerica Financial Services Corporation                      | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $882403.46    | 0.08%             | 2029-06-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |   1000545 | PA      | $1011276.91   | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1142562.10   | 0.11%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | Hyundai Auto Lease Securitization Trust 2025-B                   | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1235000 | PA      | $1249238.81   | 0.12%             | 2027-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II, Ltd.                                            | OZLM Funding II, Ltd.                                            | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755000 | PA      | $1753074.77   | 0.16%             | 2037-07-30      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCS1<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250574.40    | 0.02%             | 2034-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                | Schlumberger Holdings Corporation                                | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2061808.11   | 0.19%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                    | Starwood Mortgage Residential Trust 2019-INV1                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113455 | PA      | $112630.48    | 0.01%             | 2049-09-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668BV3<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1369120.59   | 0.13%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685000 | PA      | $1686053.13   | 0.16%             | 2027-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201137 | PA      | $202154.88    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217365 | PA      | $225278.85    | 0.02%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                       | Jabil Inc.                                                       | CUSIP: 46652MA96<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   2935000 | PA      | $2931961.39   | 0.27%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467075.90    | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                    | Sammons Financial Group, Inc.                                    | CUSIP: 79587J2B8<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    795000 | PA      | $807809.04    | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Southern Company Gas Capital Corporation                         | Southern Company Gas Capital Corporation                         | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000446.50   | 0.09%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1281343.14   | 0.12%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1256249.25   | 0.12%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1067429.04   | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4902602 | PA      | $5006233.59   | 0.46%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    486785 | PA      | $498291.20    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1054270 | PA      | $1110350.86   | 0.10%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    995000 | PA      | $999426.85    | 0.09%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                              | Hilton Grand Vacations Trust 2020-A                              | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282328 | PA      | $277179.66    | 0.03%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 Ltd                                                   | KKR CLO 34 Ltd                                                   | CUSIP: 48253UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $919103.92    | 0.08%             | 2034-07-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIII, Ltd                                   | Madison Park Funding XIII, Ltd                                   | CUSIP: 55819JAN3<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        |   4077983 | PA      | $4080637.30   | 0.38%             | 2032-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                            | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2221945.01   | 0.20%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB Funding LLC                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1512000 | PA      | $1549469.33   | 0.14%             | 2029-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Bacardi Limited                                                  | Bacardi Limited                                                  | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2671515.80   | 0.25%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4545291.86   | 0.42%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I, Ltd.                                        | CIFC Funding 2016-I, Ltd.                                        | CUSIP: 17180TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2024014 | PA      | $2024350.18   | 0.19%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    434880 | PA      | $442286.27    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90454 | PA      | $92243.37     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EQLC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    914088 | PA      | $915248.23    | 0.08%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust 2024-ORL                          | HILT Commercial Mortgage Trust 2024-ORL                          | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1469999.27   | 0.14%             | 2026-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                          | HYT Commercial Mortgage Trust 2024-RGCY                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1396741.10   | 0.13%             | 2026-09-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2020-INV1                             | J.P. Morgan Mortgage Trust 2020-INV1                             | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223392 | PA      | $199101.36    | 0.02%             | 2043-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                  | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325063 | PA      | $326954.39    | 0.03%             | 2027-08-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                            | T. Rowe Price Government Reserve Fund                            | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7222731 | NS      | $7222731.10   | 0.67%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2110922.23   | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24180000 | PA      | $24386852.65  | 2.25%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333277 | PA      | $306868.05    | 0.03%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C6                   | Wells Fargo Commercial Mortgage Trust 2025-5C6                   | CUSIP: 95004TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362170 | PA      | $362149.34    | 0.03%             | 2030-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                  | Avolon Holdings Funding Limited                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    935000 | PA      | $932294.67    | 0.09%             | 2026-02-21      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                | CUSIP: 07337GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1222576 | PA      | $1220919.25   | 0.11%             | 2048-07-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                      | Bunge Limited Finance Corp.                                      | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2037569.21   | 0.19%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                           | BX Commercial Mortgage Trust 2024-GPA3                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762526 | PA      | $764187.79    | 0.07%             | 2026-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                           | Carvana Auto Receivables Trust 2022-N1                           | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44401 | PA      | $43870.63     | 0.00%             | 2027-02-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                            | Delta Air Lines, Inc.                                            | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1022789.10   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406MYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4157 | PA      | $4238.14      | 0.00%             | 2035-03-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31502 | PA      | $32281.78     | 0.00%             | 2034-11-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9722 | PA      | $9737.21      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1430605.60   | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1213825.29   | 0.11%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                 | Niagara Mohawk Power Corporation                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    970000 | PA      | $975815.15    | 0.09%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-C    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $871426.19    | 0.08%             | 2028-11-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                   | Verdant Receivables 2023-1 LLC                                   | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    651056 | PA      | $661872.03    | 0.06%             | 2027-06-14      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                   | Verdant Receivables 2024-1 LLC                                   | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262260 | PA      | $266768.62    | 0.02%             | 2028-08-14      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                               | Verus Securitization Trust 2021-R2                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439609 | PA      | $417628.96    | 0.04%             | 2064-02-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                               | AIG Global Funding                                               | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    585000 | PA      | $600047.02    | 0.06%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1718536.50   | 0.16%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                 | Benchmark 2024-V8 Mortgage Trust                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521283 | PA      | $530617.64    | 0.05%             | 2029-04-16      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                               | AIG Global Funding                                               | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    605000 | PA      | $611172.88    | 0.06%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2021-R6                                                | CIM Trust 2021-R6                                                | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196813 | PA      | $182548.47    | 0.02%             | 2061-07-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Ck Hutchison International 25 Ltd.                               | Ck Hutchison International 25 Ltd.                               | CUSIP: 178909AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1607538.31   | 0.15%             | 2030-09-26      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                           | Columbia Pipelines Holding Company LLC                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $292725.30    | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                 | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303719 | PA      | $304939.62    | 0.03%             | 2026-10-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays PLC                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    665000 | PA      | $668499.83    | 0.06%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                           | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1605042.81   | 0.15%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | Dell Equipment Finance Trust 2024-2                              | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $362759.58    | 0.03%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23256 | PA      | $23287.41     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    245567 | PA      | $237665.24    | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406DG67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5565 | PA      | $5723.00      | 0.00%             | 2034-11-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                | Romark CLO II Ltd                                                | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3225000 | PA      | $3225490.20   | 0.30%             | 2031-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332263 | PA      | $335203.91    | 0.03%             | 2028-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83472 | PA      | $86515.27     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17341 | PA      | $17656.73     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | Amrize Finance US LLC                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    565000 | PA      | $577902.34    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                    | Huntington National Bank, The                                    | CUSIP: 44644NAN9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    450314 | PA      | $452863.00    | 0.04%             | 2033-09-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1375129.16   | 0.13%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                           | LSTAR Commercial Mortgage Trust 2017-5                           | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1353504.97   | 0.12%             | 2027-01-12      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                   | MVW 2023-1 LLC                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1266803 | PA      | $1281269.63   | 0.12%             | 2040-10-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2025-RVM1                               | Octane Receivables Trust 2025-RVM1                               | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1410000 | PA      | $1411860.50   | 0.13%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                 | Pacific Gas and Electric Company                                 | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198216.90    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                  | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    790000 | PA      | $790530.72    | 0.07%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                            | Wells Fargo & Company                                            | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2107794.89   | 0.19%             | 2028-01-24      | Fixed         | 4.90%                 | 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        |    421000 | PA      | $416838.79    | 0.04%             | 2027-08-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                             | CUSIP: 28103BAL6<br>LEI: 549300I7ROF15MAEVP56 | Long             | STIV             | CORP              | US        |   2330000 | PA      | $2324892.17   | 0.21%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $988351.20    | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2025-ESH                             | Extended Stay America Trust 2025-ESH                             | CUSIP: 30227TAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630984.88    | 0.06%             | 2030-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349UCW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3988 | PA      | $4072.23      | 0.00%             | 2034-10-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7769 | PA      | $7465.72      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19837 | PA      | $20299.89     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    162226 | PA      | $168219.01    | 0.02%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39147 | PA      | $40868.04     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3193917 | PA      | $3046226.69   | 0.28%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    165779 | PA      | $172454.44    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust                                                        | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136863 | PA      | $133679.77    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 Trust                                              | OBX 2020-EXP3 Trust                                              | CUSIP: 67448WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383010 | PA      | $380617.08    | 0.04%             | 2060-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2025-RVM1                               | Octane Receivables Trust 2025-RVM1                               | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $686114.63    | 0.06%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                     | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241646.90    | 0.02%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    407184 | PA      | $411519.34    | 0.04%             | 2028-07-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C.                                    | First Abu Dhabi Bank P.J.S.C.                                    | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2850272.04   | 0.26%             | 2027-10-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    132826 | PA      | $134778.68    | 0.01%             | 2028-02-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                  | Angel Oak Mortgage Trust 2021-1                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910607 | PA      | $799949.61    | 0.07%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1, LLC                                | Auxilior Term Funding 2023-1, LLC                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440630 | PA      | $442818.20    | 0.04%             | 2030-12-16      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                             | BINOM Securitization Trust 2021-INV1                             | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471223 | PA      | $440558.85    | 0.04%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                    | Becton, Dickinson and Company                                    | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3073965.45   | 0.28%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                          | Duke Energy Corporation                                          | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    789000 | PA      | $793049.94    | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JML39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52733 | PA      | $54232.80     | 0.00%             | 2035-06-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QPSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58944 | PA      | $56329.26     | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18421 | PA      | $18814.65     | 0.00%             | 2035-05-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AG68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    241737 | PA      | $250217.43    | 0.02%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                              | Fortive Corporation                                              | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1531431.82   | 0.14%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    535000 | PA      | $552533.07    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167802 | PA      | $167895.60    | 0.02%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447398 | PA      | $460185.55    | 0.04%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                             | Hilton Grand Vacations Trust 2022-1D                             | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175405 | PA      | $174690.06    | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 Ltd                                                   | KKR CLO 40 Ltd                                                   | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2860000 | PA      | $2860440.44   | 0.26%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    326870 | PA      | $326892.59    | 0.03%             | 2031-02-14      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                  | Charles Schwab Corporation, The                                  | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2687516.05   | 0.25%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXI Ltd                                          | Sound Point CLO XXI Ltd                                          | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325795.60    | 0.03%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                          | BFLD Commercial Mortgage Trust 2025-5MW                          | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $428377.43    | 0.04%             | 2030-10-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1194992.12   | 0.11%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO, Ltd.                                              | Dryden 86 CLO, Ltd.                                              | CUSIP: 26245XAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2755000 | PA      | $2758372.12   | 0.25%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138ABBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2717 | PA      | $2719.30      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53157 | PA      | $55330.28     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1227332 | PA      | $1265416.87   | 0.12%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1889765.76   | 0.17%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                        | Affirm Asset Securitization Trust 2025-X2                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1284749 | PA      | $1286191.48   | 0.12%             | 2026-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007G4B6<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    380561 | PA      | $384250.67    | 0.04%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                       | Jersey Mike's Funding, LLC                                       | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49250 | PA      | $48823.04     | 0.00%             | 2027-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    690000 | PA      | $697741.18    | 0.06%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                               | Banque Federative du Credit Mutuel                               | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1495985.50   | 0.14%             | 2026-01-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31385XK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       857 | PA      | $871.14       | 0.00%             | 2033-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                | Verus Securitization Trust 2021-2                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295611 | PA      | $269899.72    | 0.02%             | 2066-02-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213005 | PA      | $221152.38    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    840000 | PA      | $860002.33    | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36180MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580478 | PA      | $549007.59    | 0.05%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corporation, A Mutual Legal Reserve Company  | Health Care Service Corporation, A Mutual Legal Reserve Company  | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    875000 | PA      | $896947.19    | 0.08%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                              | Huntington Ingalls Industries, Inc.                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459831.98    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                  | RTX Corporation                                                  | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    927000 | PA      | $994538.35    | 0.09%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3270000 | PA      | $3283171.89   | 0.30%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052998.07   | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19070000 | PA      | $19075959.38  | 1.76%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance 2025-1 LLC                           | Wingspire Equipment Finance 2025-1 LLC                           | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100345.93    | 0.01%             | 2028-08-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1273369.71   | 0.12%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| COLT 2025-10 Mortgage Loan Trust                                 | COLT 2025-10 Mortgage Loan Trust                                 | CUSIP: 12675XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683876 | PA      | $1682449.09   | 0.16%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                            | Chenango Park CLO Ltd                                            | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1825000 | PA      | $1826472.78   | 0.17%             | 2030-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                             | Credit Agricole S.A.                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1071982.17   | 0.10%             | 2029-01-09      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2764202.56   | 0.25%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                          | Equitable Financial Life Global Funding                          | CUSIP: 29446Q2A0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1323494.70   | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GD83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       518 | PA      | $529.99       | 0.00%             | 2034-04-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22017 | PA      | $22835.38     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                      | Federation des caisses Desjardins du Quebec                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1173336.39   | 0.11%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hardee's Funding LLC                                             | Hardee's Funding LLC                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1952250 | PA      | $1889009.20   | 0.17%             | 2027-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $720346.66    | 0.07%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                          | NMEF Funding 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430647 | PA      | $431948.13    | 0.04%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                        | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3407915.17   | 0.31%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1315238.00   | 0.12%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                 | Pacific Gas and Electric Company                                 | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    387000 | PA      | $382578.64    | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                             | The Southern Company                                             | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1052033.51   | 0.10%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AES Corporation, The                                             | AES Corporation, The                                             | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2299323.93   | 0.21%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                     | ARI Fleet Lease Trust 2024-B                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670590 | PA      | $675265.14    | 0.06%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                  | COMM 2014-CCRE15 Mortgage Trust                                  | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672019 | PA      | $655762.20    | 0.06%             | 2047-02-12      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39446 | PA      | $39476.54     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                | BPR Trust 2021-TY                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855000 | PA      | $1852741.17   | 0.17%             | 2038-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                              | CBRE Services, Inc.                                              | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    595000 | PA      | $603213.20    | 0.06%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                | Verus Securitization Trust 2025-3                                | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564624 | PA      | $570995.97    | 0.05%             | 2070-05-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                               | Zaxbys Funding LLC                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1871912 | PA      | $1762511.76   | 0.16%             | 2028-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1089385.74   | 0.10%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                         | Lloyds Banking Group PLC                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1190973.42   | 0.11%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                               | Canadian Natural Resources Limited                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1239852.10   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    930000 | PA      | $964994.51    | 0.09%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                | Exeter Select Automobile Receivables Trust 2025-1                | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775000 | PA      | $782175.11    | 0.07%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    620945 | PA      | $642735.32    | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                   | MVW 2020-1 LLC                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183229 | PA      | $176498.19    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                               | RGA Global Funding                                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1782904.61   | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31403K3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40647 | PA      | $41524.78     | 0.00%             | 2033-12-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7515 | PA      | $7933.27      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                 | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $853355.58    | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                    | Santander Drive Auto Receivables Trust 2023-1                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1208641 | PA      | $1217730.33   | 0.11%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1419537 | PA      | $1329737.69   | 0.12%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196995 | PA      | $204547.19    | 0.02%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-7                                | Verus Securitization Trust 2023-7                                | CUSIP: 92539YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577479 | PA      | $585135.59    | 0.05%             | 2068-10-25      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                          | Freddie Mac STACR REMIC Trust 2025-DNA4                          | CUSIP: 35564UBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    544091 | PA      | $544344.22    | 0.05%             | 2029-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Homes 2025-NQM2 Trust                                            | Homes 2025-NQM2 Trust                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678742 | PA      | $684494.28    | 0.06%             | 2070-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1304592.77   | 0.12%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                               | RGA Global Funding                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200057.20   | 0.20%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                    | Rockford Tower CLO 2019-2 Ltd                                    | CUSIP: 77341GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195124 | PA      | $2197611.40   | 0.20%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-CES1              | Santander Mortgage Asset Receivable Trust 2025-CES1              | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-CBDO         | CORP              | US        |   1411844 | PA      | $1410559.45   | 0.13%             | 2029-10-25      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                  | Sierra Timeshare 2025-2 Receivables Funding LLC                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500946 | PA      | $504686.68    | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                            | Battalion CLO XII Ltd                                            | CUSIP: 07133RBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445000 | PA      | $1443286.23   | 0.13%             | 2031-05-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                   | CarMax Auto Owner Trust 2024-2                                   | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103509.17    | 0.01%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                  | EQT Corporation                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477583.25    | 0.04%             | 2026-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128NCBW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2841 | PA      | $2910.57      | 0.00%             | 2035-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31404NBP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2163 | PA      | $2221.18      | 0.00%             | 2035-02-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406VHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4989 | PA      | $5123.14      | 0.00%             | 2035-05-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1032152.30   | 0.10%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                  | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $411779.09    | 0.04%             | 2028-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                    | Sabine Pass Liquefaction, LLC                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    468000 | PA      | $468471.37    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Company, The                                    | Sherwin-Williams Company, The                                    | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1319996.15   | 0.12%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2693671.04   | 0.25%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                          | Corporacion Nacional del Cobre de Chile                          | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2441822.02   | 0.23%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Arby's Funding, LLC                                              | Arby's Funding, LLC                                              | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2946725 | PA      | $2870651.46   | 0.26%             | 2027-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                  | BAE Systems PLC                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1396740.50   | 0.13%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC               | Bayview Opportunity Master Fund VII 2024-CAR1, LLC               | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    316736 | PA      | $317134.93    | 0.03%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2024-A                           | CarMax Select Receivables Trust 2024-A                           | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1728894.05   | 0.16%             | 2028-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                  | Enel Finance International N.V.                                  | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2219869.80   | 0.20%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    240023 | PA      | $244766.57    | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20575 | PA      | $20596.15     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    670837 | PA      | $667133.42    | 0.06%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1733609 | PA      | $1771337.63   | 0.16%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1387838 | PA      | $1416740.81   | 0.13%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    529856 | PA      | $540849.63    | 0.05%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                           | Imperial Fund Mortgage Trust 2021-NQM2                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758716 | PA      | $653598.52    | 0.06%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1159568.68   | 0.11%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-DSC1                             | J.P. Morgan Mortgage Trust 2025-DSC1                             | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539260 | PA      | $1555856.77   | 0.14%             | 2029-04-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co., Ltd                             | Korea Hydro & Nuclear Power Co., Ltd                             | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1125275.76   | 0.10%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42, Ltd.                      | Neuberger Berman Loan Advisers CLO 42, Ltd.                      | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3975000 | PA      | $3977659.28   | 0.37%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-C    | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C    | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $280108.00    | 0.03%             | 2028-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63600000 | PA      | $63741611.76  | 5.88%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                       | Avis Budget Rental Car Funding (AESOP) LLC                       | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351007.49    | 0.03%             | 2026-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                       | Avis Budget Rental Car Funding (AESOP) LLC                       | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $373026.90    | 0.03%             | 2026-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6475 | PA      | $6624.33      | 0.00%             | 2035-01-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1124417 | PA      | $1173266.00   | 0.11%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                    | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1176301.64   | 0.11%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1        | GM Financial Consumer Automobile Receivables Trust 2023-1        | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805000 | PA      | $811547.47    | 0.07%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                    | Sabine Pass Liquefaction, LLC                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373977.46    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment S.A.                                     | Schlumberger Investment S.A.                                     | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1147176.39   | 0.11%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                               | Southern California Edison Company                               | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |   2955000 | PA      | $2952992.37   | 0.27%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                      | Bunge Limited Finance Corp.                                      | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372600.86    | 0.03%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                    | Ginnie Mae II                                                    | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2772439 | PA      | $2552819.65   | 0.24%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                            | Keurig Dr Pepper Inc.                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1828397.29   | 0.17%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM               | Santander Mortgage Asset Receivable Trust 2025-NQM               | CUSIP: 80265DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490792 | PA      | $491797.69    | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Clover CLO 2019-1 Ltd                                            | Clover CLO 2019-1 Ltd                                            | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2300554.30   | 0.21%             | 2035-04-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $883973.81    | 0.08%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-3                                   | CarMax Auto Owner Trust 2024-3                                   | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $379615.39    | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                     | Connecticut Avenue Securities Trust 2025-R03                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    457177 | PA      | $459540.77    | 0.04%             | 2045-03-27      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2814823.31   | 0.26%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                       | Exeter Automobile Receivables Trust 2025-4                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $376815.23    | 0.03%             | 2028-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128S4E60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27020 | PA      | $27692.24     | 0.00%             | 2036-03-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349ULB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4939 | PA      | $5036.18      | 0.00%             | 2035-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31405UMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2080 | PA      | $2135.29      | 0.00%             | 2034-10-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2175 | PA      | $2232.03      | 0.00%             | 2035-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17973 | PA      | $18003.09     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144230 | PA      | $149320.88    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                              | Ford Credit Auto Owner Trust 2023-B                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    895000 | PA      | $899189.14    | 0.08%             | 2026-05-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                          | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1566822.05   | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                     | HPEFS Equipment Trust 2024-2                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $632944.98    | 0.06%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                    | Heineken N.V.                                                    | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | US        |   5437000 | PA      | $5389607.85   | 0.50%             | 2028-01-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                                     | Jack in the Box Funding, LLC                                     | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-CBDO         | CORP              | US        |   2971100 | PA      | $2876161.77   | 0.27%             | 2027-02-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1181077 | PA      | $1047553.71   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1673760 | PA      | $1737988.81   | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    950000 | PA      | $944943.63    | 0.09%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2019-2 Ltd                                    | Canyon Capital CLO 2019-2 Ltd                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1490000 | PA      | $1486714.55   | 0.14%             | 2034-10-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2028489.15   | 0.19%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | Cox Communications, Inc.                                         | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    860000 | PA      | $850147.07    | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Company                                               | DTE Energy Company                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1191014.52   | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JMZG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3675 | PA      | $3786.80      | 0.00%             | 2034-11-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JNAL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3352 | PA      | $3448.12      | 0.00%             | 2035-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31407A7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47224 | PA      | $48367.59     | 0.00%             | 2035-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QU6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1099467 | PA      | $1106746.65   | 0.10%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    134055 | PA      | $132980.02    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108506 | PA      | $112306.88    | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                     | Saudi Arabian Mining Company                                     | CUSIP: 55407NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2051328.00   | 0.19%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                     | Nasdaq, Inc.                                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    406000 | PA      | $419027.12    | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QCC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1065000 | PA      | $1064135.22   | 0.10%             | 2031-02-14      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                | Capital One Financial Corporation                                | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $778059.80    | 0.07%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                           | Carvana Auto Receivables Trust 2024-N2                           | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1215000 | PA      | $1230411.30   | 0.11%             | 2027-03-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P4                           | Carvana Auto Receivables Trust 2025-P4                           | CUSIP: 14689AAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $909147.33    | 0.08%             | 2031-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1228468.59   | 0.11%             | 2028-03-01      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corporation                                       | Dollar General Corporation                                       | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1877349.21   | 0.17%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                              | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    880000 | PA      | $881423.75    | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128NGC29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    148689 | PA      | $152657.40    | 0.01%             | 2035-09-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31342A6F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5283 | PA      | $5393.47      | 0.00%             | 2033-09-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31368HNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26247 | PA      | $27272.18     | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-HE3                              | J.P. Morgan Mortgage Trust 2025-HE3                              | CUSIP: 46660CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $691286.51    | 0.06%             | 2034-03-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                               | Mars, Incorporated                                               | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2586228.49   | 0.24%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                    | Ford Motor Credit Company LLC                                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1145319.08   | 0.11%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25957 | PA      | $26405.86     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1748366.57   | 0.16%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1360734.09   | 0.13%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                 | Philip Morris International Inc.                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    457000 | PA      | $466804.80    | 0.04%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2938523.02   | 0.27%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII, Ltd.                                         | Symphony CLO XXIII, Ltd.                                         | CUSIP: 87167NDL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1398940 | PA      | $1397759.37   | 0.13%             | 2034-01-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-3                                   | CarMax Auto Owner Trust 2023-3                                   | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1505000 | PA      | $1535400.85   | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Dext ABS 2025-2, LLC                                             | Dext ABS 2025-2, LLC                                             | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $219974.46    | 0.02%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                         | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1288882.49   | 0.12%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                | Exeter Select Automobile Receivables Trust 2025-2                | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385000 | PA      | $386953.84    | 0.04%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26526 | PA      | $26418.00     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2211050 | PA      | $1890079.15   | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275629 | PA      | $256298.37    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419ADV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49187 | PA      | $50958.08     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204745 | PA      | $193718.38    | 0.02%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13584 | PA      | $13828.81     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1897287.11   | 0.17%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM4 Trust                                              | MFA 2025-NQM4 Trust                                              | CUSIP: 55287RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2698922 | PA      | $2696625.34   | 0.25%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                              | OBX 2020-EXP2 Trust                                              | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147713 | PA      | $130081.30    | 0.01%             | 2036-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284330 | PA      | $286134.08    | 0.03%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                              | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1913985.98   | 0.18%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                       | American Tower Corporation                                       | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2927000 | PA      | $2906981.08   | 0.27%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143056 | PA      | $148270.18    | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    852409 | PA      | $854589.92    | 0.08%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7459 | PA      | $7844.57      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    234744 | PA      | $240292.45    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581967.96    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                             | GCAT 2025-NQM1 Trust                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    803234 | PA      | $810216.83    | 0.07%             | 2069-11-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2240297.84   | 0.21%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM4                           | Imperial Fund Mortgage Trust 2022-NQM4                           | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2374411 | PA      | $2378033.45   | 0.22%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                            | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $693137.33    | 0.06%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                      | Verizon Communications Inc.                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1111344.10   | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO 2025-1 Ltd                                         | Anthelion CLO 2025-1 Ltd                                         | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1652232.45   | 0.15%             | 2036-07-21      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $953178.34    | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                      | Brighthouse Financial, Inc.                                      | CUSIP: 10921U2C1<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455114.29    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    605000 | PA      | $612237.55    | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-3                                   | CarMax Auto Owner Trust 2023-3                                   | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $842804.12    | 0.08%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                               | DTE Energy Company                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1219969.20   | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                    | Enbridge Inc.                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    505000 | PA      | $510229.93    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1501019 | PA      | $1532559.66   | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406TLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8430 | PA      | $8693.64      | 0.00%             | 2035-04-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170155 | PA      | $165522.79    | 0.02%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1299842 | PA      | $1303980.54   | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-1INV                                | Flagstar Mortgage Trust 2019-1INV                                | CUSIP: 33852AAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212295 | PA      | $190924.70    | 0.02%             | 2040-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                        | JPMorgan Chase Bank, National Association                        | CUSIP: 46591HCS7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-CBDO         | CORP              | US        |    821157 | PA      | $826917.29    | 0.08%             | 2029-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                    | Madison Park Funding XXIV Ltd                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1300577.20   | 0.12%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1667183.18   | 0.15%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    748000 | PA      | $745304.88    | 0.07%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                          | SDR Commercial Mortgage Trust 2024-DSNY                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1206976.94   | 0.11%             | 2026-05-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                           | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1573847.03   | 0.15%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                       | American Tower Corporation                                       | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1179533.01   | 0.11%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EPJ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106593 | PA      | $104994.92    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31408DCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4509 | PA      | $4643.25      | 0.00%             | 2035-11-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    277558 | PA      | $278082.02    | 0.03%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767968.19    | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1317460.32   | 0.12%             | 2032-07-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    895000 | PA      | $901653.97    | 0.08%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VOLT                                               | BX Trust 2025-VOLT                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1703000 | PA      | $1700876.70   | 0.16%             | 2030-12-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128M5V98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     62837 | PA      | $66445.98     | 0.01%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3973 | PA      | $4082.11      | 0.00%             | 2035-01-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1124291.30   | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5129 | PA      | $5353.44      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101442 | PA      | $106301.97    | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42738 | PA      | $44075.31     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                 | GATX Corporation                                                 | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    820000 | PA      | $815626.28    | 0.08%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | U.S. Bank National Association                                   | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |    127306 | PA      | $128486.23    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    885000 | PA      | $898204.64    | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $360544.00    | 0.03%             | 2028-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $528839.99    | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| KKR Clo 33 Ltd                                                   | KKR Clo 33 Ltd                                                   | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2705000 | PA      | $2706033.31   | 0.25%             | 2034-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                   | MVW 2023-2 LLC                                                   | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246272 | PA      | $253193.43    | 0.02%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                            | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $842529.66    | 0.08%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                          | SMB Private Education Loan Trust 2018-B                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    510926 | PA      | $508687.30    | 0.05%             | 2028-03-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Waste Management, Inc.                                           | Waste Management, Inc.                                           | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2286900.94   | 0.21%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.a r.l.                          | Tengizchevroil Finance Company S.a r.l.                          | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2230197.31   | 0.21%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                            | Banco Santander, S.A.                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016327.00   | 0.09%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR12                                                 | Bank5 2024-5YR12                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1612524.71   | 0.15%             | 2057-12-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd                                              | Battalion CLO X Ltd                                              | CUSIP: 07132JBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2930000 | PA      | $2931359.52   | 0.27%             | 2035-01-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5465000 | PA      | $5451748.47   | 0.50%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                | FedEx Corporation                                                | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2661317.70   | 0.25%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                    | Ginnie Mae II                                                    | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    646098 | PA      | $615725.90    | 0.06%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                            | Galton Funding Mortgage Trust 2019-H1                            | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $765262.30    | 0.07%             | 2059-10-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | Hyundai Auto Lease Securitization Trust 2025-B                   | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595000 | PA      | $600611.21    | 0.06%             | 2027-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                       | Avis Budget Rental Car Funding (AESOP) LLC                       | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $259867.45    | 0.02%             | 2029-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXX Ltd                                         | Bluemountain CLO XXX Ltd                                         | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    515025 | PA      | $515691.47    | 0.05%             | 2030-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                   | CENT 2025-CITY                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1288132.63   | 0.12%             | 2030-07-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                  | CSL Finance PLC                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729083.12    | 0.07%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co., Ltd                             | Korea Hydro & Nuclear Power Co., Ltd                             | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1406614.40   | 0.13%             | 2026-04-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730000 | PA      | $729361.03    | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                           | CVS Health Corporation                                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    980000 | PA      | $983125.32    | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2024-A                           | CarMax Select Receivables Trust 2024-A                           | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $411714.17    | 0.04%             | 2027-08-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                  | EMD Finance LLC                                                  | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2862245.13   | 0.26%             | 2028-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64020 | PA      | $66463.80     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5107882 | PA      | $5274362.85   | 0.49%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                 | GATX Corporation                                                 | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    867000 | PA      | $864558.79    | 0.08%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                     | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3445000 | PA      | $3416222.19   | 0.31%             | 2036-03-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-1                       | Starwood Mortgage Residential Trust 2020-1                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497132 | PA      | $479012.49    | 0.04%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| The Western Union Company                                        | The Western Union Company                                        | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $3971301.24   | 0.37%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 Mortgage Loan Trust                               | COLT 2024-INV4 Mortgage Loan Trust                               | CUSIP: 19688QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380719 | PA      | $1397401.40   | 0.13%             | 2069-11-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                       | Driven Brands Funding, LLC                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    596098 | PA      | $592283.27    | 0.05%             | 2026-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1108486.51   | 0.10%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K737 Mortgage Trust                                   | FREMF 2020-K737 Mortgage Trust                                   | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $892912.68    | 0.08%             | 2026-11-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     94652 | PA      | $99183.51     | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8503 | PA      | $8785.38      | 0.00%             | 2035-07-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49807 | PA      | $50682.48     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87109 | PA      | $90432.54     | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1690094.64   | 0.16%             | 2032-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1120827.25   | 0.10%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                             | Hardee's Funding LLC                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    854725 | PA      | $797572.87    | 0.07%             | 2028-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                     | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381924 | PA      | $382985.20    | 0.04%             | 2026-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| KKR CLO 18 Ltd                                                   | KKR CLO 18 Ltd                                                   | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |   4385000 | PA      | $4388372.07   | 0.40%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR Clo 33 Ltd                                                   | KKR Clo 33 Ltd                                                   | CUSIP: 48254QAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1735000 | PA      | $1738686.88   | 0.16%             | 2034-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                             | Progress Residential 2021-SFR8 Trust                             | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2430000 | PA      | $2383035.63   | 0.22%             | 2026-10-19      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Capital, Inc.                                   | Sequoia Mortgage Capital, Inc.                                   | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      3671 | PA      | $3648.89      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2025-A                          | SMB Private Education Loan Trust 2025-A                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    856555 | PA      | $870870.73    | 0.08%             | 2036-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company               | AerCap Ireland Capital Designated Activity Company               | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2644416.92   | 0.24%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                  | Angel Oak Mortgage Trust 2025-5                                  | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660119 | PA      | $2684567.51   | 0.25%             | 2070-04-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XXI Ltd.                                           | Battalion CLO XXI Ltd.                                           | CUSIP: 07134WAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $828610.58    | 0.08%             | 2034-07-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                             | Constellation Energy Generation, LLC                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    613000 | PA      | $632499.41    | 0.06%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9183 | PA      | $9191.25      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5598035 | PA      | $5633351.81   | 0.52%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                             | Hardee's Funding LLC                                             | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    913588 | PA      | $910678.00    | 0.08%             | 2028-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                 | Icon Investments Six Designated Activity Company                 | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2489313.38   | 0.23%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| KT Corporation                                                   | KT Corporation                                                   | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350686.14    | 0.03%             | 2028-02-02      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                 | Navient Private Education Refi Loan Trust 2019-A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120595 | PA      | $119913.17    | 0.01%             | 2028-04-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                    | New Residential Mortgage Loan Trust 2025-NQM4                    | CUSIP: 64832FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512453 | PA      | $1524061.58   | 0.14%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    586000 | PA      | $598058.94    | 0.06%             | 2028-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2025-3 Receivables Funding LLC                  | Sierra Timeshare 2025-3 Receivables Funding LLC                  | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    384794 | PA      | $386639.38    | 0.04%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 Trust                                              | TRK 2021-INV1 Trust                                              | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300171 | PA      | $274288.06    | 0.03%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    955000 | PA      | $967119.24    | 0.09%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                              | B.A.T. International Finance P.L.C.                              | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1765084.14   | 0.16%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                           | BX Commercial Mortgage Trust 2024-SLCT                           | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1430837.27   | 0.13%             | 2027-01-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust                                    | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951403 | PA      | $803745.38    | 0.07%             | 2038-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                   | EFMT 2025-INV2                                                   | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538840 | PA      | $543081.61    | 0.05%             | 2070-05-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1240659.00   | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125238 | PA      | $120347.04    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2223 | PA      | $2347.89      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2018-1                             | Galton Funding Mortgage Trust 2018-1                             | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90087 | PA      | $82992.80     | 0.01%             | 2033-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                          | Equitable Financial Life Global Funding                          | CUSIP: 29446Q2F9<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    545000 | PA      | $547138.80    | 0.05%             | 2028-12-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                       | Exeter Automobile Receivables Trust 2025-5                       | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1270000 | PA      | $1271978.66   | 0.12%             | 2028-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2202334 | PA      | $2248198.82   | 0.21%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64366 | PA      | $66801.43     | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                      | Imperial Brands Finance PLC                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1204275.11   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9       | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171899 | PA      | $173181.98    | 0.02%             | 2030-08-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223851 | PA      | $232208.50    | 0.02%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                              | Hilton Grand Vacations Trust 2025-1                              | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504048 | PA      | $510024.24    | 0.05%             | 2031-10-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                   | NBN Co Limited                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3633444.35   | 0.33%             | 2026-05-05      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-C                      | Navient Private Education Loan Trust 2020-C                      | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1971614 | PA      | $1904285.46   | 0.18%             | 2029-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                   | Penske Truck Leasing Co., L.P.                                   | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3051076.40   | 0.28%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1794438.31   | 0.17%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374774.48    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                       | Rogers Communications Inc.                                       | CUSIP: 775109CG4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2227846.73   | 0.21%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                       | Rogers Communications Inc.                                       | CUSIP: 775109DE8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2835939.44   | 0.26%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                  | SBA Towers, LLC                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1970542.93   | 0.18%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCA0<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    167104 | PA      | $169384.12    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                         | Volkswagen Group of America Finance, LLC                         | CUSIP: 928668CA8<br>LEI: 5493004OKBY1W66Q5Y80 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1212493.13   | 0.11%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                            | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250035.50    | 0.02%             | 2031-07-21      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    665000 | PA      | $672915.36    | 0.06%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                             | BINOM Securitization Trust 2021-INV1                             | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483539 | PA      | $452873.57    | 0.04%             | 2056-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                         | Daimler Trucks Finance North America LLC                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1041774.43   | 0.10%             | 2027-09-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5926 | PA      | $5933.11      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5Yr11                                                 | Bank5 2024-5Yr11                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $966823.60    | 0.09%             | 2029-11-19      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                               | COLT 2025-INV2 Mortgage Loan Trust                               | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1102174 | PA      | $1114572.36   | 0.10%             | 2070-02-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37495 | PA      | $38128.74     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3195 | PA      | $3272.08      | 0.00%             | 2035-01-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                         | Darden Restaurants, Inc.                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1629322.13   | 0.15%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662868 | PA      | $664641.52    | 0.06%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1650325.55   | 0.15%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                      | Bank of America Corporation                                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2204035.16   | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                   | EFMT 2025-INV1                                                   | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390548.65    | 0.04%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                   | EFMT 2025-NQM5                                                   | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431889 | PA      | $432044.90    | 0.04%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XV Ltd.                                            | Battalion CLO XV Ltd.                                            | CUSIP: 07131AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    965000 | PA      | $960237.73    | 0.09%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                              | Comcast Corporation                                              | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $663270.83    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88924 | PA      | $94387.55     | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10114 | PA      | $10592.71     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                              | Dell Equipment Finance Trust 2024-1                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303979.41    | 0.03%             | 2026-12-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4                                                   | EFMT 2025-INV4                                                   | CUSIP: 26846DAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529853 | PA      | $529421.13    | 0.05%             | 2070-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1592 | PA      | $1674.49      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140BYP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    755088 | PA      | $754011.55    | 0.07%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6                                                   | EFMT 2025-NQM6                                                   | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1070494.77   | 0.10%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122535 | PA      | $119391.11    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    726609 | PA      | $745146.85    | 0.07%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2334 | PA      | $2367.74      | 0.00%             | 2033-06-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1INV                                | Flagstar Mortgage Trust 2020-1INV                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332045 | PA      | $319811.89    | 0.03%             | 2041-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1267106.60   | 0.12%             | 2027-04-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31409UBQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27160 | PA      | $28018.25     | 0.00%             | 2036-03-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                   | Fortinet, Inc.                                                   | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1951886.18   | 0.18%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                   | ING Groep N.V.                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1636743.23   | 0.15%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1343441.28   | 0.12%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                            | Freeport-McMoRan Inc.                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    495000 | PA      | $503320.26    | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                     | HPEFS Equipment Trust 2024-1                                     | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2145000 | PA      | $2154595.87   | 0.20%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                           | MED Commercial Mortgage Trust 2024-MOB                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1517533.50   | 0.14%             | 2026-05-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2116869.11   | 0.20%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                 | SFS Auto Receivables Securitization Trust 2024-1                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    377415 | PA      | $379997.58    | 0.04%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                            | Treasury, United States Department of                            | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30720000 | PA      | $30728398.85  | 2.83%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC Holdings PLC                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1675552.09   | 0.15%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                   | MVW 2019-2 LLC                                                   | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114051 | PA      | $113825.71    | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $455462.60    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II, Ltd.                                            | OZLM Funding II, Ltd.                                            | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2597127.00   | 0.24%             | 2037-07-30      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                        | Valero Energy Corporation                                        | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    515000 | PA      | $529864.14    | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                     | Viatris Inc.                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1314192.44   | 0.12%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                  | Rolls-Royce PLC                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1475382.34   | 0.14%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corporation                                            | Starbucks Corporation                                            | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1167259.37   | 0.11%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KT&G Corporation                                                 | KT&G Corporation                                                 | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1284848.96   | 0.12%             | 2028-05-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                   | MVW 2023-2 LLC                                                   | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165895 | PA      | $170550.41    | 0.02%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QCA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2710585.36   | 0.25%             | 2031-02-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                            | Starbucks Corporation                                            | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439740.86    | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                       | Starwood Mortgage Residential Trust 2021-4                       | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1736807 | PA      | $1560423.02   | 0.14%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Stratus Funding CLO 2025-1 Ltd                                   | Stratus Funding CLO 2025-1 Ltd                                   | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $905000.00    | 0.08%             | 2033-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                      | Verizon Communications Inc.                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2303699.85   | 0.21%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Express Company                                         | American Express Company                                         | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1334702.98   | 0.12%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT Funding LLC                                                 | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746930 | PA      | $669751.43    | 0.06%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349ULF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7327 | PA      | $7460.67      | 0.00%             | 2035-02-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410GDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7369 | PA      | $7533.98      | 0.00%             | 2035-02-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | Frontier Issuer LLC                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $292033.49    | 0.03%             | 2031-05-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                            | Galton Funding Mortgage Trust 2020-H1                            | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1032309.02   | 0.10%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                 | Navient Private Education Refi Loan Trust 2020-G                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238261 | PA      | $223727.71    | 0.02%             | 2069-09-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                          | SMB Private Education Loan Trust 2021-B                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1258616 | PA      | $1190441.04   | 0.11%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AMUR Equipment Finance Receivables XIV LLC                       | AMUR Equipment Finance Receivables XIV LLC                       | CUSIP: 03238BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $261383.34    | 0.02%             | 2031-10-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1294513.97   | 0.12%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229397.24    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1322722 | PA      | $1366866.66   | 0.13%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    961116 | PA      | $917342.59    | 0.08%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178006 | PA      | $182269.40    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31410KPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35426 | PA      | $36742.39     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $436312.18    | 0.04%             | 2026-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                     | HPEFS Equipment Trust 2024-2                                     | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253003.73    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                 | Pacific Gas and Electric Company                                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443143.17    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                           | Post Road Equipment Finance 2024-1 LLC                           | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50927 | PA      | $51146.50     | 0.00%             | 2026-08-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                       | Government of Saudi Arabia                                       | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |   1270000 | PA      | $1295199.34   | 0.12%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1565244.41   | 0.14%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                     | Saudi Arabian Mining Company                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    615000 | PA      | $630783.36    | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-1 Ltd                               | Balboa Bay Loan Funding 2023-1 Ltd                               | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $546270.94    | 0.05%             | 2036-04-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR9                                                  | Bank5 2024-5YR9                                                  | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039725 | PA      | $1054079.88   | 0.10%             | 2029-06-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-2                                   | CarMax Auto Owner Trust 2023-2                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1614704.02   | 0.15%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31385XQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5666 | PA      | $5852.54      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $854815.42    | 0.08%             | 2027-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                      | Imperial Brands Finance PLC                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1584178.29   | 0.15%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                             | Trinitas Clo VII Ltd                                             | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2760000 | PA      | $2754466.20   | 0.25%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-A                               | Ally Auto Receivables Trust 2023-A                               | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    518875 | PA      | $524283.65    | 0.05%             | 2026-12-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                            | Chenango Park CLO Ltd                                            | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $869805.12    | 0.08%             | 2030-04-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                            | Battalion CLO XII Ltd                                            | CUSIP: 07133RAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335000 | PA      | $1329461.09   | 0.12%             | 2031-05-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                            | Cheniere Corpus Christi Holdings, LLC                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1532937.12   | 0.14%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                        | Dell International L.L.C.                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1536137.89   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A, LLC                           | Elara HGV Timeshare Issuer 2023-A, LLC                           | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406791 | PA      | $424726.64    | 0.04%             | 2030-11-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JLHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1514 | PA      | $1554.30      | 0.00%             | 2033-09-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128S4E78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13435 | PA      | $13799.67     | 0.00%             | 2035-10-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    146180 | PA      | $145099.25    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2694544 | PA      | $2742828.10   | 0.25%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604788 | PA      | $580658.02    | 0.05%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1182114.88   | 0.11%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-DSC2                             | J.P. Morgan Mortgage Trust 2025-DSC2                             | CUSIP: 46659VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504493 | PA      | $507408.46    | 0.05%             | 2029-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314996.94    | 0.03%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd                                     | Madison Park Funding XLV Ltd                                     | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805000 | PA      | $805330.86    | 0.07%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                  | Sequoia Mortgage Trust 2018-CH2                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81369 | PA      | $75539.47     | 0.01%             | 2035-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                               | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    832364 | PA      | $839636.15    | 0.08%             | 2028-06-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                          | Vista Point Securitization Trust 2020-2                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94307 | PA      | $91830.51     | 0.01%             | 2065-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406J7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23674 | PA      | $24526.57     | 0.00%             | 2035-04-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                     | Fortress Credit BSL VIII Ltd                                     | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3275000 | PA      | $3267611.60   | 0.30%             | 2032-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                    | Williams Companies, Inc., The                                    | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3211736.59   | 0.30%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical                                             | EQUATE Petrochemical                                             | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2256728.27   | 0.21%             | 2028-04-28      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| PT. Bank Mandiri                                                 | PT. Bank Mandiri                                                 | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1715886.85   | 0.16%             | 2026-04-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1233397 | PA      | $1122649.32   | 0.10%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $818001.19    | 0.08%             | 2026-09-09      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                   | MVW 2020-1 LLC                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325598 | PA      | $316723.52    | 0.03%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                         | World Omni Auto Receivables Trust 2022-A                         | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1280000 | PA      | $1274552.06   | 0.12%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                   | Goldman Sachs Group, Inc., The                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1233473.57   | 0.11%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                  | Octane Receivables Trust 2023-3                                  | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $148275.19    | 0.01%             | 2027-05-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    815000 | PA      | $815566.10    | 0.08%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3138X3E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    271648 | PA      | $264310.97    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                     | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $408547.60    | 0.04%             | 2026-07-20      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                      | Humana Inc.                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1446446.13   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    695000 | PA      | $704864.00    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                               | Mars, Incorporated                                               | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1585730.77   | 0.15%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2287664.68   | 0.21%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank, N.A.                                             | Santander Bank, N.A.                                             | CUSIP: 80290CCD4<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-CBDO         | CORP              | US        |    528073 | PA      | $535013.07    | 0.05%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI, Ltd.                                          | Symphony CLO XXVI, Ltd.                                          | CUSIP: 87190GAC5<br>LEI: 54930002F1MQXJG7J014 | Long             | ABS-CBDO         | CORP              | US        |    764148 | PA      | $764271.06    | 0.07%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Limited                                        | DP World Crescent Limited                                        | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2702592.40   | 0.25%             | 2028-09-26      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corporation                                               | Ameren Corporation                                               | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    872000 | PA      | $851287.56    | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1141151.06   | 0.11%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2214050 | PA      | $1902329.91   | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402DDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12058 | PA      | $12486.39     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27500 | PA      | $28035.12     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    885000 | PA      | $887701.20    | 0.08%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518632.80    | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2025-NQM6                           | Barclays Mortgage Loan Trust 2025-NQM6                           | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2303030.25   | 0.21%             | 2065-10-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                     | Nutrien Ltd.                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |    980000 | PA      | $997614.81    | 0.09%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                               | Omnicom Group Inc.                                               | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494254.04    | 0.05%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                              | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    990000 | PA      | $995624.59    | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-A                               | Ally Auto Receivables Trust 2023-A                               | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11583 | PA      | $11591.18     | 0.00%             | 2034-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2440251.28   | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                           | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132465 | PA      | $1134225.41   | 0.10%             | 2029-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                   | Citigroup Inc.                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1200330.73   | 0.11%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    694971 | PA      | $681578.27    | 0.06%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    403438 | PA      | $388690.57    | 0.04%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31406BEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2163 | PA      | $2219.34      | 0.00%             | 2034-12-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2976644 | PA      | $2920211.54   | 0.27%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                          | Freddie Mac STACR REMIC Trust 2025-DNA4                          | CUSIP: 35564UAR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1055341 | PA      | $1056056.29   | 0.10%             | 2045-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                 | GATX Corporation                                                 | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    774000 | PA      | $785021.45    | 0.07%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    995000 | PA      | $998518.02    | 0.09%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                               | Japan Tobacco Inc.                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2536671.56   | 0.23%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1319584.33   | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                         | NXP B.V.                                                         | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301626.12    | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                               | Coca-Cola Europacific Partners PLC                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282162.81    | 0.03%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                             | ERAC USA Finance LLC                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2472156.27   | 0.23%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                 | Navient Private Education Refi Loan Trust 2020-D                 | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-CBDO         | CORP              | US        |    353861 | PA      | $336857.48    | 0.03%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                             | OBX 2025-NQM15 Trust                                             | CUSIP: 67122CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460717 | PA      | $460325.45    | 0.04%             | 2065-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                     | Eagle Funding LuxCo S.a r.l.                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1924405.75   | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128NCBF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2459 | PA      | $2522.10      | 0.00%             | 2035-01-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119753 | PA      | $118867.15    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35863 | PA      | $37012.70     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL IX Ltd                                       | Fortress Credit BSL IX Ltd                                       | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2720000 | PA      | $2720592.96   | 0.25%             | 2033-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                          | Freddie Mac STACR REMIC Trust 2025-DNA4                          | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1489250 | PA      | $1489888.74   | 0.14%             | 2029-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95946 | PA      | $85322.04     | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | Intel Corporation                                                | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1034014.75   | 0.10%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                         | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2237663.12   | 0.21%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    788000 | PA      | $786312.89    | 0.07%             | 2027-02-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2021-909                           | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $595817.35    | 0.05%             | 2028-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                  | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    615000 | PA      | $608083.96    | 0.06%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1204317.79   | 0.11%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Bank 2024-BNK47                                                  | Bank 2024-BNK47                                                  | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227797 | PA      | $232576.78    | 0.02%             | 2029-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR12                                                 | Bank5 2024-5YR12                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $679343.54    | 0.06%             | 2029-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                           | BX Commercial Mortgage Trust 2024-SLCT                           | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $544659.21    | 0.05%             | 2027-01-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                      | Deephaven Residential Mortgage Trust 2021-2                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353140 | PA      | $318604.75    | 0.03%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                  | Enel Finance International N.V.                                  | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559232.69    | 0.05%             | 2028-09-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    102286 | PA      | $108534.64    | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1158182 | PA      | $1187730.99   | 0.11%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1208489.76   | 0.11%             | 2026-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                         | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311190 | PA      | $300536.97    | 0.03%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                          | Marble Point CLO XV Ltd                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | US        |   1637234 | PA      | $1637482.48   | 0.15%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PCB3<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $104420.40    | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                 | Nelnet Student Loan Trust 2021-C                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    826022 | PA      | $775697.50    | 0.07%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                 | Pacific Gas and Electric Company                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1012083.06   | 0.09%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Limited                                         | Woodside Finance Limited                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    657000 | PA      | $654555.50    | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    975000 | PA      | $969191.34    | 0.09%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                               | AIG Global Funding                                               | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1113482.40   | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank                                                        | Ally Bank                                                        | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    585840 | PA      | $586910.90    | 0.05%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                  | Americredit Automobile Receivables Trust 2023-1                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1195000 | PA      | $1216799.55   | 0.11%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                      | BNP Paribas                                                      | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2139066.16   | 0.20%             | 2029-05-09      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                          | Blue Owl Asset Leasing Trust 2024-1 LLC                          | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    602626 | PA      | $602940.26    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-2                                   | CarMax Auto Owner Trust 2023-2                                   | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2368646.55   | 0.22%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                              | Boeing Company, The                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1157716.24   | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2173758.46   | 0.20%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144908 | PA      | $151082.03    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                     | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1511076.93   | 0.14%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                               | DTE Energy Company                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    880000 | PA      | $891574.64    | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2189805.69   | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                         | Fortitude Global Funding                                         | CUSIP: 34967GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080937.55   | 0.10%             | 2028-10-06      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2025-NQM4 Trust                                            | HOMES 2025-NQM4 Trust                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939745 | PA      | $944289.98    | 0.09%             | 2070-08-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128JM7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4988 | PA      | $5104.78      | 0.00%             | 2035-02-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32219 | PA      | $33803.07     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2021-A                                | MMAF Equipment Finance LLC 2021-A                                | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $356441.08    | 0.03%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                    | RCKT Mortgage Trust 2024-CES8                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435158 | PA      | $1446886.46   | 0.13%             | 2044-10-25      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                           | Federal Home Loan Mortgage Corporation                           | CUSIP: 31349UEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6407 | PA      | $6545.37      | 0.00%             | 2034-11-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104415 | PA      | $98518.57     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2025-1 LLC                                 | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480448 | PA      | $481692.74    | 0.04%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                    | Santander Drive Auto Receivables Trust 2021-4                    | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3499370.00   | 0.32%             | 2026-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                           | General Motors Financial Company, Inc.                           | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1193325.80   | 0.11%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                         | HCA Inc.                                                         | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   2705000 | PA      | $2703417.30   | 0.25%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-3 Receivables Funding LLC                  | Sierra Timeshare 2025-3 Receivables Funding LLC                  | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241615 | PA      | $242067.25    | 0.02%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                 | Societe Generale                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1038027.34   | 0.10%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc.                                                      | Humana Inc.                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    810000 | PA      | $835200.40    | 0.08%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                            | Keurig Dr Pepper Inc.                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    302000 | PA      | $298814.56    | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                        | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1106389.49   | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                        | Regal Rexnord Corporation                                        | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1634696.28   | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                             | Steel Dynamics, Inc.                                             | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2672920.46   | 0.25%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                               | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1530000 | PA      | $1555294.88   | 0.14%             | 2028-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XV Ltd.                                            | Battalion CLO XV Ltd.                                            | CUSIP: 07131AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3786388 | PA      | $3783903.75   | 0.35%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                              | Centene Corporation                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2680278.87   | 0.25%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I, Ltd.                                        | CIFC Funding 2016-I, Ltd.                                        | CUSIP: 17180TBS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    895000 | PA      | $895532.53    | 0.08%             | 2031-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                         | Daimler Trucks Finance North America LLC                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636068.41    | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    166892 | PA      | $157220.69    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    522149 | PA      | $426409.38    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                          | Finance of America HECM Buyout 2024-HB1                          | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108823 | PA      | $108520.32    | 0.01%             | 2034-10-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners Static 2024-1 Ltd                         | Golub Capital Partners Static 2024-1 Ltd                         | CUSIP: 381929AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4295751.60   | 0.40%             | 2035-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                 | Navient Private Education Refi Loan Trust 2019-G                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567166 | PA      | $550449.69    | 0.05%             | 2029-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                  | Sequoia Mortgage Trust 2018-CH2                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162555 | PA      | $150908.69    | 0.01%             | 2035-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A, LLC                           | Elara HGV Timeshare Issuer 2023-A, LLC                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298638 | PA      | $309702.09    | 0.03%             | 2030-11-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Ozlm XXI Ltd                                                     | Ozlm XXI Ltd                                                     | CUSIP: 67112AAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    295645 | PA      | $295633.60    | 0.03%             | 2031-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                              | OBX 2019-EXP3 Trust                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128869 | PA      | $128714.30    | 0.01%             | 2059-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                              | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167492 | PA      | $165070.19    | 0.02%             | 2027-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                           | Carvana Auto Receivables Trust 2024-N2                           | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2445000 | PA      | $2498624.96   | 0.23%             | 2027-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                | Crown Castle Inc.                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $863573.14    | 0.08%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                      | Federal National Mortgage Association, Inc.                      | CUSIP: 31409VPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24265 | PA      | $24971.43     | 0.00%             | 2036-02-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | Navistar Financial Dealer Note Master Owner Trust II             | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150625.70    | 0.01%             | 2026-04-27      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                    | New Residential Mortgage Loan Trust 2025-NQM4                    | CUSIP: 64832FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747438 | PA      | $755658.32    | 0.07%             | 2065-07-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                       | Starwood Mortgage Residential Trust 2021-2                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266480 | PA      | $258278.19    | 0.02%             | 2065-05-25      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-7                                | Verus Securitization Trust 2025-7                                | CUSIP: 924931AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216704 | PA      | $1216700.60   | 0.11%             | 2070-08-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC                                    | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    988000 | PA      | $994851.88    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance 2025-1 LLC                           | Wingspire Equipment Finance 2025-1 LLC                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100221.11    | 0.01%             | 2028-03-20      | Fixed         | 4.33%                 | 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