# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001127
**Filing Date:** 2025-8
**Character Count:** 327624
**Document Hash:** 96059ed517fab7242f201b80a3323671
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001127.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001127

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251265993

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/DoubleLine Shiller Enhanced CAPE Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3059164796.27

**Total Liabilities:** $1512167317.36

**Net Assets:** $1546997478.91

**Cash Not Reported:** $201500.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -948.191824972407 | **1-Year:** -22613.408959595207 | **5-Year:** -62306.649449618060 | **10-Year:** -91654.365093059635 | **30-Year:** -42928.421658417341

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

- **3-Month:** -955.647820569470 | **1-Year:** -6944.653302218544 | **5-Year:** -14972.318523893425 | **10-Year:** -40653.119526051117 | **30-Year:** -17373.923486558627

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159263 | -0.72%               | 2.78%                | 2.96%                |
| Class ID C000159264 | -0.70%               | 2.80%                | 3.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-707018.64              | $1926971.81                                |
| Month 2  | $-1069727.87             | $-524128.49                                |
| Month 3  | $-2120101.74             | $7284382.73                                |

**Designated Index Information**

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

- **Index Identifier:** SPX

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    655000 | PA      | $652599.95    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    437000 | PA      | $437058.82    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    331000 | PA      | $333790.03    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                              | Bunge Limited Finance Corp.                                                              | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1161031.76   | 0.08%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corporation                                                 | National Securities Clearing Corporation                                                 | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1414263.64   | 0.09%             | 2030-05-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205045.42    | 0.01%             | 2027-10-18      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2018-FL1                                    | Natixis Commercial Mortgage Securities Trust 2018-FL1                                    | CUSIP: 63874MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3129000 | PA      | $1875302.94   | 0.12%             | 2035-06-15      | Floating      | 12.19%                | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1584721.38   | 0.10%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-A                                         | Navient Private Education Refi Loan Trust 2018-A                                         | CUSIP: 63940PAD7<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-CBDO         | CORP              | US        |   1482609 | PA      | $1453881.48   | 0.09%             | 2025-11-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                         | Navient Private Education Refi Loan Trust 2022-A                                         | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2759880 | PA      | $2508216.30   | 0.16%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                             | New York Life Global Funding                                                             | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147203.10    | 0.01%             | 2026-06-09      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                             | New York Life Global Funding                                                             | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189752.08    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2135102.64   | 0.14%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    611000 | PA      | $625377.20    | 0.04%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                     | M&T Bank Corporation                                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    678000 | PA      | $683595.53    | 0.04%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    487000 | PA      | $500031.78    | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1170737.42   | 0.08%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL5 Ltd.                                                                        | MF1 2021-FL5 Ltd.                                                                        | CUSIP: 55282XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3538500 | PA      | $3495392.22   | 0.23%             | 2036-07-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 Ltd.                                                                        | MF1 2021-FL6 Ltd.                                                                        | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169858 | PA      | $169640.08    | 0.01%             | 2036-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                        | MF1 2021-FL7 Ltd.                                                                        | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    633087 | PA      | $632271.78    | 0.04%             | 2036-10-21      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 Ltd.                                                                        | MF1 2022-FL8 Ltd.                                                                        | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2402989 | PA      | $2402165.23   | 0.16%             | 2037-02-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                             | Nutrien Ltd.                                                                             | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1181458.42   | 0.08%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 Ltd                                                                      | OCP CLO 2017-14 Ltd                                                                      | CUSIP: 67097QAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3009054.00   | 0.19%             | 2037-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                                         | MF1 2022-FL9 LLC                                                                         | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3113997 | PA      | $3114970.37   | 0.20%             | 2037-06-22      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                                      | MFA 2023-NQM3 Trust                                                                      | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8104875 | PA      | $8174402.86   | 0.53%             | 2068-07-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                | O'Reilly Automotive, Inc.                                                                | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    689000 | PA      | $701208.12    | 0.05%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-18 Ltd                                                                      | OCP CLO 2020-18 Ltd                                                                      | CUSIP: 671078AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4005960.00   | 0.26%             | 2037-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                            | Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                            | CUSIP: 86362HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2554884 | PA      | $2507164.22   | 0.16%             | 2036-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    593000 | PA      | $554617.54    | 0.04%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499708.35    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                        | Sysco Corporation                                                                        | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1207025.62   | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                        | MF1 2025-FL17 LLC                                                                        | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3443530.91   | 0.22%             | 2040-02-21      | Floating      | 5.63%                 | No            |                  3 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                                   | MHC Commercial Mortgage Trust 2021-MHC                                                   | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518251 | PA      | $518250.92    | 0.03%             | 2026-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1140195.95   | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                        | MF1 2024-FL14 LLC                                                                        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3513128.15   | 0.23%             | 2039-03-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Magnetite Xlii Ltd                                                                       | Magnetite Xlii Ltd                                                                       | CUSIP: 55955XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4008728.00   | 0.26%             | 2038-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust 2025-A                                                    | Mariner Finance Issuance Trust 2025-A                                                    | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1974533.15   | 0.13%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust 2021-1                                                            | Marlette Funding Trust 2021-1                                                            | CUSIP: 57110NAD8<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-CBDO         | CORP              | US        |    268013 | PA      | $265458.80    | 0.02%             | 2031-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2467000 | PA      | $2499459.31   | 0.16%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1449446.90   | 0.09%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1133851.35   | 0.07%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $845820.46    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XI Ltd                                                                          | OFSI BSL XI Ltd                                                                          | CUSIP: 67115PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4009700.00   | 0.26%             | 2035-10-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM10 Trust                                                                     | OBX 2024-NQM10 Trust                                                                     | CUSIP: 67119MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3862148 | PA      | $3905975.66   | 0.25%             | 2064-05-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                                   | NYC Commercial Mortgage Trust 2025-3BP                                                   | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2372557.50   | 0.15%             | 2027-02-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                                      | OBX 2020-EXP2 Trust                                                                      | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306258 | PA      | $256453.02    | 0.02%             | 2036-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8 Trust                                                                      | OBX 2025-NQM8 Trust                                                                      | CUSIP: 67449AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9829607 | PA      | $9872098.01   | 0.64%             | 2065-03-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 20-R LTD                                                     | OCTAGON INVESTMENT PARTNERS 20-R LTD                                                     | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10022160.00  | 0.65%             | 2037-08-12      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                                        | Pinnacle West Capital Corporation                                                        | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    297000 | PA      | $301109.86    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    967500 | PA      | $946953.69    | 0.06%             | 2026-12-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                     | Pretium Mortgage Credit Partners LLC                                                     | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1087341 | PA      | $1084565.19   | 0.07%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN3 LLC                                                                        | PRET 2021-RN3 LLC                                                                        | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2708452 | PA      | $2700372.25   | 0.17%             | 2051-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | Public Service Enterprise Group Incorporated                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1099226.71   | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | Public Service Enterprise Group Incorporated                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1259773.78   | 0.08%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1426198.72   | 0.09%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                           | Quest Diagnostics Incorporated                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1476412.37   | 0.10%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS8 Trust                                                               | RALI Series 2007-QS8 Trust                                                               | CUSIP: 74922UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953200 | PA      | $697404.61    | 0.05%             | 2037-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS4 Trust                                                               | RALI Series 2007-QS4 Trust                                                               | CUSIP: 74923HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033954 | PA      | $856902.24    | 0.06%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust 2009-2                                                      | RBSSP Resecuritization Trust 2009-2                                                      | CUSIP: 74928EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424010 | PA      | $390875.32    | 0.03%             | 2035-04-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                     | ROCK Trust 2024-CNTR                                                                     | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772000 | PA      | $1804001.97   | 0.12%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RALI Series 2006-QS12 Trust                                                              | RALI Series 2006-QS12 Trust                                                              | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562968 | PA      | $455528.30    | 0.03%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing 2021-FL7, LLC                                           | Ready Capital Mortgage Financing 2021-FL7, LLC                                           | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1224549 | PA      | $1224120.22   | 0.08%             | 2036-11-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                           | Rentokil Terminix Funding, LLC                                                           | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1102230.38   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                  | Republic Services, Inc.                                                                  | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2140682.01   | 0.14%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust 2025-1                                          | Research-Driven Pagaya Motor Asset Trust 2025-1                                          | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5919118 | PA      | $5907204.61   | 0.38%             | 2027-02-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust 2019-2                                                   | Residential Mortgage Loan Trust 2019-2                                                   | CUSIP: 76119DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6750711 | PA      | $6687904.14   | 0.43%             | 2059-05-27      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                                 | Retained Vantage Data Centers Issuer LLC                                                 | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4948854.50   | 0.32%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-S4 Trust                                                               | RFMSI Series 2006-S4 Trust                                                               | CUSIP: 762010AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365972 | PA      | $300284.33    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                       | Ryder System, Inc.                                                                       | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    362000 | PA      | $367980.02    | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                   | SFO Commercial Mortgage Trust 2021-555                                                   | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1962675.00   | 0.13%             | 2028-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                                       | SCCU Auto Receivables Trust 2024-1                                                       | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    669756 | PA      | $671067.84    | 0.04%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST 2021-IND                                                                     | SREIT TRUST 2021-IND                                                                     | CUSIP: 78473JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199124.90    | 0.01%             | 2038-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| STWD Trust 2021-FLWR                                                                     | STWD Trust 2021-FLWR                                                                     | CUSIP: 78485GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1872000 | PA      | $1869660.57   | 0.12%             | 2036-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| STWD 2022-FL3, Ltd.                                                                      | STWD 2022-FL3, Ltd.                                                                      | CUSIP: 78485KAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1470000 | PA      | $1459483.18   | 0.09%             | 2038-11-18      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| STWD 2021-FL2, Ltd.                                                                      | STWD 2021-FL2, Ltd.                                                                      | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1504796 | PA      | $1498859.69   | 0.10%             | 2038-04-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | Santander Holdings USA, Inc.                                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1435761.14   | 0.09%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                     | Sapphire Aviation Finance II Limited                                                     | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3053277 | PA      | $2911299.91   | 0.19%             | 2027-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    633000 | PA      | $637921.95    | 0.04%             | 2027-03-03      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | CUSIP: 81377JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4978127 | PA      | $1005436.86   | 0.06%             | 2036-12-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                                  | Securitized Asset Backed Receivables LLC Trust 2006-WM4                                  | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15868966 | PA      | $4227392.68   | 0.27%             | 2036-11-25      | Floating      | 1.24%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Company, The                                                            | Sherwin-Williams Company, The                                                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    604000 | PA      | $609216.81    | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                     | Siemens Funding B.V.                                                                     | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1218139.02   | 0.08%             | 2028-05-26      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322638 | PA      | $314913.32    | 0.02%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2021-1 Trust                                                  | SoFi Consumer Loan Program 2021-1 Trust                                                  | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    437071 | PA      | $433195.12    | 0.03%             | 2030-05-25      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-1 Trust                                                  | SoFi Consumer Loan Program 2025-1 Trust                                                  | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1959323 | PA      | $1963243.37   | 0.13%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                                    | Solventum Corporation                                                                    | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1419639.22   | 0.09%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                  | Sonoco Products Company                                                                  | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    766000 | PA      | $765387.28    | 0.05%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VOLT XCIX, LLC                                                                           | VOLT XCIX, LLC                                                                           | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    569369 | PA      | $569128.27    | 0.04%             | 2051-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV, LLC                                                                           | VOLT XCIV, LLC                                                                           | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292827 | PA      | $292873.19    | 0.02%             | 2051-02-27      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| VOLT CI, LLC                                                                             | VOLT CI, LLC                                                                             | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474428 | PA      | $474265.16    | 0.03%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust         | CUSIP: 92925CEU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13291192 | PA      | $12454311.71  | 0.81%             | 2036-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1337139.13   | 0.09%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193768.89    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-4                                             | Westlake Automobile Receivables Trust 2023-4                                             | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    553955 | PA      | $554406.33    | 0.04%             | 2027-01-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                          | Antofagasta PLC                                                                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | US        |    400000 | PA      | $351487.52    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Limited                                                 | Bioceanico Sovereign Certificate Limited                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    776927 | PA      | $618045.45    | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cosan Limited                                                                            | Cosan Limited                                                                            | CUSIP: N/A<br>LEI: 6354007UNEBWHVSGS270       | Long             | DBT              | CORP              | US        |    400000 | PA      | $391279.69    | 0.03%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rutas 2 And 7 Finance Ltd                                                                | Rutas 2 And 7 Finance Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    153333 | PA      | $111617.07    | 0.01%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                       | Chile Electricity Lux MPC S.a r.l.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    372000 | PA      | $386428.35    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                     | Guara Norte S.a r.l.                                                                     | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | US        |    537803 | PA      | $509020.70    | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ultrapar International S.A.                                                              | Ultrapar International S.A.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $197809.38    | 0.01%             | 2029-06-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                                | Cyxtera DC Holdings, Inc.                                                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85624 | PA      | $1388.82      | 0.00%             | 2026-05-01      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    971252 | PA      | $973203.96    | 0.06%             | 2025-12-11      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                              | Ziggo Financing Partnership                                                              | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24403.50     | 0.00%             | 2028-04-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corporation                                                                  | Lamar Media Corporation                                                                  | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1580000 | PA      | $1576050.00   | 0.10%             | 2027-02-06      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                                 | Standard Industries Inc.                                                                 | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728938 | PA      | $729885.25    | 0.05%             | 2028-08-05      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                      | Iron Mountain, Inc.                                                                      | CUSIP: 46284NAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    971900 | PA      | $970276.50    | 0.06%             | 2031-01-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138040 | PA      | $1137186.43   | 0.07%             | 2031-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                                       | Vestis Corporation                                                                       | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465500 | PA      | $445134.38    | 0.03%             | 2031-02-18      | Floating      | 6.58%                 | 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        |   1463000 | PA      | $1511367.37   | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                                      | Affirm Master Trust                                                                      | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505413.35   | 0.10%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                                      | Affirm Master Trust                                                                      | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1105543.78   | 0.07%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-A                                                 | Affirm Asset Securitization Trust 2024-A                                                 | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5526803.15   | 0.36%             | 2026-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19, Ltd.                                                           | Anchorage Capital CLO 19, Ltd.                                                           | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7003941.00   | 0.45%             | 2034-10-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-7                                                          | Angel Oak Mortgage Trust 2021-7                                                          | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3003384 | PA      | $2597330.32   | 0.17%             | 2025-11-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-6                                                          | Angel Oak Mortgage Trust 2020-6                                                          | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506336 | PA      | $460890.86    | 0.03%             | 2065-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1669908 | PA      | $1671995.54   | 0.11%             | 2031-03-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2031-03-27      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                      | Six Flags Entertainment Corporation                                                      | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    779112 | PA      | $779112.50    | 0.05%             | 2031-04-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                   | SS&C Technologies Inc.                                                                   | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    915235 | PA      | $919335.42    | 0.06%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143912 | PA      | $143408.81    | 0.01%             | 2031-05-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                           | Wyndham Hotels & Resorts, Inc.                                                           | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    968671 | PA      | $971954.79    | 0.06%             | 2030-05-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328014 | PA      | $328276.08    | 0.02%             | 2031-06-06      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls                     | Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    500000 | PA      | $498310.66    | 0.03%             | 2028-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                           | AngloGold Ashanti Holdings PLC                                                           | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190975.02    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                      | B.A.T. International Finance P.L.C.                                                      | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1056642.78   | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Intergroup Financial Services Corp.                                                      | Intergroup Financial Services Corp.                                                      | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | US        |    600000 | PA      | $583382.89    | 0.04%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                         | Mexico Generadora De Energia, S. De R.L. De C.V.                                         | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    768026 | PA      | $762309.58    | 0.05%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                   | Oleoducto Central S.A.                                                                   | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | US        |    200000 | PA      | $194504.34    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Prumo Participacoes E Investimentos SA                                                   | Prumo Participacoes E Investimentos SA                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    408505 | PA      | $414210.56    | 0.03%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay S.A.E.                                                   | Telefonica Celular del Paraguay S.A.E.                                                   | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | US        |    262000 | PA      | $261446.05    | 0.02%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    413000 | PA      | $413084.81    | 0.03%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    250000 | PA      | $251242.21    | 0.02%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Wipro IT Services, LLC                                                                   | Wipro IT Services, LLC                                                                   | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    300000 | PA      | $291120.42    | 0.02%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C10                                                            | BBCMS Mortgage Trust 2021-C10                                                            | CUSIP: 05551VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $1295341.13   | 0.08%             | 2054-07-17      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C10                                                            | BBCMS Mortgage Trust 2021-C10                                                            | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26096000 | PA      | $1287798.46   | 0.08%             | 2054-07-17      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 LLC                                                                        | BDS 2024-FL13 LLC                                                                        | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3600000 | PA      | $3605629.32   | 0.23%             | 2029-06-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-VICT Mortgage Trust                                                            | BFLD 2024-VICT Mortgage Trust                                                            | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1754373.25   | 0.11%             | 2026-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |    300000 | PA      | $282000.00    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BPRL International Singapore PTE. Ltd.                                                   | BPRL International Singapore PTE. Ltd.                                                   | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $398201.24    | 0.03%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1526691.38   | 0.10%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2156961 | PA      | $2147477.12   | 0.14%             | 2038-08-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |    160000 | PA      | $140666.94    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |    800000 | PA      | $784777.92    | 0.05%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| JSW Infrastructure Limited                                                               | JSW Infrastructure Limited                                                               | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | US        |    400000 | PA      | $390260.44    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JSW Energy Limited                                                                       | JSW Energy Limited                                                                       | CUSIP: N/A<br>LEI: 3358001ZFBW2VIMBMI85       | Long             | DBT              | CORP              | US        |    461500 | PA      | $422518.07    | 0.03%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Ongc Videsh Vankorneft Pte. Ltd.                                                         | Ongc Videsh Vankorneft Pte. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $198248.62    | 0.01%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero), Tbk.                                                 | PT Bank Negara Indonesia (Persero), Tbk.                                                 | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |    700000 | PA      | $691621.55    | 0.04%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4812000 | PA      | $4781705.09   | 0.31%             | 2038-08-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                                        | BPR Trust 2021-TY                                                                        | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $449437.77    | 0.03%             | 2038-09-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 Mortgage Trust                                                              | BMO 2024-5C5 Mortgage Trust                                                              | CUSIP: 05593RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50246190 | PA      | $2030533.94   | 0.13%             | 2057-08-17      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL8 Issuer, Ltd.                                                              | BSPRT 2022-FL8 Issuer, Ltd.                                                              | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512010 | PA      | $1512009.92   | 0.10%             | 2037-02-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 Ltd                                                                        | BXMT 2020-FL3 Ltd                                                                        | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1492203 | PA      | $1490274.60   | 0.10%             | 2037-11-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                    | BX Commercial Mortgage Trust 2021-XL2                                                    | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1478515 | PA      | $1478052.92   | 0.10%             | 2038-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                    | BX Commercial Mortgage Trust 2021-XL2                                                    | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $909430.98    | 0.06%             | 2026-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589174 | PA      | $1588179.91   | 0.10%             | 2039-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 Issuer LLC                                                               | BSPRT 2023-FL10 Issuer LLC                                                               | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3710000 | PA      | $3713479.61   | 0.24%             | 2035-09-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BSPRT 2021-FL7 Issuer, Ltd.                                                              | BSPRT 2021-FL7 Issuer, Ltd.                                                              | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1989586.60   | 0.13%             | 2038-12-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-PSB                                                                        | BX Trust 2022-PSB                                                                        | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $700000.63    | 0.05%             | 2027-08-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd                                                                                 | BRSP Ltd                                                                                 | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3078000 | PA      | $3079925.90   | 0.20%             | 2027-08-19      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2022-3, Limited                                                  | Bain Capital Credit CLO 2022-3, Limited                                                  | CUSIP: 05684NAE1<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10500000.00  | 0.68%             | 2035-07-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2024-6 Ltd                                                       | Bain Capital Credit CLO 2024-6 Ltd                                                       | CUSIP: 05685XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2504755.00   | 0.16%             | 2038-01-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2006-D Trust                                                     | Banc of America Funding 2006-D Trust                                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649467 | PA      | $1420438.99   | 0.09%             | 2036-05-20      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 05948KR84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241785 | PA      | $215784.47    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679421.68    | 0.04%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    819000 | PA      | $813162.91    | 0.05%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    239000 | PA      | $239063.53    | 0.02%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-PSB                                                                        | BX Trust 2022-PSB                                                                        | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203865 | PA      | $1203489.52   | 0.08%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                                       | BX Trust 2021-ARIA                                                                       | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2370000 | PA      | $2367037.97   | 0.15%             | 2036-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                               | CD 2017-CD4 Mortgage Trust                                                               | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13842033 | PA      | $212307.71    | 0.01%             | 2050-05-12      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CEDR Commercial Mortgage Trust 2022-SNAI                                                 | CEDR Commercial Mortgage Trust 2022-SNAI                                                 | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1770380.61   | 0.11%             | 2039-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2323241.01   | 0.15%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                             | Bank of Ireland Group Public Limited Company                                             | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515673.05    | 0.03%             | 2030-03-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                                   | BX Commercial Mortgage Trust 2024-GPA3                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2184874 | PA      | $2186925.87   | 0.14%             | 2026-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2, Ltd.                                                                      | BXMT 2020-FL2, Ltd.                                                                      | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900185 | PA      | $894520.47    | 0.06%             | 2038-02-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-2 Ltd                                                                          | CBAM 2017-2 Ltd                                                                          | CUSIP: 12481KAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5011845.00   | 0.32%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25755TAE0<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |   2597000 | PA      | $2590410.11   | 0.17%             | 2025-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 Mortgage Trust                                                             | CFCRE 2016-C4 Mortgage Trust                                                             | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11534387 | PA      | $76857.08     | 0.00%             | 2058-05-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 Mortgage Trust                                                             | CFCRE 2016-C7 Mortgage Trust                                                             | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1075275.95   | 0.07%             | 2026-12-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                          | COMM 2014-CCRE16 Mortgage Trust                                                          | CUSIP: 12591VAK7<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $952676.90    | 0.06%             | 2047-04-12      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS3 Mortgage Trust                                                            | COMM 2014-UBS3 Mortgage Trust                                                            | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1244306 | PA      | $787.52       | 0.00%             | 2047-06-12      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25755TAH3<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |   1880000 | PA      | $1850221.93   | 0.12%             | 2027-07-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                                   | ELP Commercial Mortgage Trust 2021-ELP                                                   | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988849 | PA      | $987613.24    | 0.06%             | 2038-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169735.52    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    277000 | PA      | $300194.15    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                         | Edwards Lifesciences Corporation                                                         | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1400174.32   | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1534054.22   | 0.10%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1234060.93   | 0.08%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd                                                                       | Elmwood CLO II Ltd                                                                       | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5016250.00   | 0.32%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    555000 | PA      | $582927.71    | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1481644.39   | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1186214.11   | 0.08%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1197116.09   | 0.08%             | 2029-06-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P3                                              | Citigroup Commercial Mortgage Trust 2016-P3                                              | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3745000 | PA      | $3687179.45   | 0.24%             | 2026-02-18      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P3                                              | Citigroup Commercial Mortgage Trust 2016-P3                                              | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5370452 | PA      | $58261.35     | 0.00%             | 2049-04-16      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                             | Equifax Inc.                                                                             | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1444901.89   | 0.09%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    287738 | PA      | $297851.51    | 0.02%             | 2042-11-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31396VXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1210629 | PA      | $1195383.56   | 0.08%             | 2037-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3397989 | PA      | $3430884.83   | 0.22%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2437128 | PA      | $2442443.50   | 0.16%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2045657 | PA      | $2088198.15   | 0.13%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2182656 | PA      | $2208560.60   | 0.14%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ENT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    803435 | PA      | $809205.06    | 0.05%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1769994 | PA      | $1781598.31   | 0.12%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1755906 | PA      | $1767417.78   | 0.11%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2227845 | PA      | $2249412.45   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2046171 | PA      | $2057027.71   | 0.13%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    823571 | PA      | $773648.80    | 0.05%             | 2035-11-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                            | FirstEnergy Transmission, LLC                                                            | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    454000 | PA      | $453835.02    | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                             | Fiserv, Inc.                                                                             | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1845065.66   | 0.12%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    828000 | PA      | $865253.38    | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NCX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4354641 | PA      | $4359423.81   | 0.28%             | 2044-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2046469 | PA      | $2047584.60   | 0.13%             | 2044-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296856.69    | 0.02%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1157717.69   | 0.07%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78841.68     | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 Mortgage Trust                                                            | COMM 2015-LC21 Mortgage Trust                                                            | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2096066 | PA      | $2069326.85   | 0.13%             | 2048-07-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 Mortgage Trust                                                          | COMM 2015-CCRE25 Mortgage Trust                                                          | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5857191 | PA      | $95.47        | 0.00%             | 2048-08-12      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 Mortgage Trust                                                          | COMM 2015-CCRE26 Mortgage Trust                                                          | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2612991 | PA      | $2517.88      | 0.00%             | 2048-10-13      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Colt 2021-RPL1 Trust                                                                     | Colt 2021-RPL1 Trust                                                                     | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2867932 | PA      | $2589785.83   | 0.17%             | 2061-09-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                | CNA Financial Corporation                                                                | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    379000 | PA      | $371506.98    | 0.02%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                          | COMM 2015-CCRE27 Mortgage Trust                                                          | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7078642 | PA      | $148.65       | 0.00%             | 2048-10-13      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C4 Commercial Mortgage Trust                                                  | CSAIL 2015-C4 Commercial Mortgage Trust                                                  | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    876763 | PA      | $873344.14    | 0.06%             | 2025-10-20      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 Trust                                                                     | CSMC 2020-SPT1 Trust                                                                     | CUSIP: 12659LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492926.10    | 0.03%             | 2065-04-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694R75<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   1332304 | PA      | $1151815.27   | 0.07%             | 2046-05-20      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW Finance Designated Activity Company                                              | CUSIP: 12704PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1430059.56   | 0.09%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                      | Coterra Energy Inc.                                                                      | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167958.78    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                      | Coterra Energy Inc.                                                                      | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108920.92    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1486106.34   | 0.10%             | 2029-01-18      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAL Funding IV Ltd.                                                                      | CAL Funding IV Ltd.                                                                      | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1783125 | PA      | $1680244.18   | 0.11%             | 2028-03-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Campbell's Company, The                                                                  | Campbell's Company, The                                                                  | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598384.61    | 0.04%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754375.62    | 0.05%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank Of Commerce                                                       | Canadian Imperial Bank Of Commerce                                                       | CUSIP: 13607PVQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1107960.74   | 0.07%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                     | Canadian Pacific Kansas City Limited                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2509831.09   | 0.16%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $91648.60     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PT. Perusahaan Listrik Negara                                                            | PT. Perusahaan Listrik Negara                                                            | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693175.35    | 0.04%             | 2027-05-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                            | Petrobras Global Finance B.V.                                                            | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611478.29    | 0.04%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                              | Rio Tinto Finance (USA) plc                                                              | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1510307.98   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HY3                                                 | CHL Mortgage Pass-Through Trust 2007-HY3                                                 | CUSIP: 12545CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2838446 | PA      | $1306874.03   | 0.08%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                  | CIFC Funding 2021-V Ltd                                                                  | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1503150.00   | 0.10%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                          | COMM 2013-CCRE12 Mortgage Trust                                                          | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-CBDO         | CORP              | US        |   2284894 | PA      | $12072.46     | 0.00%             | 2046-10-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3599850.60   | 0.23%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1143411.98   | 0.07%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2023-3 Ltd                                                                | Carlyle US CLO 2023-3 Ltd                                                                | CUSIP: 14318FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4275000 | PA      | $4284747.00   | 0.28%             | 2036-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6                              | CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6                              | CUSIP: 18976GAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756732 | PA      | $684424.80    | 0.04%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                                       | Cologix Data Centers US Issuer LLC                                                       | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2904117.30   | 0.19%             | 2026-12-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 Mortgage Loan Trust                                                          | COLT 2022-2 Mortgage Loan Trust                                                          | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3281803 | PA      | $3119055.32   | 0.20%             | 2067-02-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499224.75    | 0.03%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| COMM 2018-HCLV Mortgage Trust                                                            | COMM 2018-HCLV Mortgage Trust                                                            | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $58654.70     | 0.00%             | 2033-09-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2016-A                                                     | Commonbond Student Loan Trust 2016-A                                                     | CUSIP: 20267TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    186172 | PA      | $177532.93    | 0.01%             | 2040-05-25      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5543136.50   | 0.36%             | 2029-02-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                             | Connecticut Avenue Securities Trust 2024-R06                                             | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    821431 | PA      | $821545.07    | 0.05%             | 2028-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                             | Connecticut Avenue Securities Trust 2025-R04                                             | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3792516 | PA      | $3796071.29   | 0.25%             | 2045-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1500184.47   | 0.10%             | 2029-01-09      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441530.62    | 0.03%             | 2027-12-22      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                                     | Credit Suisse First Boston Mortgage Securities Corp.                                     | CUSIP: 2254W0NF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403074 | PA      | $263276.87    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                           | Crown City CLO                                                                           | CUSIP: 22824DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002211.00   | 0.19%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Cubesmart, L.P.                                                                          | Cubesmart, L.P.                                                                          | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    836000 | PA      | $830583.64    | 0.05%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OC8                                                          | Alternative Loan Trust 2006-OC8                                                          | CUSIP: 232434AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757313 | PA      | $716638.36    | 0.05%             | 2036-11-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                              | DCP Midstream Operating, LP                                                              | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360539.74    | 0.02%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 Mortgage Trust                                                             | DBJPM 2016-C1 Mortgage Trust                                                             | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11070617 | PA      | $29557.44     | 0.00%             | 2049-05-12      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    642000 | PA      | $641990.37    | 0.04%             | 2026-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   2284000 | PA      | $2281145.00   | 0.15%             | 2028-10-18      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1392270.62   | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                                 | Darden Restaurants, Inc.                                                                 | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    682000 | PA      | $682845.68    | 0.04%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2418686.30   | 0.16%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2151669.42   | 0.14%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2                              | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2                              | CUSIP: 25152BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    756180 | PA      | $656579.75    | 0.04%             | 2047-09-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    363000 | PA      | $363220.23    | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                       | Ryder System, Inc.                                                                       | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92336.55     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    715000 | PA      | $716765.26    | 0.05%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corporation                                                            | Diageo Investment Corporation                                                            | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    436000 | PA      | $449155.25    | 0.03%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Limited                                                           | Digicel Group Holdings Limited                                                           | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81477 | PA      | $3558.45      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP2                                                | SREIT Commercial Mortgage Trust 2021-MFP2                                                | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $2018738.11   | 0.13%             | 2026-11-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Start Ltd                                                                                | Start Ltd                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-CBDO         | CORP              | BM        |    308072 | PA      | $305545.65    | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-5                                               | Starwood Mortgage Residential Trust 2021-5                                               | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6714014 | PA      | $5729029.12   | 0.37%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO 2017-1, Ltd.                                                            | Steele Creek CLO 2017-1, Ltd.                                                            | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124341 | PA      | $124451.79    | 0.01%             | 2030-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                                  | Structured Asset Securities Corporation                                                  | CUSIP: 863576AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1701322 | PA      | $860333.34    | 0.06%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                  | Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                  | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425428 | PA      | $365486.18    | 0.02%             | 2035-12-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust 2024-TI                                                                      | VEGAS Trust 2024-TI                                                                      | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774000 | PA      | $1796123.20   | 0.12%             | 2027-11-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-2                                            | Velocity Commercial Capital Loan Trust 2019-2                                            | CUSIP: 92257NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1712635 | PA      | $1628417.16   | 0.11%             | 2049-07-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $717559.90    | 0.05%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $649501.40    | 0.04%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-5                                                        | Verus Securitization Trust 2023-5                                                        | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    670546 | PA      | $674321.68    | 0.04%             | 2068-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-7                                                        | Verus Securitization Trust 2021-7                                                        | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275048 | PA      | $1145780.14   | 0.07%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                                        | Verus Securitization Trust 2024-1                                                        | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10510304 | PA      | $10555148.80  | 0.68%             | 2028-01-25      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-3                                                        | Verus Securitization Trust 2024-3                                                        | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3936811 | PA      | $3984381.57   | 0.26%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2193353 | PA      | $2185456.80   | 0.14%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2142922 | PA      | $2133662.07   | 0.14%             | 2055-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2021837 | PA      | $2013524.09   | 0.13%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2051919 | PA      | $2048755.36   | 0.13%             | 2054-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-9                                                        | Verus Securitization Trust 2024-9                                                        | CUSIP: 92540RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7467774 | PA      | $7482515.56   | 0.48%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO XR, Ltd.                                                                     | Vibrant CLO XR, Ltd.                                                                     | CUSIP: 92563MAA5<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3009963.00   | 0.19%             | 2036-04-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1488070.40   | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltee                                                                           | Videotron Ltee                                                                           | CUSIP: 92660FAK0<br>LEI: 549300BBCGA0CYX8IL74 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1492425.94   | 0.10%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61473 | PA      | $60990.51     | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BSZ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1662305 | PA      | $1641941.49   | 0.11%             | 2046-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                               | Warwick Capital CLO 4 Ltd.                                                               | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10027200.00  | 0.65%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust                  | Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust                  | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7199249 | PA      | $2417506.29   | 0.16%             | 2036-10-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQLW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1817085 | PA      | $1773551.03   | 0.11%             | 2050-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FUY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2037966 | PA      | $1968595.69   | 0.13%             | 2050-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2022-1 Ltd                                                                 | Wellfleet CLO 2022-1 Ltd                                                                 | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4005768.00   | 0.26%             | 2037-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wellington Management Clo 4 Ltd                                                          | Wellington Management Clo 4 Ltd                                                          | CUSIP: 94957LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4984890.00   | 0.32%             | 2038-04-19      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1844001 | PA      | $1834474.57   | 0.12%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1751096 | PA      | $1750608.11   | 0.11%             | 2054-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1896486 | PA      | $1889311.20   | 0.12%             | 2055-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1999613 | PA      | $1991266.44   | 0.13%             | 2055-04-25      | Floating      | 5.51%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HL5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2411568 | PA      | $2402308.06   | 0.16%             | 2054-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 TRUST                                                                     | GCAT 2021-NQM4 TRUST                                                                     | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2736928 | PA      | $2330088.55   | 0.15%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                                                     | GCAT 2025-NQM1 Trust                                                                     | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9434419 | PA      | $9450701.16   | 0.61%             | 2069-11-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GS1                                                    | GS Mortgage Securities Trust 2015-GS1                                                    | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |   4229248 | PA      | $8455.54      | 0.00%             | 2048-11-13      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                                   | GS Mortgage Securities Trust 2014-GC24                                                   | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    672636 | PA      | $216.12       | 0.00%             | 2047-09-12      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                                    | GS Mortgage Securities Trust 2017-GS6                                                    | CUSIP: 36253PAE2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |  21448178 | PA      | $340727.89    | 0.02%             | 2050-05-12      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan 2007-PA3 Trust                                              | Wells Fargo Alternative Loan 2007-PA3 Trust                                              | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260946 | PA      | $223700.48    | 0.01%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust                                      | Wells Fargo Mortgage Backed Securities 2007-7 Trust                                      | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148305 | PA      | $138196.84    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                                    | Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                                    | CUSIP: 94986CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86099 | PA      | $77763.65     | 0.01%             | 2037-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4                                          | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                          | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $361205.40    | 0.02%             | 2025-11-18      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                                    | GS Mortgage Securities Trust 2017-GS8                                                    | CUSIP: 36254KAP7<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |  28097073 | PA      | $434656.10    | 0.03%             | 2050-11-11      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                              | GS Mortgage Securities Corp Trust 2018-RIVR                                              | CUSIP: 36255WAN5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000.00      | 0.00%             | 2035-07-16      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 Ltd                                                                        | GPMT 2021-FL4 Ltd                                                                        | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1939419 | PA      | $1921871.55   | 0.12%             | 2036-12-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                            | Wells Fargo Commercial Mortgage Trust 2015-P2                                            | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2402551 | PA      | $6509.23      | 0.00%             | 2048-12-17      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000DBJ9<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1940876.40   | 0.13%             | 2026-04-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |   1760623 | PA      | $8225.63      | 0.00%             | 2059-03-17      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1172572.92   | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2229636.90   | 0.14%             | 2028-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                           | Wells Fargo Commercial Mortgage Trust 2017-C38                                           | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21672552 | PA      | $276303.37    | 0.02%             | 2050-07-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                           | Wells Fargo Commercial Mortgage Trust 2018-C48                                           | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-CBDO         | CORP              | US        |  12694689 | PA      | $323790.75    | 0.02%             | 2052-01-18      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                           | Wells Fargo Commercial Mortgage Trust 2019-C53                                           | CUSIP: 95002BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253501 | PA      | $245693.98    | 0.02%             | 2028-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $4934831.48   | 0.32%             | 2027-02-18      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C64                                           | Wells Fargo Commercial Mortgage Trust 2025-C64                                           | CUSIP: 95004BAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761540 | PA      | $763733.48    | 0.05%             | 2030-02-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C64                                           | Wells Fargo Commercial Mortgage Trust 2025-C64                                           | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23131141 | PA      | $1751483.09   | 0.11%             | 2058-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Limited                                                           | Digicel Group Holdings Limited                                                           | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54948 | PA      | $341.95       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1290550.98   | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL3 Ltd                                                                        | GPMT 2021-FL3 Ltd                                                                        | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815918 | PA      | $1779592.64   | 0.12%             | 2035-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                   | GS Mortgage Securities Trust 2020-GSA2                                                   | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27094549 | PA      | $1835420.01   | 0.12%             | 2053-12-12      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                          | GE HealthCare Technologies Inc.                                                          | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1437342.03   | 0.09%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-4                                                 | GLS Auto Select Receivables Trust 2024-4                                                 | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3014309.70   | 0.19%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 LTD                                                                       | Generate CLO 9 LTD                                                                       | CUSIP: 37147LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7518750.00   | 0.49%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Company                                                                    | Genuine Parts Company                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1304452.07   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1276419.93   | 0.08%             | 2027-04-04      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    931000 | PA      | $940543.49    | 0.06%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    603000 | PA      | $613982.26    | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VI SRL                                                                 | Global SC Finance VI SRL                                                                 | CUSIP: 37959PAA5<br>LEI: 549300NP8065N4YHMG91 | Long             | ABS-CBDO         | CORP              | US        |    949351 | PA      | $899280.81    | 0.06%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                   | Goldman Sachs Bank USA                                                                   | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1033810.13   | 0.07%             | 2027-03-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380HMV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1174528 | PA      | $1147400.55   | 0.07%             | 2047-09-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380Y4F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1258980 | PA      | $1238466.89   | 0.08%             | 2048-06-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae REMIC Trust 2024-025                                                          | Ginnie Mae REMIC Trust 2024-025                                                          | CUSIP: 38384JM76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1207491 | PA      | $1187606.27   | 0.08%             | 2049-02-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2024-WOLF                                                               | Great Wolf Trust 2024-WOLF                                                               | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2383718.27   | 0.15%             | 2026-03-16      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                            | GreenSky Home Improvement Issuer Trust 2025-1                                            | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1409156 | PA      | $1418423.18   | 0.09%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                       | Greystone CRE Notes 2021-FL3, Ltd.                                                       | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1265519 | PA      | $1264728.83   | 0.08%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                       | Greystone CRE Notes 2021-FL3, Ltd.                                                       | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1285374.09   | 0.08%             | 2039-07-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO 2021-FL2, Ltd.                                                               | HGI CRE CLO 2021-FL2, Ltd.                                                               | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1466938 | PA      | $1461834.83   | 0.09%             | 2036-09-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management 3-2014                                                        | Highbridge Loan Management 3-2014                                                        | CUSIP: 40436XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1909386.00   | 0.12%             | 2029-07-18      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                                       | KREF 2021-FL2 Ltd.                                                                       | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   2001889 | PA      | $1996209.43   | 0.13%             | 2039-02-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Katayma CLO I, Ltd.                                                                      | Katayma CLO I, Ltd.                                                                      | CUSIP: 48585JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10045000.00  | 0.65%             | 2036-10-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Katayma CLO I, Ltd.                                                                      | Katayma CLO I, Ltd.                                                                      | CUSIP: 48585JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9527227.00   | 0.62%             | 2036-10-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                                                         | Kestrel Aircraft Funding Limited                                                         | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    646770 | PA      | $638685.19    | 0.04%             | 2025-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Kansas, Inc.                                                               | Kinder Morgan Kansas, Inc.                                                               | CUSIP: 494553AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1142814.71   | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                                   | Kyndryl Holdings, Inc.                                                                   | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $991642.70    | 0.06%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ACREC 2025-Fl3 LLC                                                                       | ACREC 2025-Fl3 LLC                                                                       | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2289937.04   | 0.15%             | 2042-08-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                                                       | AIG Global Funding                                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1620279.84   | 0.10%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                     | AREIT 2025-CRE10 LTD                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3442454.85   | 0.22%             | 2038-07-19      | Floating      | 5.70%                 | No            |                  3 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    847000 | PA      | $867697.72    | 0.06%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    707000 | PA      | $731562.24    | 0.05%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LLC                                                                     | LFT CRE 2021-FL1 LLC                                                                     | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1676825 | PA      | $1672596.91   | 0.11%             | 2039-06-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                       | LPL Holdings, Inc.                                                                       | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    748000 | PA      | $744943.15    | 0.05%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                                                                  | BDS Ltd                                                                                  | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    402510 | PA      | $401611.44    | 0.03%             | 2038-11-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2207929.43   | 0.14%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2016-4                                                   | LSTAR Commercial Mortgage Trust 2016-4                                                   | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3622623 | PA      | $2846.66      | 0.00%             | 2049-03-12      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                                                    | Labcorp Holdings Inc.                                                                    | CUSIP: 50540RAZ5<br>LEI: 549300CDU4WF6Q2YMS76 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1536839.23   | 0.10%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                | B.A.T Capital Corporation                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69917.11     | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | 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        |    862000 | PA      | $844176.34    | 0.05%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust, Series 2006-NC4                                          | Carrington Mortgage Loan Trust, Series 2006-NC4                                          | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1037174 | PA      | $1014599.89   | 0.07%             | 2036-07-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N3                                                   | Carvana Auto Receivables Trust 2023-N3                                                   | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478103 | PA      | $478919.35    | 0.03%             | 2025-08-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2020-P1                                                   | Carvana Auto Receivables Trust 2020-P1                                                   | CUSIP: 14687AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1276924.87   | 0.08%             | 2025-09-08      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P1                                                   | Carvana Auto Receivables Trust 2024-P1                                                   | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440220 | PA      | $440614.28    | 0.03%             | 2025-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carval CLO X-C Ltd.                                                                      | Carval CLO X-C Ltd.                                                                      | CUSIP: 146918AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005520.00   | 0.13%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                                   | Carvana Auto Receivables Trust 2024-P3                                                   | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4088967.72   | 0.26%             | 2029-05-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                              | Castlelake Aircraft Structured Trust 2019-1                                              | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-CBDO         | CORP              | US        |   1294558 | PA      | $1238244.62   | 0.08%             | 2026-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 Ltd                                                                          | CBAM 2017-1 Ltd                                                                          | CUSIP: 14987LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5011985.00   | 0.32%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd                                                                 | Cedar Funding IX CLO Ltd                                                                 | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10037820.00  | 0.65%             | 2037-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                                 | CenterPoint Energy, Inc.                                                                 | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    706000 | PA      | $730755.11    | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                            | Chase Auto Owner Trust 2024-5                                                            | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3183219.20   | 0.21%             | 2030-03-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1098238.11   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1554892.29   | 0.10%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                                | Chile Electricity PEC SpA                                                                | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1169002 | PA      | $1024747.74   | 0.07%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                            | Citigroup Commercial Mortgage Trust 2016-GC37                                            | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3078031 | PA      | $13929.94     | 0.00%             | 2049-04-12      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust, Series 2006-A3                                      | Citimortgage Alternative Loan Trust, Series 2006-A3                                      | CUSIP: 17309KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500801 | PA      | $458246.49    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2014-6                                                     | Citigroup Mortgage Loan Trust 2014-6                                                     | CUSIP: 17322WAE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |  10254667 | PA      | $9727333.71   | 0.63%             | 2038-04-26      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                            | Citigroup Commercial Mortgage Trust 2016-GC36                                            | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3559806 | PA      | $7463.13      | 0.00%             | 2049-02-12      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P5                                              | Citigroup Commercial Mortgage Trust 2016-P5                                              | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8659671 | PA      | $85154.01     | 0.01%             | 2049-10-13      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17325FBN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2155094.02   | 0.14%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS3                                                     | Legacy Mortgage Asset Trust 2021-GS3                                                     | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3130874 | PA      | $3123869.75   | 0.20%             | 2061-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                     | Legacy Mortgage Asset Trust 2021-GS4                                                     | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3578451 | PA      | $3570265.64   | 0.23%             | 2060-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust 2022-1                                                     | Lendbuzz Securitization Trust 2022-1                                                     | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    417396 | PA      | $416376.99    | 0.03%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE7 Issuer Ltd                                                            | LoanCore 2021-CRE7 Issuer Ltd                                                            | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2823802 | PA      | $2823801.17   | 0.18%             | 2037-01-21      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                                            | LoanCore 2025-CRE8 Issuer LLC                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3439210.47   | 0.22%             | 2029-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer Ltd.                                                           | LoanCore 2021-CRE5 Issuer Ltd.                                                           | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1228218 | PA      | $1227827.62   | 0.08%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer Ltd                                                            | LoanCore 2021-CRE6 Issuer Ltd                                                            | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2096722 | PA      | $2095356.54   | 0.14%             | 2038-11-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 LLC                                                            | Loanpal Solar Loan 2020-3 LLC                                                            | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550425 | PA      | $1300739.39   | 0.08%             | 2035-08-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2021-1 Ltd.                                                           | Loanpal Solar Loan 2021-1 Ltd.                                                           | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600509 | PA      | $1303855.35   | 0.08%             | 2034-10-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                               | WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                               | CUSIP: 542514TU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6384549 | PA      | $2118729.26   | 0.14%             | 2036-04-25      | Floating      | 1.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                              | Citigroup Commercial Mortgage Trust 2017-P7                                              | CUSIP: 17325HBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10622945 | PA      | $137551.21    | 0.01%             | 2050-04-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2692000 | PA      | $2679300.76   | 0.17%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1279140.70   | 0.08%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO 2021-FL1, Ltd.                                                               | HGI CRE CLO 2021-FL1, Ltd.                                                               | CUSIP: 40441LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133055 | PA      | $132718.58    | 0.01%             | 2036-06-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Harborview Mortgage Loan Trust, 2006-11                                                  | Harborview Mortgage Loan Trust, 2006-11                                                  | CUSIP: 41162GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3588600 | PA      | $3279715.72   | 0.21%             | 2036-12-19      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                       | Hewlett Packard Enterprise Company                                                       | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1547091.90   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                    | Holcim Finance US LLC                                                                    | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1209740.40   | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4684626 | PA      | $4263946.55   | 0.28%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust 2006-6                                                    | Long Beach Mortgage Loan Trust 2006-6                                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9367538 | PA      | $3620346.44   | 0.23%             | 2036-07-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Lunar Aircraft 2020-1 Limited                                                            | Lunar Aircraft 2020-1 Limited                                                            | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1301740 | PA      | $1252534.71   | 0.08%             | 2027-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    433000 | PA      | $443657.91    | 0.03%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1379737.01   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                                         | Icon Investments Six Designated Activity Company                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |    815000 | PA      | $832084.52    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                           | Illumina, Inc.                                                                           | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    964000 | PA      | $965271.42    | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1356103.19   | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45661EBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1096279 | PA      | $399680.42    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7229798 | PA      | $26474.07     | 0.00%             | 2048-11-18      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-JP1                                      | JPMCC Commercial Mortgage Securities Trust 2015-JP1                                      | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750871 | PA      | $7650.17      | 0.00%             | 2049-01-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                                       | JPMDB Commercial Mortgage Securities Trust 2016-C2                                       | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23529740 | PA      | $206292.29    | 0.01%             | 2049-06-17      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM2                                                     | J.P. Morgan Mortgage Trust 2025-NQM2                                                     | CUSIP: 46590SAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965578 | PA      | $1973653.09   | 0.13%             | 2029-05-25      | Fixed         | 5.77%                 | 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        |  18472575 | NS      | $18472575.03  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2016-JP4                                      | JPMCC Commercial Mortgage Securities Trust 2016-JP4                                      | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14500123 | PA      | $76318.50     | 0.00%             | 2049-12-17      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1243633.49   | 0.08%             | 2028-04-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2329131.47   | 0.15%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612000 | PA      | $1485221.68   | 0.10%             | 2032-05-06      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO IX Ltd                                                                     | Jamestown CLO IX Ltd                                                                     | CUSIP: 47048JAX1<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4003148.00   | 0.26%             | 2034-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Jimmy Johns Funding LLC                                                                  | Jimmy Johns Funding LLC                                                                  | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1747500 | PA      | $1732399.15   | 0.11%             | 2027-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 Ltd.                                                                       | KREF 2022-FL3 Ltd.                                                                       | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   2602452 | PA      | $2600824.71   | 0.17%             | 2039-02-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Octagon 56, Ltd.                                                                         | Octagon 56, Ltd.                                                                         | CUSIP: 67577EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2501540.00   | 0.16%             | 2034-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    646000 | PA      | $649421.41    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1188217.25   | 0.08%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1141765.45   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1397110.96   | 0.09%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497190.75    | 0.03%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| PFP 2024-11 Ltd                                                                          | PFP 2024-11 Ltd                                                                          | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    616943 | PA      | $618678.15    | 0.04%             | 2039-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196056.02    | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599930.70    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-NQM4 Trust                                                                     | PRPM 2024-NQM4 Trust                                                                     | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2727329 | PA      | $2743112.98   | 0.18%             | 2028-12-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 Trust                                                                     | PRPM 2025-NQM2 Trust                                                                     | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16628444 | PA      | $16727546.40  | 1.08%             | 2029-05-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                           | Pacific Life Global Funding II                                                           | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137393.15    | 0.01%             | 2026-06-04      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    139110 | PA      | $137898.90    | 0.01%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust 2021-5                                                    | Pagaya AI Debt Selection Trust 2021-5                                                    | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4385066 | PA      | $4271688.41   | 0.28%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311205 | PA      | $307743.84    | 0.02%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2022-1 Ltd                                                                 | Park Blue CLO 2022-1 Ltd                                                                 | CUSIP: 70016WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700000 | PA      | $9720127.50   | 0.63%             | 2037-10-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    637000 | PA      | $652517.13    | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                                    | PayPal Holdings, Inc.                                                                    | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    739000 | PA      | $744794.65    | 0.05%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                           | Penske Truck Leasing Co., L.P.                                                           | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2335239.52   | 0.15%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                                    | Sound Point CLO XXIII                                                                    | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10004960.00  | 0.65%             | 2034-07-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd                                                                 | Sound Point CLO XXIX Ltd                                                                 | CUSIP: 83614VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004400.00   | 0.13%             | 2034-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd                                                                 | Sound Point CLO XXIX Ltd                                                                 | CUSIP: 83614VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000890.00   | 0.13%             | 2034-04-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO 40 Ltd                                                                   | Sound Point CLO 40 Ltd                                                                   | CUSIP: 83617CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4016000.00   | 0.26%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1412909.61   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                         | Willis Engine Structured Trust V                                                         | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2185022 | PA      | $2038625.18   | 0.13%             | 2028-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    906000 | PA      | $911249.64    | 0.06%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1360958.06   | 0.09%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRF GmbH                                                                                 | BRF GmbH                                                                                 | CUSIP: N/A<br>LEI: 5299002S6DY5RA2IOQ11       | Long             | DBT              | CORP              | US        |    200000 | PA      | $197530.23    | 0.01%             | 2026-09-29      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | US        |    400000 | PA      | $399000.00    | 0.03%             | 2028-01-19      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cometa Energia, S.A. de C.V.                                                             | Cometa Energia, S.A. de C.V.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    303200 | PA      | $311868.49    | 0.02%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    500000 | PA      | $482650.00    | 0.03%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |    900000 | PA      | $888750.00    | 0.06%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Fenix Power Peru S.A.                                                                    | Fenix Power Peru S.A.                                                                    | CUSIP: N/A<br>LEI: 549300VBTI7WLU4G4642       | Long             | DBT              | CORP              | US        |    114118 | PA      | $111745.15    | 0.01%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |    649997 | PA      | $649997.30    | 0.04%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Gold Fields Orogen Holding (BVI) Limited                                                 | Gold Fields Orogen Holding (BVI) Limited                                                 | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | US        |    200000 | PA      | $207586.80    | 0.01%             | 2029-05-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                           | Empresa Electrica Cochrane SpA                                                           | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |    434420 | PA      | $428989.75    | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | US        |    500000 | PA      | $490345.00    | 0.03%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GNL Quintero S.A                                                                         | GNL Quintero S.A                                                                         | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | US        |    529600 | PA      | $526327.60    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.p.A.                                                         | Empresa Electrica Angamos S.p.A.                                                         | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |    208500 | PA      | $186607.50    | 0.01%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |    200000 | PA      | $199832.00    | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Adani Energy Solutions Limited                                                           | Adani Energy Solutions Limited                                                           | CUSIP: N/A<br>LEI: 549300PLH866JQ6LXE52       | Long             | DBT              | CORP              | US        |    400000 | PA      | $394000.00    | 0.03%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Interoceanica IV Finance Ltd                                                             | Interoceanica IV Finance Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     15219 | PA      | $14824.90     | 0.00%             | 2025-11-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Energuate Trust                                                                          | Energuate Trust                                                                          | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | US        |    400000 | PA      | $397500.00    | 0.03%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                        | Lima Metro Line 2 Finance Limited                                                        | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    676021 | PA      | $688845.27    | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Orazul Energy Egenor S. Enc. Por A.                                                      | Orazul Energy Egenor S. Enc. Por A.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    500000 | PA      | $494375.00    | 0.03%             | 2027-04-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Flame Aggregator LLC                                                                     | Flame Aggregator LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2240 | NS      | $44800.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Extra Space Storage LP                                                                   | Extra Space Storage LP                                                                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2341866.36   | 0.15%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |   3456643 | PA      | $3457724.48   | 0.22%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-KF18 Mortgage Trust                                                           | FREMF 2016-KF18 Mortgage Trust                                                           | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    456962 | PA      | $452403.14    | 0.03%             | 2026-05-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KF30 Mortgage Trust                                                           | FREMF 2017-KF30 Mortgage Trust                                                           | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    499961 | PA      | $493071.87    | 0.03%             | 2027-03-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 30313LAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    920282 | PA      | $883399.35    | 0.06%             | 2029-08-27      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2021-FL2 Issuer, Ltd.                                                          | FS Rialto 2021-FL2 Issuer, Ltd.                                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2263338 | PA      | $2258999.07   | 0.15%             | 2038-05-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2021-FL3 Issuer, Ltd.                                                          | FS Rialto 2021-FL3 Issuer, Ltd.                                                          | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2896340 | PA      | $2891692.44   | 0.19%             | 2036-11-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2049316 | PA      | $2099106.25   | 0.14%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1972373 | PA      | $2023375.73   | 0.13%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136AJEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1163317 | PA      | $1141312.40   | 0.07%             | 2044-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B0PZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1731643 | PA      | $1674475.48   | 0.11%             | 2048-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    882017 | PA      | $866397.03    | 0.06%             | 2048-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B55J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1277740 | PA      | $1249885.00   | 0.08%             | 2049-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BAHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2560542 | PA      | $2493569.06   | 0.16%             | 2050-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6191474 | PA      | $5794046.79   | 0.37%             | 2030-11-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1574337 | PA      | $1565730.66   | 0.10%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-I Ltd.                                                                       | Nassau 2018-I Ltd.                                                                       | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | KY        |   1065598 | PA      | $1065987.52   | 0.07%             | 2031-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                | National Fuel Gas Company                                                                | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1116425.70   | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                                 | National Rural Utilities Cooperative Finance Corporation                                 | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810865.84    | 0.05%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56200000 | PA      | $54955259.92  | 3.55%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80900000 | PA      | $75047386.58  | 4.85%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58850000 | PA      | $57397140.63  | 3.71%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967856 | PA      | $964226.37    | 0.06%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1334171 | PA      | $1334104.35   | 0.09%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                                     | Prime Security Services Borrower LLC                                                     | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1850000 | PA      | $1832277.00   | 0.12%             | 2032-03-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                                           | Reynolds Consumer Products LLC                                                           | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1127175 | PA      | $1130928.49   | 0.07%             | 2032-02-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555000 | PA      | $553751.25    | 0.04%             | 2032-02-13      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| H.B. Fuller Company                                                                      | H.B. Fuller Company                                                                      | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967173 | PA      | $970200.04    | 0.06%             | 2030-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 44969CBP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975100 | PA      | $978454.34    | 0.06%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                 | Energizer Holdings, Inc.                                                                 | CUSIP: 29267YAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    938910 | PA      | $939792.72    | 0.06%             | 2032-03-13      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144638 | PA      | $144999.09    | 0.01%             | 2032-03-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-X1                                                | Affirm Asset Securitization Trust 2024-X1                                                | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    186858 | PA      | $186953.04    | 0.01%             | 2025-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-B                                                 | Affirm Asset Securitization Trust 2024-B                                                 | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3000334.20   | 0.19%             | 2027-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                        | Herc Holdings Inc                                                                        | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $130379.60    | 0.01%             | 2032-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                                   | Colossus Acquireco LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    935000 | PA      | $928221.25    | 0.06%             | 2032-06-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                                             | Somnigroup International Inc                                                             | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    909346 | PA      | $910864.55    | 0.06%             | 2031-10-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    585856 | PA      | $567895.28    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |    338800 | PA      | $330150.39    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Banco Continental S.A.E.C.A.                                                             | Banco Continental S.A.E.C.A.                                                             | CUSIP: N/A<br>LEI: 8945005Q0D60A6FCEM55       | Long             | DBT              | CORP              | US        |    150000 | PA      | $148545.00    | 0.01%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                               | Agilent Technologies, Inc.                                                               | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136927.76    | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1051999.53   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AJAX Mortgage Loan Trust 2021-C                                                          | AJAX Mortgage Loan Trust 2021-C                                                          | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    802751 | PA      | $802356.53    | 0.05%             | 2061-01-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411329.56    | 0.03%             | 2028-06-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Banco De Bogota                                                                          | Banco De Bogota                                                                          | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | US        |    600000 | PA      | $601449.28    | 0.04%             | 2026-05-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |    850000 | PA      | $848173.69    | 0.05%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Industrial S.A.                                                                    | Banco Industrial S.A.                                                                    | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | US        |    650000 | PA      | $645831.51    | 0.04%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                                              | Banco Nacional De Comercio Exterior, S.N.C.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    500000 | PA      | $473118.92    | 0.03%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | US        |    550000 | PA      | $579937.44    | 0.04%             | 2028-10-01      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | US        |    700000 | PA      | $687575.00    | 0.04%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer, LLC                                                         | Aligned Data Centers Issuer, LLC                                                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1932765.40   | 0.12%             | 2026-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-29T1                                                         | Alternative Loan Trust 2006-29T1                                                         | CUSIP: 02147PAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643611 | PA      | $367955.59    | 0.02%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | US        |    300000 | PA      | $296523.34    | 0.02%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-19CB                                                         | Alternative Loan Trust 2006-19CB                                                         | CUSIP: 02147QAR3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    747873 | PA      | $406178.33    | 0.03%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-12T1                                                         | Alternative Loan Trust 2007-12T1                                                         | CUSIP: 02150LAF4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   4206658 | PA      | $1820688.96   | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-23CB                                                         | Alternative Loan Trust 2007-23CB                                                         | CUSIP: 02151EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5566753 | PA      | $2789757.64   | 0.18%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    381000 | PA      | $402317.29    | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                    | American Electric Power Company, Inc.                                                    | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2335546.22   | 0.15%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Equity Investment Life Holding Company                                          | American Equity Investment Life Holding Company                                          | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    615000 | PA      | $629815.17    | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1725266.37   | 0.11%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust 2004-3                                           | American Home Mortgage Investment Trust 2004-3                                           | CUSIP: 02660TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887462 | PA      | $1843124.20   | 0.12%             | 2044-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    760000 | PA      | $755616.17    | 0.05%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                       | American International Group, Inc.                                                       | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    583000 | PA      | $592394.00    | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3704000 | PA      | $3758736.97   | 0.24%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apa Corp.                                                                                | Apa Corp.                                                                                | CUSIP: 03743QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1353561.12   | 0.09%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corporation                                                                     | AppLovin Corporation                                                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1392130.56   | 0.09%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                | Essential Utilities, Inc.                                                                | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66888.57     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23769850 | PA      | $869013.82    | 0.06%             | 2053-05-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-Mf2                                     | Arbor Multifamily Mortgage Securities Trust 2021-Mf2                                     | CUSIP: 03881VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50742470 | PA      | $2396221.82   | 0.15%             | 2054-06-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Argentina, Republic of                                                                   | Argentina, Republic of                                                                   | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720535 | PA      | $719184.30    | 0.05%             | 2037-01-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                  | Arrow Electronics, Inc.                                                                  | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1585708.49   | 0.10%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                                             | Arroyo Mortgage Trust 2019-3                                                             | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683253 | PA      | $642914.30    | 0.04%             | 2025-12-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1858290.32   | 0.12%             | 2026-05-08      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1788928.00   | 0.12%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVI, Ltd.                                                         | Atlas Senior Loan Fund XVI, Ltd.                                                         | CUSIP: 04941YAJ8<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002974.00   | 0.13%             | 2031-07-28      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                    | Atlassian Corporation                                                                    | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1187003.92   | 0.08%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust 2025-REV1                                                      | Avant Loans Funding Trust 2025-REV1                                                      | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1604749.44   | 0.10%             | 2034-05-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust 2024-REV1                                                      | Avant Loans Funding Trust 2024-REV1                                                      | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3540101.60   | 0.23%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                               | Avery Dennison Corporation                                                               | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284338.01    | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    316000 | PA      | $329168.19    | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1095077.97   | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1210450.49   | 0.08%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                           | BBCMS 2019-BWAY Mortgage Trust                                                           | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $30408.00     | 0.00%             | 2034-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Flame Aggregator LLC                                                                     | Flame Aggregator LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       222 | NS      | $4440.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1437311.50   | 0.09%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK36                                                                          | Bank 2021-BNK36                                                                          | CUSIP: 06540DBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  78376743 | PA      | $2438284.80   | 0.16%             | 2064-09-17      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank 2017-BNK4                                                                           | Bank 2017-BNK4                                                                           | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12530442 | PA      | $204236.18    | 0.01%             | 2050-05-17      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR10                                                                         | Bank5 2024-5YR10                                                                         | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2407000 | PA      | $2479806.94   | 0.16%             | 2029-10-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank5 2025-5YR13                                                                         | Bank5 2025-5YR13                                                                         | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21127968 | PA      | $896349.83    | 0.06%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XI Ltd.                                                                    | Battalion CLO XI Ltd.                                                                    | CUSIP: 07132LAL3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8019864.00   | 0.52%             | 2034-04-24      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XX Ltd.                                                                    | Battalion CLO XX Ltd.                                                                    | CUSIP: 07134UAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505194.50   | 0.10%             | 2038-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XXIII Ltd.                                                                 | Battalion CLO XXIII Ltd.                                                                 | CUSIP: 07135LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5032135.00   | 0.33%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2017-C1                                                             | BBCMS Mortgage Trust 2017-C1                                                             | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16859032 | PA      | $273829.45    | 0.02%             | 2050-02-17      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 Ltd                                                                        | BDS 2021-FL10 Ltd                                                                        | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2199928 | PA      | $2199841.96   | 0.14%             | 2036-12-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                            | BBCMS Mortgage Trust 2025-C32                                                            | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26540996 | PA      | $2267524.67   | 0.15%             | 2062-02-17      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                                           | BBCMS Mortgage Trust 2025-5C34                                                           | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23089311 | PA      | $1143546.59   | 0.07%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-1                                                            | Bear Stearns ARM Trust 2007-1                                                            | CUSIP: 073880AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5802976 | PA      | $5038253.04   | 0.33%             | 2047-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                        | Benchmark 2020-B22 Mortgage Trust                                                        | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30310261 | PA      | $1956457.66   | 0.13%             | 2054-01-16      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo XXXVII Ltd                                                   | Benefit Street Partners Clo XXXVII Ltd                                                   | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003622.00   | 0.13%             | 2038-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                              | Biogen Inc.                                                                              | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1092952.77   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines, LP                                                                  | Boardwalk Pipelines, LP                                                                  | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    693000 | PA      | $692997.16    | 0.04%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                                                                  | Bridge Street CLO I Ltd                                                                  | CUSIP: 10805YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005904.00   | 0.13%             | 2037-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    644000 | PA      | $641739.30    | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640383.13    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-4                                               | Exeter Automobile Receivables Trust 2021-4                                               | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1802065 | PA      | $1780811.00   | 0.12%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                               | Exeter Automobile Receivables Trust 2021-1                                               | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31112 | PA      | $31061.60     | 0.00%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                               | Exeter Automobile Receivables Trust 2021-1                                               | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3325313.52   | 0.21%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                            | Equinix, Inc.                                                                            | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1581087.42   | 0.10%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                | Essential Utilities, Inc.                                                                | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    539000 | PA      | $544443.95    | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                              | Evergy Kansas Central, Inc.                                                              | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2123755.30   | 0.14%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    739000 | PA      | $758252.65    | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1372743 | PA      | $1374286.18   | 0.09%             | 2054-12-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                             | MasTec, Inc.                                                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2232112.88   | 0.14%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                                                        | MF1 2024-FL15 LLC                                                                        | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3510938.55   | 0.23%             | 2041-08-18      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                        | Merck & Co., Inc.                                                                        | CUSIP: 589331AE7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1665995.11   | 0.11%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                               | Meritage Homes Corporation                                                               | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1152813.60   | 0.07%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                               | Meritage Homes Corporation                                                               | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152337.01    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2                               | Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2                               | CUSIP: 590210AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5744981 | PA      | $3425711.65   | 0.22%             | 2037-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                        | Microchip Technology Incorporated                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229926.52    | 0.01%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                        | Microchip Technology Incorporated                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    303000 | PA      | $307843.85    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                                               | Mileage Plus Holdings, LLC                                                               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2614400 | PA      | $2619672.20   | 0.17%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                       | Molex Electronic Technologies, LLC                                                       | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1651901.59   | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                                 | Morgan Stanley Capital I Trust 2024-NSTB                                                 | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1771770 | PA      | $1713948.00   | 0.11%             | 2032-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                                 | Morgan Stanley Capital I Trust 2015-UBS8                                                 | CUSIP: 61691ABM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3686514 | PA      | $9964.28      | 0.00%             | 2048-12-17      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20714999 | PA      | $279093.18    | 0.02%             | 2050-06-17      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4283000 | PA      | $21415.00     | 0.00%             | 2036-12-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital Trust I Inc.                                                  | Morgan Stanley ABS Capital Trust I Inc.                                                  | CUSIP: 61744CNC6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-CBDO         | CORP              | US        |   1530827 | PA      | $1482747.69   | 0.10%             | 2035-01-25      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE3                                         | Morgan Stanley ABS Capital I Inc. Trust 2007-HE3                                         | CUSIP: 617525AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2753823 | PA      | $1587328.37   | 0.10%             | 2036-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                              | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3271934 | PA      | $3666.86      | 0.00%             | 2049-01-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    242974 | PA      | $216350.96    | 0.01%             | 2032-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290900 | PA      | $2003194.85   | 0.13%             | 2032-11-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                           | Mosaic Solar Loan Trust 2020-2                                                           | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    887367 | PA      | $724839.35    | 0.05%             | 2033-05-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                                  | MTN Commercial Mortgage Trust 2022-LPFL                                                  | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1978760.72   | 0.13%             | 2039-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                          | NGPL PipeCo LLC                                                                          | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1516077.51   | 0.10%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                       | TIF Funding II LLC                                                                       | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2578334 | PA      | $2335275.62   | 0.15%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TRTX 2022-FL5 Issuer, Ltd.                                                               | TRTX 2022-FL5 Issuer, Ltd.                                                               | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4560075 | PA      | $4558485.38   | 0.29%             | 2039-02-17      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                                   | Taco Bell Funding, LLC                                                                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1670250 | PA      | $1591125.58   | 0.10%             | 2027-02-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                              | Targa Resources Partners LP                                                              | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    678000 | PA      | $678305.51    | 0.04%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                              | Targa Resources Partners LP                                                              | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1900135.37   | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                              | Targa Resources Partners LP                                                              | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1923460.44   | 0.12%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust 2024-1                                                    | Tesla Sustainable Energy Trust 2024-1                                                    | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6766824 | PA      | $6780508.89   | 0.44%             | 2029-09-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust 2022-3                                                             | Theorem Funding Trust 2022-3                                                             | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    326594 | PA      | $327391.44    | 0.02%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd                                                                      | Trestles CLO VI Ltd                                                                      | CUSIP: 894940AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2494052.50   | 0.16%             | 2038-04-26      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust 2025-2                                                | Tricolor Auto Securitization Trust 2025-2                                                | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1201309.32   | 0.08%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2021-3, Ltd.                                                               | Trimaran CAVU 2021-3, Ltd.                                                               | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6514209.00   | 0.42%             | 2035-01-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $2112158.28   | 0.14%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue 2017-280P Mortgage Trust                                                 | 280 Park Avenue 2017-280P Mortgage Trust                                                 | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320000 | PA      | $2298249.30   | 0.15%             | 2034-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750065 | PA      | $1619240.28   | 0.10%             | 2046-03-12      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                                    | UBS Commercial Mortgage Trust 2017-C7                                                    | CUSIP: 90276WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2019419 | PA      | $1999611.11   | 0.13%             | 2027-06-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    551000 | PA      | $560062.79    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $301955.40    | 0.02%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29895876.00  | 1.93%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $4526798.53   | 0.29%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26450000 | PA      | $25053109.38  | 1.62%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1829648.34   | 0.12%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $42890625.00  | 2.77%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45250000 | PA      | $44387421.88  | 2.87%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22300000 | PA      | $21639710.38  | 1.40%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34550000 | PA      | $33328602.22  | 2.15%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40100000 | PA      | $38624444.31  | 2.50%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $6416448.73   | 0.41%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3060000 | PA      | $3353634.38   | 0.22%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust Series 2025-ST4                                           | Upgrade Master Pass-Thru Trust Series 2025-ST4                                           | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.06%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust Series 2025-ST2                                           | Upgrade Master Pass-Thru Trust Series 2025-ST2                                           | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3363325 | PA      | $3391369.07   | 0.22%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Upstart Pass-Through Trust Series 2021-St3                                               | Upstart Pass-Through Trust Series 2021-St3                                               | CUSIP: 91681PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28529 | PA      | $27918.67     | 0.00%             | 2027-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                      | Upstart Securitization Trust 2021-4                                                      | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825123 | PA      | $817470.92    | 0.05%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII, LLC                                                                          | VOLT XCVII, LLC                                                                          | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81196 | PA      | $81181.57     | 0.01%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                 | 1011778 B.C. Unlimited Liability Company                                                 | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1676220 | PA      | $1667134.56   | 0.11%             | 2030-09-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    548634 | PA      | $542121.75    | 0.04%             | 2031-09-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281091 | PA      | $277754.94    | 0.02%             | 2031-09-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145905 | PA      | $144173.23    | 0.01%             | 2031-09-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                                                   | Delta 2 (LUX) S.a.r.l.                                                                   | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390000 | PA      | $390097.50    | 0.03%             | 2031-09-10      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                    | WMG Acquisition Corp.                                                                    | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980000 | PA      | $980921.20    | 0.06%             | 2031-01-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                                                   | Delta 2 (LUX) S.a.r.l.                                                                   | CUSIP: L2465BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195000 | PA      | $195048.75    | 0.01%             | 2031-09-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation                                            | Burlington Coat Factory Warehouse Corporation                                            | CUSIP: 121575AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1134852 | PA      | $1129177.74   | 0.07%             | 2031-09-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                                | Corpay Technologies Operating Company LLC                                                | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1238446 | PA      | $1238185.93   | 0.08%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331578 | PA      | $331624.64    | 0.02%             | 2031-10-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126122 | PA      | $126139.44    | 0.01%             | 2031-10-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                                 | Alterra Mountain Company                                                                 | CUSIP: 46124CAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    458430 | PA      | $460149.03    | 0.03%             | 2028-08-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1338275 | PA      | $1339118.11   | 0.09%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1665530 | PA      | $1666163.15   | 0.11%             | 2029-11-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |    200000 | PA      | $195400.00    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | 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        |    300000 | PA      | $278809.23    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | 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        |    200000 | PA      | $185272.00    | 0.01%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    400000 | PA      | $398500.00    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Grupo Kuo, S.A.B. De C.V.                                                                | Grupo Kuo, S.A.B. De C.V.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $394037.18    | 0.03%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    800000 | PA      | $794000.00    | 0.05%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | US        |    400000 | PA      | $379400.00    | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     65417 | PA      | $363981.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     80158 | PA      | $4995018.65   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     30093 | PA      | $1908895.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     15457 | PA      | $389266.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     88270 | PA      | $595820.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     65365 | PA      | $6308834.97   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     92138 | PA      | $2698002.46   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     94256 | PA      | $4943248.16   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     98300 | PA      | $9230949.48   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     58076 | PA      | $1580793.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     66653 | PA      | $675133.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     62117 | PA      | $2865673.27   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     34512 | PA      | $94122.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     87288 | PA      | $2554837.47   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     65858 | PA      | $-167735.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     95761 | PA      | $4538869.60   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     71080 | PA      | $1369226.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     87812 | PA      | $111091.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     69247 | PA      | $3425014.89   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     62737 | PA      | $1522632.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               | CORP              | GB        |     76220 | PA      | $2819624.64   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer