# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013501
**Filing Date:** 2023-2
**Character Count:** 440767
**Document Hash:** 1e54d6447dac5c61c3452513118d3d60
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013501.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013501

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 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:** 23683231

**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/NEUBERGER BERMAN STRATEGIC INCOME FUND (Series ID: S000036382)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000111249 | JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (A) |  |
| C000111250 | JNL/NEUBERGER BERMAN STRATEGIC INCOME 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/Neuberger Berman Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000036382

- **c. LEI of Series:** 3QOU4YV63J0L1CL2VU56

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $814401393.20

**Total Liabilities:** $169104479.72

**Net Assets:** $645296913.48

**Delayed Delivery Securities:** $137664788.13

**Cash Not Reported:** $6030020.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -286.686505118104 | **1-Year:** -4076.501541700663 | **5-Year:** -14911.234548010283 | **10-Year:** -58324.171490013554 | **30-Year:** -166355.763308693198

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

- **3-Month:** -163.965812076178 | **1-Year:** -7512.158396235712 | **5-Year:** -46469.318470704695 | **10-Year:** -26538.086823024288 | **30-Year:** -39430.093923470828

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111249 | 0.95%                | 3.75%                | -0.36%               |
| Class ID C000111250 | 0.93%                | 3.78%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6924898.85             | $4660607.30                                |
| Month 2  | $-20149761.13            | $45884272.02                               |
| Month 3  | $2210673.29              | $-8376020.65                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                | JNL Securities Lending Collateral Fund                                                | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     7946958 | NS      | $7946957.50   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank                                                                     | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |      183782 | PA      | $-2270.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                     | SOUTH AFRICAN RAND                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | ZA        |      355095 | PA      | $593.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      284210 | PA      | $-1875.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      384542 | PA      | $-7363.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | ISRAELI SHEKEL                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | IL        |      258285 | PA      | $-2410.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | SOUTH AFRICAN RAND                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ZA        |     2564376 | PA      | $2533.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | HUNGARIAN FORINT                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | HU        |    43615314 | PA      | $3952.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      160174 | PA      | $-5754.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      181465 | PA      | $50.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | POLISH ZLOTY                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PL        |      649635 | PA      | $2052.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | SINGAPORE DOLLAR                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | SG        |      249140 | PA      | $5367.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | SOUTH KOREAN WON                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KR        |    89012939 | PA      | $5669.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | CHILEAN PESO                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        |  1440868426 | PA      | $11782.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | ISRAELI SHEKEL                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | IL        |     1509244 | PA      | $-11184.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | POLISH ZLOTY                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PL        |      732393 | PA      | $2202.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | BRAZILIAN REAL                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |       90943 | PA      | $337.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | ROMANIAN LEU                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | RO        |      309353 | PA      | $117.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      258350 | PA      | $-7685.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      432572 | PA      | $3022.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | ROMANIAN LEU                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | RO        |     1199763 | PA      | $495.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | CHILEAN PESO                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        |   161456236 | PA      | $8359.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2835939 | PA      | $-229609.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | INDONESIAN RUPIAH                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        |  2844194765 | PA      | $12.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | CZECH KORUNA                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CZ        |     7574697 | PA      | $3698.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | INDONESIAN RUPIAH                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        | 25500000000 | PA      | $-4519.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | COLOMBIAN PESO                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CO        |   606068188 | PA      | $-1329.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      148799 | PA      | $-6137.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      202283 | PA      | $-3749.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | MEXICAN PESO                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |     5227223 | PA      | $4902.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       24672 | PA      | $271.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | COLOMBIAN PESO                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CO        |  1104285474 | PA      | $-1367.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       36881 | PA      | $-276.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                               | ROMANIAN LEU                                                                          | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | RO        |     2456416 | PA      | $105.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | THAI BAHT                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | TH        |     1990873 | PA      | $-410.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | SOUTH KOREAN WON                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KR        |   243362242 | PA      | $5935.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       26943 | PA      | $288.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      374185 | PA      | $12630.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | INDONESIAN RUPIAH                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        |  2897047832 | PA      | $1924.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | BRAZILIAN REAL                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |      417387 | PA      | $881.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      146305 | PA      | $1569.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      183347 | PA      | $-12271.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      324983 | PA      | $-13815.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | MEXICAN PESO                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |    33000000 | PA      | $9225.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | THAI BAHT                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | TH        |     8692398 | PA      | $871.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | THAI BAHT                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TH        |     2804392 | PA      | $976.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | SOUTH AFRICAN RAND                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |     4834497 | PA      | $8684.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | TAIWAN NEW DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TW        |     3327802 | PA      | $-840.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | BRITISH POUND STERLING                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |     9550000 | PA      | $-194818.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      384731 | PA      | $-7600.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | HUNGARIAN FORINT                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | HU        |   159900819 | PA      | $22911.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | PERUVIAN NUEVO SOL                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PE        |      114298 | PA      | $334.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | INDONESIAN RUPIAH                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        |  2844194765 | PA      | $-1126.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | BRAZILIAN REAL                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | BR        |      648235 | PA      | $1654.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       51716 | PA      | $-924.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | PERUVIAN NUEVO SOL                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PE        |     1070373 | PA      | $2916.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | SOUTH KOREAN WON                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KR        |    95721150 | PA      | $6096.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       19711 | PA      | $-299.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | HUNGARIAN FORINT                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | HU        |   159900819 | PA      | $15020.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                     | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     3607720 | PA      | $297960.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | SOUTH KOREAN WON                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KR        |   235774118 | PA      | $6612.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | BRAZILIAN REAL                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |      872255 | PA      | $4600.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | CZECH KORUNA                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CZ        |      463484 | PA      | $151.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | MALAYSIAN RINGGIT                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MY        |     1396433 | PA      | $4386.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      362972 | PA      | $869.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | BRAZILIAN REAL                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |      103955 | PA      | $142.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    15086875 | PA      | $-1221494.40  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | BRITISH POUND STERLING                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |     3150000 | PA      | $313287.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | HUNGARIAN FORINT                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | HU        |    15457388 | PA      | $1414.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       89492 | PA      | $-79.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      182646 | PA      | $-51.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | INDONESIAN RUPIAH                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        |   592854398 | PA      | $-28.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    17474458 | PA      | $-1459906.73  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       96086 | PA      | $-101.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                           | NEW TURKISH LIRA                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | TR        |      644453 | PA      | $-458.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | ROMANIAN LEU                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | RO        |      305750 | PA      | $91.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                        | EURO DOLLAR                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |        5461 | PA      | $18.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                   | UNITED STATES DOLLAR                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       37410 | PA      | $-359.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                           | EXCHANGE CLEARED IRS                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | CA        |     8240000 | PA      | $223486.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                           | EXCHANGE CLEARED IRS                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | CA        |     8240000 | PA      | $-223486.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                         | TOTAL RETURN SWAP - INDEX                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |       63988 | PA      | $-626973.22   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $9760.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -552 | NC      | $115232.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $19272.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          67 | NC      | $-252874.21   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -38 | NC      | $341557.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         580 | NC      | $-317031.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -214 | NC      | $95192.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                        | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $28943.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -155 | NC      | $101664.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          42 | NC      | $-133683.63   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                | FUTURE - PHYSICALLY DELIVERED                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -180 | NC      | $471232.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                             | EXCHANGE CLEARED CDS - INDEX                                                          | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | XX        |     4580000 | PA      | $-77632.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                             | EXCHANGE CLEARED CDS - INDEX                                                          | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -2290000 | PA      | $25453.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN Islands XII Corp                                                                  | CSN Islands XII Corp                                                                  | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | US        |      830000 | PA      | $792373.86    | 0.12%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                         | Iliad Holding                                                                         | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      305000 | PA      | $276627.86    | 0.04%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                      | ITT Holdings LLC                                                                      | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      645000 | PA      | $544238.94    | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corporation                                                              | Imola Merger Corporation                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $441884.66    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                          | The Republic of Indonesia, The Government of                                          | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     1095000 | PA      | $1000555.16   | 0.16%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                             | AT&T Inc.                                                                             | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2299000 | PA      | $1873688.91   | 0.29%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                          | Safeway Inc.                                                                          | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $191794.71    | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                           | Avis Budget Car Rental, LLC                                                           | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      685000 | PA      | $588144.40    | 0.09%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding (AESOP) LLC                                            | Avis Budget Rental Car Funding (AESOP) LLC                                            | CUSIP: 05377RES9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      761000 | PA      | $635949.74    | 0.10%             | 2027-02-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                        | Citigroup Inc.                                                                        | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      225000 | PA      | $192327.04    | 0.03%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                        | Citigroup Inc.                                                                        | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      935000 | PA      | $769628.61    | 0.12%             | 2500-12-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                        | Citigroup Inc.                                                                        | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1466162.52   | 0.23%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                                                    | Elmwood CLO IV Ltd                                                                    | CUSIP: 29002GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4250000 | PA      | $4050517.75   | 0.63%             | 2033-04-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3465000 | PA      | $2535587.66   | 0.39%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      929003 | PA      | $819572.41    | 0.13%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      466806 | PA      | $425519.30    | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DWFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      199207 | PA      | $187069.74    | 0.03%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                           | South Africa, Parliament of                                                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    14223942 | PA      | $746750.99    | 0.12%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                          | Petroleos de Venezuela, S.A.                                                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |      905437 | PA      | $38707.43     | 0.01%             | 2026-11-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Playtech PLC                                                                          | Playtech PLC                                                                          | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | DBT              | CORP              | IM        |      230000 | PA      | $231330.24    | 0.04%             | 2026-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP                                                                     | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | NL        |      455000 | PA      | $446156.55    | 0.07%             | 2026-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                         | Presidencia Da Republica Federativa Do Brasil                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1500000 | PA      | $271799.40    | 0.04%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                 | Banco Santander, S.A.                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $781040.00    | 0.12%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                 | Frontier Communications Holdings, LLC                                                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $271455.35    | 0.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                | ZF Europe Finance B.V.                                                                | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $486307.35    | 0.08%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                 | BCP V Modular Services Finance II PLC                                                 | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      178000 | PA      | $179307.51    | 0.03%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                   | Ally Financial Inc.                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $402759.19    | 0.06%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                  | Gobierno de la Republica del Ecuador                                                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |      285000 | PA      | $181687.50    | 0.03%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                 | Frontier Communications Holdings, LLC                                                 | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $326724.19    | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC30                                                | GS Mortgage Securities Trust 2015-GC30                                                | CUSIP: 36250GAR6<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-CBDO         | CORP              | US        |    15537942 | PA      | $214746.79    | 0.03%             | 2050-05-12      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                                  | Analog Devices, Inc.                                                                  | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      505000 | PA      | $342540.14    | 0.05%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                            | Mauser Packaging Solutions Holding Company                                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111077.75    | 0.02%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                                | GS Mortgage Securities Trust 2014-GC26                                                | CUSIP: 36250HAG8<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-CBDO         | CORP              | US        |    10796104 | PA      | $148186.24    | 0.02%             | 2047-11-13      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                | General Motors Financial Company, Inc.                                                | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1627647.20   | 0.25%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                          | Safeway Inc.                                                                          | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      230000 | PA      | $192863.78    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XXI Ltd.                                                                | Battalion CLO XXI Ltd.                                                                | CUSIP: 07134WAL7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $891344.00    | 0.14%             | 2034-07-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      535000 | PA      | $391403.54    | 0.06%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      150000 | PA      | $108026.68    | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $138614.03    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                        | GS Mortgage Securities Corp II                                                        | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      555000 | PA      | $551481.08    | 0.09%             | 2024-08-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC25                                         | Citigroup Commercial Mortgage Trust 2014-GC25                                         | CUSIP: 17322YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11469673 | PA      | $145192.30    | 0.02%             | 2047-10-11      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                          | Connecticut Avenue Securities Trust 2022-R04                                          | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1245000 | PA      | $1240352.42   | 0.19%             | 2042-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      650000 | PA      | $546871.05    | 0.08%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                  | Royal Bank of Canada                                                                  | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $992134.40    | 0.15%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                  | Genesis Energy, L.P.                                                                  | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      330000 | PA      | $314472.36    | 0.05%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                         | The Goldman Sachs Group, Inc.                                                         | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      420000 | PA      | $340083.39    | 0.05%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1098761.20   | 0.17%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1340383 | PA      | $1178619.78   | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-2                                                  | SG Residential Mortgage Trust 2021-2                                                  | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3303856 | PA      | $2664142.23   | 0.41%             | 2023-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                   | SVB Financial Group                                                                   | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1030376.63   | 0.16%             | 2500-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      459000 | PA      | $453423.15    | 0.07%             | 2500-12-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170288.41    | 0.03%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                            | Government of Saudi Arabia                                                            | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      335000 | PA      | $262445.70    | 0.04%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                            | Government of Saudi Arabia                                                            | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      440000 | PA      | $315854.00    | 0.05%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                              | HCA Inc.                                                                              | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155225.35    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                                  | Hudbay Minerals Inc.                                                                  | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | US        |      445000 | PA      | $405571.11    | 0.06%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                     | MV24 Capital B.V.                                                                     | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188430 | PA      | $172229.15    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIV, Limited                                                               | Magnetite XXIV, Limited                                                               | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |     5200000 | PA      | $4732083.20   | 0.73%             | 2035-04-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                             | Sensata Technologies B.V.                                                             | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |      445000 | PA      | $421515.29    | 0.07%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shea Homes Limited Partnership, A California Limited Partnership                      | Shea Homes Limited Partnership, A California Limited Partnership                      | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $567993.70    | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mariner CLO 2015-1 LLC                                                                | Mariner CLO 2015-1 LLC                                                                | CUSIP: 56844XBN8<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1850978.00   | 0.29%             | 2029-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Masonite International Corporation                                                    | Masonite International Corporation                                                    | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | US        |      215000 | PA      | $199141.20    | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                                  | Hudbay Minerals Inc.                                                                  | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $986054.58    | 0.15%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                    | Huntington Bancshares Incorporated                                                    | CUSIP: 446150AL8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      504000 | PA      | $468615.21    | 0.07%             | 2500-12-31      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                       | Sierra Timeshare 2021-1 Receivables Funding LLC                                       | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      598363 | PA      | $545247.34    | 0.08%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                       | Sierra Timeshare 2021-2 Receivables Funding LLC                                       | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290407 | PA      | $264420.02    | 0.04%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Masonite International Corporation                                                    | Masonite International Corporation                                                    | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | US        |      765000 | PA      | $620385.20    | 0.10%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                              | President and Fellows of Harvard College                                              | CUSIP: 57584Y2Y4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     1050000 | PA      | $1262674.98   | 0.20%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                 | MVC Acquisition Corp.                                                                 | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $277763.80    | 0.04%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                 | MVC Acquisition Corp.                                                                 | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $347602.21    | 0.05%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust 2022-DPM                                    | Taubman Centers Commercial Mortgage Trust 2022-DPM                                    | CUSIP: 87666YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      975000 | PA      | $936408.14    | 0.15%             | 2037-05-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                        | TransDigm Inc.                                                                        | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      470000 | PA      | $464511.60    | 0.07%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                  | United Rentals (North America), Inc.                                                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      485000 | PA      | $396173.56    | 0.06%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1730845.94   | 0.27%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                      | Occidental Petroleum Corporation                                                      | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      590000 | PA      | $590894.76    | 0.09%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                      | Occidental Petroleum Corporation                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      230000 | PA      | $232758.24    | 0.04%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                 | Wells Fargo & Company                                                                 | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      384000 | PA      | $343927.68    | 0.05%             | 2500-12-31      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                             | WFRBS Commercial Mortgage Trust 2014-LC14                                             | CUSIP: 96221TAH0<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-CBDO         | CORP              | US        |     6050472 | PA      | $51692.21     | 0.01%             | 2047-03-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                     | NatWest Group PLC                                                                     | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |      595000 | PA      | $549631.25    | 0.09%             | 2500-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                             | Six Flags Operations Inc.                                                             | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      335000 | PA      | $301839.27    | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Wynn Las Vegas, LLC                                                                   | Wynn Las Vegas, LLC                                                                   | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1262549.42   | 0.20%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                   | Wynn Macau, Limited                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |      435000 | PA      | $398922.82    | 0.06%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                      | Societe Generale                                                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |      330000 | PA      | $280170.00    | 0.04%             | 2500-12-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      335000 | PA      | $295161.69    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | 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: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3083000 | PA      | $731929.01    | 0.11%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                       | Ardagh Packaging Finance Public Limited Company                                       | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | GB        |      185000 | PA      | $153379.00    | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $1606096.64   | 0.25%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                           | Targa Resources Partners LP                                                           | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45436.94     | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                              | CUSIP: 15089QAT1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202942.24    | 0.03%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                               | Aveanna Healthcare, LLC                                                               | CUSIP: 05549DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        8374 | PA      | $6405.77      | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                                       | Envision Healthcare Corporation                                                       | CUSIP: 29373UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210794 | PA      | $52698.43     | 0.01%             | 2027-03-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                           | Targa Resources Partners LP                                                           | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45443.05     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                            | Kronos International, Inc.                                                            | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      205000 | PA      | $190445.06    | 0.03%             | 2025-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Aramark International Finance S.a r.l.                                                | Aramark International Finance S.a r.l.                                                | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |      277000 | PA      | $282246.23    | 0.04%             | 2025-04-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                            | Adient Global Holdings Ltd                                                            | CUSIP: N/A<br>LEI: 213800VA38VCKE6M8790       | Long             | DBT              | CORP              | JE        |      300000 | PA      | $306674.15    | 0.05%             | 2024-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Eircom Limited                                                                        | Eircom Limited                                                                        | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      290000 | PA      | $278660.91    | 0.04%             | 2026-05-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                                | Techem Verwaltungsgesellschaft 675 mbH                                                | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $196084.94    | 0.03%             | 2025-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                       | Turkiye Cumhuriyeti Basbakanlik                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     1336629 | PA      | $231264.56    | 0.04%             | 2025-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nautilus Power, LLC                                                                   | Nautilus Power, LLC                                                                   | CUSIP: 63909UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      236934 | PA      | $179884.90    | 0.03%             | 2024-04-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GTT Communications, Inc.                                                              | GTT Communications, Inc.                                                              | CUSIP: 36250LAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      185799 | PA      | $83609.60     | 0.01%             | 2025-04-27      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                                | BX Commercial Mortgage Trust 2021-VOLT                                                | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2505000 | PA      | $2343165.98   | 0.36%             | 2023-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                     | Cornerstone Building Brands, Inc.                                                     | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      410000 | PA      | $376084.27    | 0.06%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                   | Centene Corporation                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      495000 | PA      | $420071.85    | 0.07%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                   | Centene Corporation                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      175000 | PA      | $137080.93    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1291516.82   | 0.20%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      970000 | PA      | $852504.13    | 0.13%             | 2500-12-31      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1042598.87   | 0.16%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                 | Delta Air Lines, Inc.                                                                 | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      955000 | PA      | $803363.28    | 0.12%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| General Motors Company                                                                | General Motors Company                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1542958.16   | 0.24%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                        | Performance Food Group Company                                                        | CUSIP: 69346VAA7<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |      625000 | PA      | $593727.43    | 0.09%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                  | Government of the Republic of Panama                                                  | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      490000 | PA      | $363212.50    | 0.06%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                  | Roche Holdings, Inc.                                                                  | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $836013.44    | 0.13%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                            | Rogers Communications Inc.                                                            | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1606860.19   | 0.25%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                     | Standard Buildings Solutions Inc.                                                     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      185000 | PA      | $139175.50    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $605630.89    | 0.09%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                      | Paramount Global                                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1490366.36   | 0.23%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV Designated Activity Company                    | Virgin Media Vendor Financing Notes IV Designated Activity Company                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | US        |      635000 | PA      | $554996.39    | 0.09%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                         | Iliad Holding                                                                         | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      393000 | PA      | $380195.56    | 0.06%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA.                                                              | Lorca Telecom Bondco SA.                                                              | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $191276.48    | 0.03%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                             | AT&T Inc.                                                                             | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      715000 | PA      | $507194.97    | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                             | AT&T Inc.                                                                             | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $1764329.76   | 0.27%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      467000 | PA      | $450280.37    | 0.07%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      330000 | PA      | $290617.80    | 0.05%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                        | Citigroup Inc.                                                                        | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      403000 | PA      | $359480.16    | 0.06%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                        | Citigroup Inc.                                                                        | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      305000 | PA      | $253970.68    | 0.04%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                          | Connecticut Avenue Securities Trust 2022-R03                                          | CUSIP: 20753XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3060000 | PA      | $3097606.18   | 0.48%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      651562 | PA      | $628656.95    | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 35564KE47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1457000 | PA      | $1444268.44   | 0.22%             | 2042-08-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| H.B. Fuller Company                                                                   | H.B. Fuller Company                                                                   | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      675000 | PA      | $594224.23    | 0.09%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                | Hilcorp Energy I, L.P.                                                                | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      276000 | PA      | $234289.08    | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kayne CLO 7 Ltd                                                                       | Kayne CLO 7 Ltd                                                                       | CUSIP: 48661CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1774318.80   | 0.27%             | 2033-04-18      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Kayne CLO 6 Ltd                                                                       | Kayne CLO 6 Ltd                                                                       | CUSIP: 48661NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2337486.20   | 0.36%             | 2033-01-21      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      335000 | PA      | $325369.51    | 0.05%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      630000 | PA      | $598199.26    | 0.09%             | 2026-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                       | Live Nation Entertainment, Inc.                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      930000 | PA      | $910099.53    | 0.14%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                              | Lloyds Banking Group PLC                                                              | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      243000 | PA      | $236925.00    | 0.04%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                             | MSCI Inc.                                                                             | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      165000 | PA      | $137468.06    | 0.02%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                             | MSCI Inc.                                                                             | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      170000 | PA      | $141453.68    | 0.02%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                             | MSCI Inc.                                                                             | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      175000 | PA      | $135093.23    | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MVW 2022-1 LLC                                                                        | MVW 2022-1 LLC                                                                        | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1153229 | PA      | $1105943.13   | 0.17%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      160000 | PA      | $141359.02    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-F                                      | Navient Private Education Refi Loan Trust 2021-F                                      | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3868817 | PA      | $3266437.60   | 0.51%             | 2029-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| TICP CLO VII, Ltd.                                                                    | TICP CLO VII, Ltd.                                                                    | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $929953.00    | 0.14%             | 2033-04-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                          | Vistra Corp.                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      845000 | PA      | $770312.31    | 0.12%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                       | Western Midstream Operating, LP                                                       | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $438090.00    | 0.07%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                      | Gobierno Federal de los Estados Unidos Mexicanos                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    33216800 | PA      | $1594825.73   | 0.25%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                       | Teva Pharmaceutical Finance Netherlands II B.V.                                       | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      695000 | PA      | $550494.98    | 0.09%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                              | Ministerio de Hacienda y Credito Publico                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5552200000 | PA      | $775441.23    | 0.12%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Maison Finco PLC                                                                      | Maison Finco PLC                                                                      | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |      104000 | PA      | $90913.43     | 0.01%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | GB        |      480000 | PA      | $444512.58    | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XIX, Ltd                                                  | Benefit Street Partners CLO XIX, Ltd                                                  | CUSIP: 08182RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2455936.60   | 0.38%             | 2033-01-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                    | The Boeing Company                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $2882406.69   | 0.45%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                              | Comstock Resources, Inc.                                                              | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1310931.52   | 0.20%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                             | Coty Inc.                                                                             | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76859.75     | 0.01%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GTCR (AP) Finance Inc.                                                                | GTCR (AP) Finance Inc.                                                                | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $373890.40    | 0.06%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Intown 2022-Stay Mortgage Trust                                                       | Intown 2022-Stay Mortgage Trust                                                       | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1708000 | PA      | $1696805.60   | 0.26%             | 2024-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1131440.94   | 0.18%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      810000 | PA      | $705691.79    | 0.11%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                            | Avis Budget Rental Car Funding (AESOP) LLC                                            | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      903000 | PA      | $867029.18    | 0.13%             | 2028-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                         | BBCMS Mortgage Trust 2022-C17                                                         | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8231678 | PA      | $657265.73    | 0.10%             | 2055-09-17      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                | Buckeye Partners, L.P.                                                                | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      725000 | PA      | $525808.60    | 0.08%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      390000 | PA      | $328396.73    | 0.05%             | 2500-12-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2456184 | PA      | $2086085.38   | 0.32%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DNE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      970796 | PA      | $912434.78    | 0.14%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                             | LATAM Airlines Group S.A.                                                             | CUSIP: 51818LAB4<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |      330000 | PA      | $335685.83    | 0.05%             | 2029-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                               | Level 3 Financing, Inc.                                                               | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $584177.02    | 0.09%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $932759.54    | 0.14%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2020-A Trust                                           | SoFi Professional Loan Program 2020-A Trust                                           | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403000 | PA      | $333078.33    | 0.05%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Solaris Midstream Holdings, LLC                                                       | Solaris Midstream Holdings, LLC                                                       | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |      615000 | PA      | $612399.17    | 0.09%             | 2026-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                  | The Southern Company                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $2894890.42   | 0.45%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                           | Southwestern Energy Company                                                           | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      310000 | PA      | $281924.39    | 0.04%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                           | Southwestern Energy Company                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      915000 | PA      | $781256.45    | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                           | Onemain Finance Corporation                                                           | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1139198.80   | 0.18%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                           | Onemain Finance Corporation                                                           | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1383441.76   | 0.21%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                            | Sprint Capital Corporation                                                            | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      140000 | PA      | $166539.39    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprint Corporation                                                                    | Sprint Corporation                                                                    | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51771.55     | 0.01%             | 2025-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                         | Starwood Property Trust, Inc.                                                         | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      860000 | PA      | $822594.50    | 0.13%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                         | Starwood Property Trust, Inc.                                                         | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      585000 | PA      | $581143.64    | 0.09%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                         | Starwood Property Trust, Inc.                                                         | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      235000 | PA      | $222471.08    | 0.03%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2005-4                                         | Structured Asset Investment Loan Trust 2005-4                                         | CUSIP: 86358EBW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23262 | PA      | $23198.33     | 0.00%             | 2033-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                         | Tallgrass Energy Partners, LP                                                         | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      980000 | PA      | $852378.75    | 0.13%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                         | Tallgrass Energy Partners, LP                                                         | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      495000 | PA      | $426320.55    | 0.07%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                           | Targa Resources Partners LP                                                           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47756.19     | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                        | TransDigm Inc.                                                                        | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      840000 | PA      | $788806.07    | 0.12%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO III Ltd                                                                  | Trestles CLO III Ltd                                                                  | CUSIP: 89532TAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $931351.00    | 0.14%             | 2033-01-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                      | Trinitas CLO Ltd                                                                      | CUSIP: 89642DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1392079.50   | 0.22%             | 2034-07-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                      | Gobierno Federal de los Estados Unidos Mexicanos                                      | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     1130000 | PA      | $832330.88    | 0.13%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                  | United Rentals (North America), Inc.                                                  | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      215000 | PA      | $201923.08    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                           | Westpac Banking Corporation                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1120830.86   | 0.17%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                    | Republica Bolivariana de Venezuela                                                    | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | US        |     1719000 | PA      | $138809.25    | 0.02%             | 2024-10-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                           | Koztarsasagi Elnoki Hivatal                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   402690000 | PA      | $706396.41    | 0.11%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                               | Aveanna Healthcare, LLC                                                               | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       29572 | PA      | $22622.33     | 0.00%             | 2024-12-31      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                       | APX Group, Inc.                                                                       | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |      290000 | PA      | $279370.91    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                       | APX Group, Inc.                                                                       | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |      795000 | PA      | $659131.84    | 0.10%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| American Airlines, Inc.                                                               | American Airlines, Inc.                                                               | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $2784013.49   | 0.43%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                | Aramark Services, Inc.                                                                | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      630000 | PA      | $615984.15    | 0.10%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $712542.61    | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commscope Finance LLC                                                                 | Commscope Finance LLC                                                                 | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1161826.28   | 0.18%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                     | HSBC Holdings PLC                                                                     | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      410000 | PA      | $325020.12    | 0.05%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                                      | Hanesbrands Inc.                                                                      | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      455000 | PA      | $409173.31    | 0.06%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                           | BNP Paribas                                                                           | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      575000 | PA      | $445215.89    | 0.07%             | 2500-12-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets P.L.C.                                                             | BP Capital Markets P.L.C.                                                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2482048.94   | 0.38%             | 2500-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                    | BX Trust 2019-OC11                                                                    | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      782000 | PA      | $646094.11    | 0.10%             | 2029-12-11      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| California, State of                                                                  | California, State of                                                                  | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      210000 | PA      | $265204.99    | 0.04%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CrownRock, L.P.                                                                       | CrownRock, L.P.                                                                       | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |      190000 | PA      | $183350.00    | 0.03%             | 2025-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings Inc.                                                       | Cumulus Media New Holdings Inc.                                                       | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |      194000 | PA      | $162930.90    | 0.03%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DaVita Inc.                                                                           | DaVita Inc.                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      515000 | PA      | $415045.30    | 0.06%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                       | MPT Operating Partnership, L.P.                                                       | CUSIP: 55342UAM6<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |      175000 | PA      | $120394.47    | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                      | Magallanes, Inc.                                                                      | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $1916481.79   | 0.30%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                                                 | Nabors Industries Ltd                                                                 | CUSIP: 629571AA8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      425000 | PA      | $402323.82    | 0.06%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                     | NatWest Group PLC                                                                     | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $2241495.90   | 0.35%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                     | NatWest Group PLC                                                                     | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |      935000 | PA      | $671797.50    | 0.10%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                   | Government of the Sultanate of Oman                                                   | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      475000 | PA      | $476790.75    | 0.07%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                          | ONE 2021-PARK Mortgage Trust                                                          | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      505000 | PA      | $454824.97    | 0.07%             | 2023-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                  | Sirius XM Radio Inc.                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101787.54    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                  | Sirius XM Radio Inc.                                                                  | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $986688.55    | 0.15%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                  | Sirius XM Radio Inc.                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      970000 | PA      | $801355.90    | 0.12%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                  | Sirius XM Radio Inc.                                                                  | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      665000 | PA      | $590437.58    | 0.09%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                  | Sirius XM Radio Inc.                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      315000 | PA      | $248895.63    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                             | Six Flags Operations Inc.                                                             | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      280000 | PA      | $269842.99    | 0.04%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                         | VistaJet Malta Finance P.L.C.                                                         | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      700000 | PA      | $562308.17    | 0.09%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                         | VistaJet Malta Finance P.L.C.                                                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      725000 | PA      | $656112.03    | 0.10%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                          | The Republic of Indonesia, The Government of                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 30000000000 | PA      | $1877758.15   | 0.29%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                             | Sappi Papier Holding GmbH                                                             | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $91537.35     | 0.01%             | 2028-03-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                 | ZF Friedrichshafen AG                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $89544.17     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                            | Altice France Holding S.A.                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $68366.40     | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Repsol International Finance B.V.                                                     | Repsol International Finance B.V.                                                     | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      130000 | PA      | $123677.06    | 0.02%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                            | Apple Inc.                                                                            | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $844566.35    | 0.13%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                            | The Arab Republic of Egypt                                                            | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      880000 | PA      | $585189.44    | 0.09%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                            | The Arab Republic of Egypt                                                            | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $138999.20    | 0.02%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                               | Presidencia de la Republica de Colombia                                               | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      300000 | PA      | $229891.20    | 0.04%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                   | Comcast Corporation                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4370000 | PA      | $2746943.54   | 0.43%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Company, Inc.                                                       | CommScope Holding Company, Inc.                                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      259000 | PA      | $235705.92    | 0.04%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3136B04S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2080636 | PA      | $226797.39    | 0.04%             | 2044-12-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3136B55A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1902489 | PA      | $216485.92    | 0.03%             | 2043-06-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                    | The Goodyear Tire & Rubber Company                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      940000 | PA      | $784100.27    | 0.12%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                  | Hilton Grand Vacations Trust 2022-1D                                                  | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633731 | PA      | $592106.79    | 0.09%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-2                                                   | Hilton Grand Vacations Trust 2022-2                                                   | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      651665 | PA      | $630408.80    | 0.10%             | 2029-08-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust 2016-HHV                                                             | Hilton USA Trust 2016-HHV                                                             | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $359653.04    | 0.06%             | 2026-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                              | Service Properties Trust                                                              | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      475000 | PA      | $338130.47    | 0.05%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                             | HUB International Limited                                                             | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      260000 | PA      | $255219.72    | 0.04%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                        | Community Health Systems, Inc.                                                        | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      285000 | PA      | $215256.18    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                                         | COMM 2014-LC15 Mortgage Trust                                                         | CUSIP: 12591TAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14079301 | PA      | $125212.86    | 0.02%             | 2047-04-12      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Bip-V Chinook                                                                         | Bip-V Chinook                                                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1120000 | PA      | $981361.99    | 0.15%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                | CVS Health Corporation                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2391679.33   | 0.37%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140MF4H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      730074 | PA      | $704409.26    | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      389512 | PA      | $342504.42    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Finance 2 PLC                                                           | Ineos Quattro Finance 2 PLC                                                           | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1189429.69   | 0.18%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                        | ING Groep N.V.                                                                        | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      245000 | PA      | $231831.25    | 0.04%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                        | ING Groep N.V.                                                                        | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      846000 | PA      | $752432.40    | 0.12%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      552000 | PA      | $490135.72    | 0.08%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      955000 | PA      | $806079.69    | 0.12%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Dufry One B.V.                                                                        | Dufry One B.V.                                                                        | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      230000 | PA      | $200416.94    | 0.03%             | 2027-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | GB        |      165000 | PA      | $178529.71    | 0.03%             | 2026-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dufry One B.V.                                                                        | Dufry One B.V.                                                                        | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      755000 | PA      | $667831.12    | 0.10%             | 2028-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Grunenthal GmbH                                                                       | Grunenthal GmbH                                                                       | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $97636.77     | 0.02%             | 2026-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc.                                                               | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2488419.61   | 0.39%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                           | AbbVie Inc.                                                                           | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1917181.92   | 0.30%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                    | AerCap Ireland Capital Designated Activity Company                                    | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1421989.84   | 0.22%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17195000 | PA      | $16574367.11  | 2.57%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22210000 | PA      | $21901152.18  | 3.39%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                    | AmWINS Group, Inc.                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      740000 | PA      | $635342.87    | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMA CGM                                                                               | CMA CGM                                                                               | CUSIP: N/A<br>LEI: 969500BZJ49IICIBZZ08       | Long             | DBT              | CORP              | FR        |      170000 | PA      | $187524.87    | 0.03%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bellis Finco PLC                                                                      | Bellis Finco PLC                                                                      | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $131754.40    | 0.02%             | 2027-02-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3136ASJM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1431357 | PA      | $144137.66    | 0.02%             | 2046-06-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                              | Government National Mortgage Association                                              | CUSIP: 38383DCL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2724716 | PA      | $374848.39    | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                | Romania, Government of                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | US        |      712000 | PA      | $469727.76    | 0.07%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA.                                                              | Lorca Telecom Bondco SA.                                                              | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |     1025000 | PA      | $980675.98    | 0.15%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Company Europe LLC                                                   | Graham Packaging Company Europe LLC                                                   | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $254942.52    | 0.04%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Acciones y Valores S.A.                                                    | Grupo Aval Acciones y Valores S.A.                                                    | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | US        |      390000 | PA      | $316889.71    | 0.05%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                             | Harvest Midstream I, L.P.                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1021902.66   | 0.16%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                      | Hess Corporation                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      425000 | PA      | $395709.68    | 0.06%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                               | Country Garden Holdings Company Limited                                               | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | US        |      365000 | PA      | $194516.42    | 0.03%             | 2030-08-06      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                        | Community Health Systems, Inc.                                                        | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      355000 | PA      | $258372.65    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                   | Centene Corporation                                                                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      170000 | PA      | $143488.50    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1041006 | PA      | $1027385.32   | 0.16%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51266.36     | 0.01%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                         | The Goldman Sachs Group, Inc.                                                         | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      156000 | PA      | $151434.77    | 0.02%             | 2500-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| The Goodyear Tire & Rubber Company                                                    | The Goodyear Tire & Rubber Company                                                    | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      505000 | PA      | $477286.23    | 0.07%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ING Groep N.V.                                                                        | ING Groep N.V.                                                                        | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1065800.00   | 0.17%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Metinvest B.V.                                                                        | Metinvest B.V.                                                                        | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | US        |      565000 | PA      | $283995.00    | 0.04%             | 2029-10-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Metinvest B.V.                                                                        | Metinvest B.V.                                                                        | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | US        |      105000 | PA      | $54281.07     | 0.01%             | 2027-10-01      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| OHA Loan Funding 2016-1, Ltd.                                                         | OHA Loan Funding 2016-1, Ltd.                                                         | CUSIP: 67110UAS8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | US        |     3250000 | PA      | $3016536.25   | 0.47%             | 2033-01-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                  | Olympus Water US Holding Corporation                                                  | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      645000 | PA      | $528486.52    | 0.08%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                  | Olympus Water US Holding Corporation                                                  | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      265000 | PA      | $201371.01    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| United Rentals, Inc.                                                                  | United Rentals, Inc.                                                                  | CUSIP: 911363AM1<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | DBT              | CORP              | US        |      330000 | PA      | $277727.57    | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      875000 | PA      | $736093.75    | 0.11%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2215000 | PA      | $1605529.02   | 0.25%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2500000 | PA      | $1566015.50   | 0.24%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11115000 | PA      | $7075392.19   | 1.10%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                  | Gobierno de la Republica del Ecuador                                                  | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |      360000 | PA      | $164250.00    | 0.03%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                               | Corporacion Nacional del Cobre de Chile                                               | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |      805000 | PA      | $709188.90    | 0.11%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                         | Ginnie Mae II                                                                         | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9325000 | PA      | $9048247.06   | 1.40%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      335000 | PA      | $343274.50    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                 | Frontier Communications Holdings, LLC                                                 | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $469155.40    | 0.07%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                  | Genesis Energy, L.P.                                                                  | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      325000 | PA      | $305877.72    | 0.05%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                              | Government National Mortgage Association                                              | CUSIP: 38380TZV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1888908 | PA      | $194321.93    | 0.03%             | 2047-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| IAA Spinco Inc.                                                                       | IAA Spinco Inc.                                                                       | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |      330000 | PA      | $320704.66    | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                               | Molina Healthcare, Inc.                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      330000 | PA      | $280285.72    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                               | Molina Healthcare, Inc.                                                               | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      650000 | PA      | $540247.20    | 0.08%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                              | New Fortress Energy Inc.                                                              | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1089627.76   | 0.17%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                   | Novelis Corporation                                                                   | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $912378.55    | 0.14%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                          | Truist Financial Corporation                                                          | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      308000 | PA      | $305052.40    | 0.05%             | 2500-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corporation                                                          | Truist Financial Corporation                                                          | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1102745.99   | 0.17%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      200000 | PA      | $152094.48    | 0.02%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      445000 | PA      | $376859.34    | 0.06%             | 2500-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                              | United Airlines Pass Through Certificates, Series 2015-1                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      715000 | PA      | $665932.72    | 0.10%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amcap Funding LLC                                                                     | Amcap Funding LLC                                                                     | CUSIP: 00166AAA5<br>LEI: 549300VEZWL2JF9NXH87 | Long             | ABS-CBDO         | CORP              | US        |     1880000 | PA      | $1818630.97   | 0.28%             | 2023-06-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ASGN Incorporated                                                                     | ASGN Incorporated                                                                     | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      700000 | PA      | $634507.45    | 0.10%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                          | Antero Midstream Partners LP                                                          | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      275000 | PA      | $256270.30    | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                         | Asbury Automotive Group, Inc.                                                         | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63278.91     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                           | BNP Paribas                                                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      965000 | PA      | $793612.73    | 0.12%             | 2500-12-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                           | BNP Paribas                                                                           | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      450000 | PA      | $346252.50    | 0.05%             | 2500-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                | Chart Industries, Inc.                                                                | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      660000 | PA      | $662739.06    | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                    | DT Midstream, Inc.                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $900816.92    | 0.14%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                       | EQT Corporation                                                                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      750000 | PA      | $745818.31    | 0.12%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 35564KUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      917000 | PA      | $906444.69    | 0.14%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                                          | AerCap Global Aviation Trust                                                          | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |      510000 | PA      | $484493.08    | 0.08%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                    | Alliant Holdings Intermediate, LLC                                                    | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1009165.66   | 0.16%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                            | American Tower Corporation                                                            | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1002223.58   | 0.16%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                         | Ascent Resources - Utica, LLC                                                         | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      660000 | PA      | $647713.14    | 0.10%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                      | Ball Corporation                                                                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      175000 | PA      | $139670.63    | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                      | Ball Corporation                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      175000 | PA      | $140481.08    | 0.02%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                 | Banco Bilbao Vizcaya Argentaria, S.A.                                                 | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192000.00    | 0.03%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                       | Catalent Pharma Solutions, Inc.                                                       | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |      205000 | PA      | $163296.30    | 0.03%             | 2029-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                       | Catalent Pharma Solutions, Inc.                                                       | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39437.04     | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                                   | CommonSpirit Health                                                                   | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      125000 | PA      | $103874.36    | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                                         | Magnum Management Corporation                                                         | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      165000 | PA      | $157606.95    | 0.02%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                                         | Magnum Management Corporation                                                         | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      150000 | PA      | $135244.39    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                         | Ginnie Mae II                                                                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11435000 | PA      | $11330344.59  | 1.76%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                              | Government National Mortgage Association                                              | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3735000 | PA      | $3753920.39   | 0.58%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1405843.96   | 0.22%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                              | Lloyds Banking Group PLC                                                              | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      620000 | PA      | $603756.00    | 0.09%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                           | Lockheed Martin Corporation                                                           | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1071092.09   | 0.17%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                | Lowe`s Companies, Inc.                                                                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $849550.80    | 0.13%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                  | M&T Bank Corporation                                                                  | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $852235.11    | 0.13%             | 2500-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MHP SE                                                                                | MHP SE                                                                                | CUSIP: 55302TAD7<br>LEI: 213800D7DXFXGA292757 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $138347.67    | 0.02%             | 2024-05-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                          | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $2179896.04   | 0.34%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MPT Operating Partnership, L.P.                                                       | MPT Operating Partnership, L.P.                                                       | CUSIP: 55342UAG9<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |      360000 | PA      | $328611.60    | 0.05%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MPT Operating Partnership, L.P.                                                       | MPT Operating Partnership, L.P.                                                       | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $794682.50    | 0.12%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                            | Amgen Inc.                                                                            | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $848545.60    | 0.13%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                 | Banco Santander, S.A.                                                                 | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $989338.00    | 0.15%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                                                   | MCE Finance Limited                                                                   | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $511074.40    | 0.08%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      310000 | PA      | $250290.25    | 0.04%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      175000 | PA      | $131940.88    | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                | Standard Chartered PLC                                                                | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $905871.84    | 0.14%             | 2500-12-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                     | Standard Buildings Solutions Inc.                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179978.00    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                          | The Republic of Indonesia, The Government of                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  3453000000 | PA      | $217261.19    | 0.03%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                       | COMM 2014-CCRE16 Mortgage Trust                                                       | CUSIP: 12591VAF8<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-CBDO         | CORP              | US        |    11606273 | PA      | $95620.60     | 0.01%             | 2047-04-12      | Variable      | 0.94%                 | 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        |    11658371 | PA      | $115609.07    | 0.02%             | 2047-06-12      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Faurecia                                                                              | Faurecia                                                                              | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      150000 | PA      | $133590.49    | 0.02%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Autostrade per l'italia S.P.A.                                                        | Autostrade per l'italia S.P.A.                                                        | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      140000 | PA      | $118036.54    | 0.02%             | 2029-09-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                     | CSC Holdings, LLC                                                                     | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $135537.97    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      205000 | PA      | $195989.65    | 0.03%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      235000 | PA      | $198813.14    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      155000 | PA      | $151851.06    | 0.02%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      175000 | PA      | $168697.71    | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                        | Ecopetrol S.A.                                                                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      345000 | PA      | $241041.63    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                  | Edison International                                                                  | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $1852870.65   | 0.29%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                            | Presidencia de la Republica de El Salvador                                            | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |      135000 | PA      | $58725.00     | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                | Eldorado Resorts, Inc.                                                                | CUSIP: 28470RAH5<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      555000 | PA      | $539971.32    | 0.08%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                         | Enbridge Inc.                                                                         | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1293944.30   | 0.20%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1286293 | PA      | $1133871.91   | 0.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QKSW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1515296 | PA      | $1338697.99   | 0.21%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                            | First Quantum Minerals Ltd                                                            | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      780000 | PA      | $728108.14    | 0.11%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                     | FirstEnergy Corp.                                                                     | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      379000 | PA      | $337995.99    | 0.05%             | 2047-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                     | FirstEnergy Corp.                                                                     | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      200000 | PA      | $132162.05    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen, Inc.                                                                        | Jeld-Wen, Inc.                                                                        | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $938877.11    | 0.15%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen, Inc.                                                                        | Jeld-Wen, Inc.                                                                        | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19065.17     | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                               | KB Home                                                                               | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      140000 | PA      | $113102.41    | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                      | Uniti Group Inc.                                                                      | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1201790.20   | 0.19%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                      | Vantage Data Centers Issuer, LLC                                                      | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $653030.66    | 0.10%             | 2026-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                        | COMMERZBANK Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | US        |      400000 | PA      | $378000.00    | 0.06%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vivion Investments S.a r.l.                                                           | Vivion Investments S.a r.l.                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $164136.30    | 0.03%             | 2024-08-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Schaeffler AG                                                                         | Schaeffler AG                                                                         | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $277916.52    | 0.04%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                                   | Verisure Holding AB                                                                   | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      275000 | PA      | $254035.59    | 0.04%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Premier Foods Finance PLC                                                             | Premier Foods Finance PLC                                                             | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105227.02    | 0.02%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc.                                                                           | DaVita Inc.                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      650000 | PA      | $484784.48    | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      390000 | PA      | $359138.51    | 0.06%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      800000 | PA      | $719073.61    | 0.11%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                               | The Bank of New York Mellon Corporation                                               | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      143000 | PA      | $127958.47    | 0.02%             | 2500-12-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                               | The Bank of New York Mellon Corporation                                               | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1568621.37   | 0.24%             | 2500-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                   | FMG Resources (August 2006) Pty Ltd                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      265000 | PA      | $247158.02    | 0.04%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1844730 | PA      | $1732330.89   | 0.27%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                      | Jaguar Land Rover Automotive PLC                                                      | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | US        |      520000 | PA      | $483481.27    | 0.07%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KAR Auction Services, Inc.                                                            | KAR Auction Services, Inc.                                                            | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |      215000 | PA      | $210171.23    | 0.03%             | 2025-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                   | Kinder Morgan, Inc.                                                                   | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1849857.75   | 0.29%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      350000 | PA      | $328000.83    | 0.05%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                             | Liberty Mutual Group Inc.                                                             | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      690000 | PA      | $559325.34    | 0.09%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Seaworld Entertainment, Inc.                                                          | Seaworld Entertainment, Inc.                                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |      460000 | PA      | $401231.08    | 0.06%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                            | Select Medical Corporation                                                            | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      280000 | PA      | $266852.24    | 0.04%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                             | Sensata Technologies B.V.                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |      135000 | PA      | $116443.13    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                           | South Africa, Parliament of                                                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      505000 | PA      | $370537.69    | 0.06%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                           | South Africa, Parliament of                                                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      280000 | PA      | $205443.56    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                     | Terex Corporation                                                                     | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      650000 | PA      | $584065.35    | 0.09%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                        | TransDigm Inc.                                                                        | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      720000 | PA      | $713364.87    | 0.11%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3150000 | PA      | $2153466.65   | 0.33%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2260000 | PA      | $1815062.50   | 0.28%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                      | Uniti Group Inc.                                                                      | CUSIP: 91327AAB8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      350000 | PA      | $222075.55    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                         | Vistra Operations Company LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1126036.18   | 0.17%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      860000 | PA      | $839463.87    | 0.13%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                             | Zayo Group Holdings, Inc.                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      360000 | PA      | $205293.68    | 0.03%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                    | Pinnacle Bidco PLC                                                                    | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      295000 | PA      | $307798.39    | 0.05%             | 2025-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2045769.46   | 0.32%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ockenfels Group GmbH & Co. KG                                                         | Ockenfels Group GmbH & Co. KG                                                         | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      130000 | PA      | $119204.51    | 0.02%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                         | Cheplapharm Arzneimittel GmbH                                                         | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      240000 | PA      | $224748.15    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2567228.84   | 0.40%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      165000 | PA      | $155337.32    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                          | Presidence de la Republique de Cote d'Ivoire                                          | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |     1060000 | PA      | $940750.00    | 0.15%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                           | Koztarsasagi Elnoki Hivatal                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   157640000 | PA      | $306529.44    | 0.05%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $369322.59    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $139300.25    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Company                                                              | Callon Petroleum Company                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      330000 | PA      | $313212.61    | 0.05%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Company                                                              | Callon Petroleum Company                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      350000 | PA      | $321307.72    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                  | Carnival Corporation                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      350000 | PA      | $249721.63    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 30711XUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      446866 | PA      | $444581.09    | 0.07%             | 2030-05-28      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 30711XY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2259017 | PA      | $2261579.80   | 0.35%             | 2031-01-27      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 30711XYX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1461947 | PA      | $1447139.31   | 0.22%             | 2030-07-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                                | NuStar Logistics, L.P.                                                                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      605000 | PA      | $584440.67    | 0.09%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                   | OBX 2021-NQM4 Trust                                                                   | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2148491 | PA      | $1748720.52   | 0.27%             | 2061-10-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                           | Onemain Finance Corporation                                                           | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      740000 | PA      | $613053.75    | 0.10%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Accor                                                                                 | Accor                                                                                 | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $263359.48    | 0.04%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                      | UniCredit S.p.A.                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | US        |      200000 | PA      | $190826.00    | 0.03%             | 2500-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                 | AssuredPartners, Inc.                                                                 | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $839078.14    | 0.13%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                | Buckeye Partners, L.P.                                                                | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      180000 | PA      | $134090.25    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                            | Builders FirstSource, Inc.                                                            | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      175000 | PA      | $142472.07    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                  | Carnival Corporation                                                                  | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      670000 | PA      | $535115.47    | 0.08%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Discover Financial Services                                                           | Discover Financial Services                                                           | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1060057.57   | 0.16%             | 2500-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                         | Discovery Communications, LLC                                                         | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1232401.67   | 0.19%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                         | COMM 2014-UBS4 Mortgage Trust                                                         | CUSIP: 12592PBG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-CBDO         | CORP              | US        |     9509213 | PA      | $113920.38    | 0.02%             | 2047-12-12      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                              | Dish Network Corporation                                                              | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      350000 | PA      | $219894.15    | 0.03%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                              | Dish Network Corporation                                                              | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      640000 | PA      | $579123.20    | 0.09%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE4 Mortgage Trust                                                        | COMM 2012-CCRE4 Mortgage Trust                                                        | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1835000 | PA      | $1685293.18   | 0.26%             | 2045-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      206000 | PA      | $200114.36    | 0.03%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                  | DISH DBS Corporation                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $530100.00    | 0.08%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                  | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $1914053.04   | 0.30%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                       | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1814000 | PA      | $1322743.40   | 0.20%             | 2027-01-08      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                  | NCL Corporation Ltd.                                                                  | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      130000 | PA      | $102318.39    | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                   | Ally Financial Inc.                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      230000 | PA      | $146921.31    | 0.02%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                          | Connecticut Avenue Securities Trust 2022-R08                                          | CUSIP: 20755DAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      338000 | PA      | $339295.59    | 0.05%             | 2042-07-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                                | Natura Cosmeticos S.A.                                                                | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $200082.10    | 0.03%             | 2028-05-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Northern Oil and Gas Incorporated                                                     | Northern Oil and Gas Incorporated                                                     | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      685000 | PA      | $657300.72    | 0.10%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BFCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      807818 | PA      | $758597.40    | 0.12%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1072479 | PA      | $913223.81    | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                     | Cornerstone Building Brands, Inc.                                                     | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      545000 | PA      | $384166.95    | 0.06%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140LTFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1164781 | PA      | $992183.27    | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                  | Northwest Fiber, LLC                                                                  | CUSIP: 667449AC6<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |      470000 | PA      | $362975.40    | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PECF USS Intermediate Holding III Corporation                                         | PECF USS Intermediate Holding III Corporation                                         | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $178522.01    | 0.03%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140MATZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      767054 | PA      | $721755.33    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140MAVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1196226 | PA      | $1088276.32   | 0.17%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      977959 | PA      | $965163.40    | 0.15%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QMKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2475252 | PA      | $2102280.07   | 0.33%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                | The PNC Financial Services Group, Inc.                                                | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       90000 | PA      | $77959.50     | 0.01%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                | The PNC Financial Services Group, Inc.                                                | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1231264.44   | 0.19%             | 2500-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      820201 | PA      | $770225.86    | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133KPT65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1605827 | PA      | $1507984.72   | 0.23%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QN7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1476990 | PA      | $1344165.19   | 0.21%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QPGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1461421 | PA      | $1329996.18   | 0.21%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                | PT Pertamina (Persero)                                                                | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260324.04    | 0.04%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                      | Pacific Gas And Electric Company                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1698975.75   | 0.26%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1370788 | PA      | $1216386.27   | 0.19%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XHD38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2503659 | PA      | $2130319.13   | 0.33%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Issuer Incorporated                                            | Pactiv Evergreen Group Issuer Incorporated                                            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $603263.19    | 0.09%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                  | Government of the Republic of Panama                                                  | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      655000 | PA      | $531368.75    | 0.08%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3136AFBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1988488 | PA      | $221668.83    | 0.03%             | 2043-07-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137FQXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    18440000 | PA      | $1418887.93   | 0.22%             | 2028-07-27      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1596692 | PA      | $1360592.65   | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                         | The Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      770000 | PA      | $640657.45    | 0.10%             | 2500-12-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     5615000 | PA      | $356001.67    | 0.06%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137G0UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1856144 | PA      | $1862573.63   | 0.29%             | 2030-09-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                         | The Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2565265.45   | 0.40%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                         | The Goldman Sachs Group, Inc.                                                         | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      225000 | PA      | $205170.61    | 0.03%             | 2500-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                 | Gobierno de La Republica del Paraguay                                                 | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |      470000 | PA      | $456487.50    | 0.07%             | 2031-04-28      | Fixed         | 4.95%                 | 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: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |      535000 | PA      | $423301.10    | 0.07%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                            | First Quantum Minerals Ltd                                                            | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      535000 | PA      | $508721.02    | 0.08%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO 2019-5, Ltd.                                                          | 522 Funding CLO 2019-5, Ltd.                                                          | CUSIP: 33829WAJ8<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2399016.00   | 0.37%             | 2035-04-16      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                         | The Goldman Sachs Group, Inc.                                                         | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164141.25    | 0.03%             | 2500-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ziff Davis, Inc.                                                                      | Ziff Davis, Inc.                                                                      | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      305000 | PA      | $258253.97    | 0.04%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                         | Petrobras Global Finance B.V.                                                         | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      105000 | PA      | $80615.07     | 0.01%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $866095.39    | 0.13%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                    | Ford Motor Company                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      180000 | PA      | $129465.65    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                    | Ford Motor Company                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1298586.96   | 0.20%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                       | Lions Gate Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      875000 | PA      | $506493.59    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                      | Occidental Petroleum Corporation                                                      | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      455000 | PA      | $453797.45    | 0.07%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                         | Vistra Operations Company LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      230000 | PA      | $221857.90    | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFLELOU                                                                              | AFFLELOU                                                                              | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      175000 | PA      | $165636.00    | 0.03%             | 2026-05-19      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                  | Frontier Communications Parent, Inc.                                                  | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      355000 | PA      | $309568.32    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      215000 | PA      | $202017.60    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-6                                                     | Verus Securitization Trust 2021-6                                                     | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700867 | PA      | $1311510.31   | 0.20%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-4                                                     | Verus Securitization Trust 2022-4                                                     | CUSIP: 92538NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      846885 | PA      | $779241.80    | 0.12%             | 2067-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                          | Tenet Healthcare Corporation                                                          | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1386430.35   | 0.21%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tennessee Merger Sub, Inc.                                                            | Tennessee Merger Sub, Inc.                                                            | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      420000 | PA      | $242671.77    | 0.04%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Motion Bondco Designated Activity Company                                             | Motion Bondco Designated Activity Company                                             | CUSIP: N/A<br>LEI: 635400KFD3IETNQLA755       | Long             | DBT              | CORP              | IE        |      120000 | PA      | $103860.15    | 0.02%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                      | Jaguar Land Rover Automotive PLC                                                      | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |      470000 | PA      | $380397.39    | 0.06%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                                                      | Skandinaviska Enskilda Banken AB                                                      | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | US        |      800000 | PA      | $745040.00    | 0.12%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International                                                           | Cirsa Finance International                                                           | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      209000 | PA      | $210595.82    | 0.03%             | 2025-05-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                           | Toll Brothers Finance Corp.                                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $146044.31    | 0.02%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOWD Point Mortgage Trust 2022-4                                                      | TOWD Point Mortgage Trust 2022-4                                                      | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1701725 | PA      | $1580216.07   | 0.24%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      700000 | PA      | $512111.96    | 0.08%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                         | Asbury Automotive Group, Inc.                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      420000 | PA      | $346483.12    | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2190000 | PA      | $1527867.08   | 0.24%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                         | Vistra Operations Company LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      880000 | PA      | $759274.27    | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance S.a r.l.                                                              | PLT VII Finance S.a r.l.                                                              | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      230000 | PA      | $231113.58    | 0.04%             | 2026-01-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                     | Spa Holdings 3 Oy                                                                     | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |      380000 | PA      | $341671.21    | 0.05%             | 2028-02-04      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                        | Citigroup Inc.                                                                        | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      220000 | PA      | $191899.75    | 0.03%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                          | Connecticut Avenue Securities Trust 2021-R01                                          | CUSIP: 20754LAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2192000 | PA      | $2083648.12   | 0.32%             | 2041-12-26      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                         | Volcan Compania Minera S.A.A.                                                         | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |      124000 | PA      | $107021.68    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                          | Connecticut Avenue Securities Trust 2022-R07                                          | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1106650 | PA      | $1116191.43   | 0.17%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137FUEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     2113720 | PA      | $407209.67    | 0.06%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                               | KB Home                                                                               | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      330000 | PA      | $320476.81    | 0.05%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| National company KazMunayGaz JSC                                                      | National company KazMunayGaz JSC                                                      | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      375000 | PA      | $290906.25    | 0.05%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                     | Taylor Morrison Communities, Inc.                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163598.01    | 0.03%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                        | TransDigm Inc.                                                                        | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      420000 | PA      | $409303.98    | 0.06%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                      | Virgin Media Secured Finance PLC                                                      | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |      620000 | PA      | $557174.32    | 0.09%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                              | WFRBS Commercial Mortgage Trust 2014-C21                                              | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-CBDO         | CORP              | US        |     9951178 | PA      | $117039.79    | 0.02%             | 2047-08-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                              | W. R. Grace Holdings LLC                                                              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1112395.83   | 0.17%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                          | Petroleos de Venezuela, S.A.                                                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |      477300 | PA      | $20404.58     | 0.00%             | 2027-04-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Periama Holdings, LLC                                                                 | Periama Holdings, LLC                                                                 | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      290000 | PA      | $268975.00    | 0.04%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 060505FQ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      287000 | PA      | $249660.57    | 0.04%             | 2500-12-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                          | Barclays PLC                                                                          | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      390000 | PA      | $366871.05    | 0.06%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                          | Barclays PLC                                                                          | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1409099.12   | 0.22%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                           | Beacon Roofing Supply, Inc.                                                           | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      635000 | PA      | $595188.69    | 0.09%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC                                                 | Charter Communications Operating, LLC                                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1384531.34   | 0.21%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                          | Churchill Downs Incorporated                                                          | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      330000 | PA      | $314115.79    | 0.05%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133KN3Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1177493 | PA      | $1107956.03   | 0.17%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3136ATWA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2109435 | PA      | $239340.92    | 0.04%             | 2046-09-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC18                                                | GS Mortgage Securities Trust 2014-GC18                                                | CUSIP: 36252RAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14308486 | PA      | $99499.78     | 0.02%             | 2047-01-11      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                  | Genesis Energy, L.P.                                                                  | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      490000 | PA      | $451502.17    | 0.07%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intelligent Packaging Limited Purchaser Inc.                                          | Intelligent Packaging Limited Purchaser Inc.                                          | CUSIP: 45827MAA5<br>LEI: 549300D73EZIFX49H897 | Long             | DBT              | CORP              | US        |      160000 | PA      | $129176.56    | 0.02%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                                         | Molson Coors Beverage Company                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1468493.52   | 0.23%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| People's Government of Inner Mongolia Autonomous Region                               | People's Government of Inner Mongolia Autonomous Region                               | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      315000 | PA      | $270902.84    | 0.04%             | 2026-04-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                           | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      652000 | PA      | $567202.71    | 0.09%             | 2027-05-17      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                                            | NOVA Chemicals Corporation                                                            | CUSIP: 66977WAR0<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | US        |     1247000 | PA      | $1120230.80   | 0.17%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      355000 | PA      | $293394.30    | 0.05%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                          | UBS Group AG                                                                          | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1421134.26   | 0.22%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                          | U.S. Bancorp                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1217768.23   | 0.19%             | 2500-12-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                     | United Group B.V.                                                                     | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      335000 | PA      | $264589.85    | 0.04%             | 2027-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                    | UBS Group Funding (Switzerland) AG                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1040735.80   | 0.16%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18220000 | PA      | $16570226.37  | 2.57%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19055000 | PA      | $17887871.72  | 2.77%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                | Romania, Government of                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | US        |      852000 | PA      | $670012.80    | 0.10%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                         | Altice France                                                                         | CUSIP: 02156TAA2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $1411142.57   | 0.22%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                              | American Express Company                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      540000 | PA      | $445132.80    | 0.07%             | 2500-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                         | Broadcom Inc.                                                                         | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1226439.55   | 0.19%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                         | Broadcom Inc.                                                                         | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $1654586.86   | 0.26%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies LLC                                                            | Commscope Technologies LLC                                                            | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      280000 | PA      | $192038.04    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      260000 | PA      | $225797.77    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1255900.81   | 0.19%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                            | Iron Mountain Incorporated                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      170000 | PA      | $140027.62    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                                   | Iron Mountain Information Management Services, Inc.                                   | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $137675.71    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | 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        |    29928953 | NS      | $29928952.98  | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Angola, Government of                                                                 | Angola, Government of                                                                 | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1175000 | PA      | $928217.10    | 0.14%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                 | AssuredPartners, Inc.                                                                 | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      880000 | PA      | $855529.86    | 0.13%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      920000 | PA      | $781837.45    | 0.12%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                  | Carnival Corporation                                                                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      165000 | PA      | $134424.01    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      215000 | PA      | $173895.40    | 0.03%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      651453 | PA      | $628551.75    | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      986548 | PA      | $897442.93    | 0.14%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1162974 | PA      | $1147393.58   | 0.18%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                    | Huntington Bancshares Incorporated                                                    | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      475000 | PA      | $442521.17    | 0.07%             | 2500-12-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                   | Intesa Sanpaolo SPA                                                                   | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1060456.25   | 0.16%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106543.05    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                         | Netflix, Inc.                                                                         | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103379.89    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                              | New Fortress Energy Inc.                                                              | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $668372.66    | 0.10%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New York, City of                                                                     | New York, City of                                                                     | CUSIP: 64966QB25<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      725000 | PA      | $821670.78    | 0.13%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                   | Government of the Sultanate of Oman                                                   | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      770000 | PA      | $743065.40    | 0.12%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                                   | Tronox Incorporated                                                                   | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $947173.48    | 0.15%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                       | Cabinet of Ministers of Ukraine                                                       | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     1145000 | PA      | $217550.00    | 0.03%             | 2035-03-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| White Cap Parent, LLC                                                                 | White Cap Parent, LLC                                                                 | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $362882.80    | 0.06%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WPX Energy, Inc.                                                                      | WPX Energy, Inc.                                                                      | CUSIP: 98212BAE3<br>LEI: ZXZE9GCS2BB547GJW219 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108105.81    | 0.02%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                        | Wyndham Hotels & Resorts, Inc.                                                        | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      605000 | PA      | $542231.63    | 0.08%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                     | United Group B.V.                                                                     | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      180000 | PA      | $138527.94    | 0.02%             | 2028-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company                   | Virgin Media Vendor Financing Notes III Designated Activity Company                   | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | GB        |      585000 | PA      | $571800.15    | 0.09%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                                                | Atlas LuxCo 4 S.a r.l.                                                                | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | US        |      390000 | PA      | $326573.11    | 0.05%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                    | Avient Corporation                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      390000 | PA      | $383608.56    | 0.06%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                           | Avis Budget Car Rental, LLC                                                           | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      965000 | PA      | $878558.73    | 0.14%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                  | DISH DBS Corporation                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $348360.25    | 0.05%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                | Presidencia de la Republica Dominicana                                                | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     1200000 | PA      | $1044000.00   | 0.16%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      649173 | PA      | $641084.37    | 0.10%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1407229.89   | 0.22%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $349866.33    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                        | Community Health Systems, Inc.                                                        | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      661000 | PA      | $597978.26    | 0.09%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                        | Community Health Systems, Inc.                                                        | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      200000 | PA      | $171604.69    | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing Designated Activity Company                                      | C&W Senior Financing Designated Activity Company                                      | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | US        |      260000 | PA      | $241345.46    | 0.04%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      650000 | PA      | $528579.36    | 0.08%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Centene Corporation                                                                   | Centene Corporation                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      165000 | PA      | $135061.31    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                                     | Diamond (BC) B.V.                                                                     | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | US        |      765000 | PA      | $613782.03    | 0.10%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                    | Energy Transfer LP                                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4615000 | PA      | $3855310.36   | 0.60%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      530966 | PA      | $466887.16    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                     | Merck & Co., Inc.                                                                     | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $836411.29    | 0.13%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                  | NCL Corporation Ltd.                                                                  | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      310000 | PA      | $268324.92    | 0.04%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1495827.51   | 0.23%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                          | New York City Transitional Finance Authority                                          | CUSIP: 64971X4F2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      190000 | PA      | $207043.00    | 0.03%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                    | Plains All American Pipeline, L.P.                                                    | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1011679.24   | 0.16%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust 2022-1                                                | Prestige Auto Receivables Trust 2022-1                                                | CUSIP: 74113RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1004000 | PA      | $1000194.54   | 0.15%             | 2025-01-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| The ADT Security Corporation                                                          | The ADT Security Corporation                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      680000 | PA      | $578436.30    | 0.09%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                       | Ministry of Diwan Amiri Affairs                                                       | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |      385000 | PA      | $350972.93    | 0.05%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                                                       | RLJ III-EM Columbus Lessee, LLC                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      905000 | PA      | $805505.42    | 0.12%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Issuer Inc.                                                            | Reynolds Group Issuer Inc.                                                            | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $26636.05     | 0.00%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                            | Rogers Communications Inc.                                                            | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |      740000 | PA      | $638647.79    | 0.10%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                                   | Samhallsbyggnadsbolaget i Norden AB                                                   | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      110000 | PA      | $80831.46     | 0.01%             | 2027-08-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                            | Constellation Brands, Inc.                                                            | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1360729.19   | 0.21%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                            | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      835000 | PA      | $682874.67    | 0.11%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GW B-CR Security Corporation                                                          | GW B-CR Security Corporation                                                          | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      610000 | PA      | $587887.50    | 0.09%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                      | Garda World Security Corporation                                                      | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      245000 | PA      | $216669.96    | 0.03%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Gilbert, Town of                                                                      | Gilbert, Town of                                                                      | CUSIP: 37530ABU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      840000 | PA      | $987674.10    | 0.15%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                     | Global Aviation Leasing Co., Ltd.                                                     | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2269046 | PA      | $1934066.92   | 0.30%             | 2024-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                  | Global Infrastructure Solutions Inc.                                                  | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      180000 | PA      | $140354.97    | 0.02%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations, LLC                                              | Leeward Renewable Energy Operations, LLC                                              | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |      425000 | PA      | $368072.32    | 0.06%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medco Bell PTE. LTD.                                                                  | Medco Bell PTE. LTD.                                                                  | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | US        |      330000 | PA      | $298848.25    | 0.05%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                            | United Airlines Pass Through Trust 2020-1A                                            | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      703441 | PA      | $692959.93    | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                      | Jaguar Land Rover Automotive PLC                                                      | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |      170000 | PA      | $156001.10    | 0.02%             | 2026-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ministerio da Fazenda                                                                 | Ministerio da Fazenda                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1439000 | PA      | $238213.42    | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                 | EG Global Finance PLC                                                                 | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $100923.05    | 0.02%             | 2024-02-07      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Intrum AB                                                                             | Intrum AB                                                                             | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      515000 | PA      | $437618.27    | 0.07%             | 2027-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Allwyn International a.s.                                                             | Allwyn International a.s.                                                             | CUSIP: N/A<br>LEI: 3157001WZJ5O35EAL536       | Long             | DBT              | CORP              | CZ        |      245000 | PA      | $235535.82    | 0.04%             | 2027-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                     | CSC Holdings, LLC                                                                     | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2790000 | PA      | $1577532.68   | 0.24%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                     | CSC Holdings, LLC                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      955000 | PA      | $525526.37    | 0.08%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                | Chart Industries, Inc.                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246140.39    | 0.04%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      495000 | PA      | $447504.75    | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2937000 | PA      | $2770337.88   | 0.43%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                  | Frontier Communications Parent, Inc.                                                  | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      525000 | PA      | $434045.28    | 0.07%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                    | MetroNet Infrastructure Issuer LLC                                                    | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1330000 | PA      | $1326367.50   | 0.21%             | 2027-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Milos CLO, Ltd.                                                                       | Milos CLO, Ltd.                                                                       | CUSIP: 60162PAL6<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1581492.50   | 0.25%             | 2030-10-21      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                        | Trivium Packaging Finance B.V.                                                        | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      635000 | PA      | $593564.37    | 0.09%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                      | Gobierno Federal de los Estados Unidos Mexicanos                                      | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     1130000 | PA      | $907912.06    | 0.14%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                           | South Africa, Parliament of                                                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6557572 | PA      | $306412.83    | 0.05%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                             | Coty Inc.                                                                             | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |      284000 | PA      | $284794.37    | 0.04%             | 2026-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                                | Techem Verwaltungsgesellschaft 674 mbH                                                | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |      263759 | PA      | $264754.05    | 0.04%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                 | EG Global Finance PLC                                                                 | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |      255000 | PA      | $235967.00    | 0.04%             | 2025-02-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                     | INEOS Finance PLC                                                                     | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91886.31     | 0.01%             | 2026-05-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| SES                                                                                   | SES                                                                                   | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $103845.38    | 0.02%             | 2500-12-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                   | Ally Financial Inc.                                                                   | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      270000 | PA      | $261954.75    | 0.04%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                | Aramark Services, Inc.                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      640000 | PA      | $598108.40    | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                         | Ascent Resources - Utica, LLC                                                         | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      350000 | PA      | $340754.87    | 0.05%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                         | Ascent Resources - Utica, LLC                                                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      705000 | PA      | $629197.75    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                          | Barclays PLC                                                                          | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $1577660.00   | 0.24%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $247724.81    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1105000 | PA      | $895833.57    | 0.14%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                            | Altice France Holding S.A.                                                            | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |      630000 | PA      | $494634.14    | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc                                                                 | CD&R Smokey Buyer Inc                                                                 | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $539047.81    | 0.08%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW Finance Corporation                                                               | CDW Finance Corporation                                                               | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $974298.93    | 0.15%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                           | BNP Paribas                                                                           | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      342000 | PA      | $338285.88    | 0.05%             | 2500-12-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      307000 | PA      | $221098.92    | 0.03%             | 2500-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC27                                         | Citigroup Commercial Mortgage Trust 2015-GC27                                         | CUSIP: 17323CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6306574 | PA      | $127918.77    | 0.02%             | 2048-02-12      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      275000 | PA      | $253094.20    | 0.04%             | 2500-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      950000 | PA      | $623839.16    | 0.10%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                            | EQM Midstream Partners, LP                                                            | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      280000 | PA      | $230729.09    | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                | Eldorado Resorts, Inc.                                                                | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      740000 | PA      | $727757.44    | 0.11%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      697185 | PA      | $634487.37    | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31395QSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2161428 | PA      | $392921.19    | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      777687 | PA      | $730302.78    | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                        | Citizens Financial Group, Inc.                                                        | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      368000 | PA      | $337568.41    | 0.05%             | 2500-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Merger Sub Inc.                                                            | Enterprise Merger Sub Inc.                                                            | CUSIP: 29373TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $101423.99    | 0.02%             | 2026-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1230514 | PA      | $1086144.20   | 0.17%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1374787 | PA      | $1214134.69   | 0.19%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                                | FS Luxembourg S.a r.l.                                                                | CUSIP: 30315XAB0<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110119.88    | 0.02%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      994378 | PA      | $982007.40    | 0.15%             | 2030-08-26      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2108431 | PA      | $2095678.58   | 0.32%             | 2030-12-26      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      920226 | PA      | $809168.96    | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                  | Northwest Fiber, LLC                                                                  | CUSIP: 667449AD4<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |      645000 | PA      | $563844.47    | 0.09%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                                            | NOVA Chemicals Corporation                                                            | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | US        |      635000 | PA      | $615159.63    | 0.10%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XGRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2432149 | PA      | $2137866.60   | 0.33%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XGY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1717150 | PA      | $1464848.50   | 0.23%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO XV, Ltd.                                                                     | TICP CLO XV, Ltd.                                                                     | CUSIP: 87250RAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $473428.50    | 0.07%             | 2033-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Loxama                                                                                | Loxama                                                                                | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      226000 | PA      | $205945.43    | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $179570.04    | 0.03%             | 2027-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AA Bond Co Limited                                                                    | AA Bond Co Limited                                                                    | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96150.22     | 0.01%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XHB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      671137 | PA      | $570953.51    | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      235000 | PA      | $226550.93    | 0.04%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                     | INEOS Finance PLC                                                                     | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      405000 | PA      | $384547.26    | 0.06%             | 2026-03-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31276.13     | 0.00%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                  | Frontier Communications Parent, Inc.                                                  | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      280000 | PA      | $260598.04    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                    | T-Mobile USA, Inc.                                                                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1050893.89   | 0.16%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                           | Verizon Communications Inc.                                                           | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $840771.51    | 0.13%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                           | Verizon Communications Inc.                                                           | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $1790500.44   | 0.28%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-6                                                     | Verus Securitization Trust 2021-6                                                     | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6604031 | PA      | $5321031.36   | 0.82%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                             | Intrum AB                                                                             | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      335000 | PA      | $299137.43    | 0.05%             | 2026-07-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                            | Altice France Holding S.A.                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $158334.08    | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Wepa Hygieneprodukte GmbH                                                             | Wepa Hygieneprodukte GmbH                                                             | CUSIP: N/A<br>LEI: 529900KQ44OJDIDU6J81       | Long             | DBT              | CORP              | DE        |      163000 | PA      | $141336.68    | 0.02%             | 2027-12-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| National Express Group PLC                                                            | National Express Group PLC                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      145000 | PA      | $142662.58    | 0.02%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Faurecia                                                                              | Faurecia                                                                              | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $90700.26     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                          | Petroleos de Venezuela, S.A.                                                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |     4956916 | PA      | $211908.16    | 0.03%             | 2024-05-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ineos Quattro Finance 1 PLC                                                           | Ineos Quattro Finance 1 PLC                                                           | CUSIP: N/A<br>LEI: 213800QO23X11QXPVT49       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $438081.45    | 0.07%             | 2026-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                     | CCO Holdings, LLC                                                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905000 | PA      | $749357.94    | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                                             | Amur Equipment Finance Receivables XI LLC                                             | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      487000 | PA      | $481642.42    | 0.07%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                       | Ardagh Packaging Finance Public Limited Company                                       | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |      315000 | PA      | $237543.66    | 0.04%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                        | Community Health Systems, Inc.                                                        | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      385000 | PA      | $322247.90    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                   | Centene Corporation                                                                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      175000 | PA      | $137515.00    | 0.02%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                 | Ardagh Metal Packaging Finance Public Limited Company                                 | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23796.73     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                 | Ardagh Metal Packaging Finance Public Limited Company                                 | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      370000 | PA      | $362514.66    | 0.06%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                        | EPR Properties                                                                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      875000 | PA      | $690094.48    | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                   | FMG Resources (August 2006) Pty Ltd                                                   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103280.78    | 0.02%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-SDMF                                                                    | BX Trust 2021-SDMF                                                                    | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      479000 | PA      | $449100.53    | 0.07%             | 2023-09-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities | The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4581330 | PA      | $604435.43    | 0.09%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BBXK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1222796 | PA      | $1112830.74   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3136BJWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     3851426 | PA      | $659507.79    | 0.10%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137AYAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1664692 | PA      | $190719.74    | 0.03%             | 2043-01-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137BGRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1090919 | PA      | $117307.15    | 0.02%             | 2045-03-15      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                              | Government National Mortgage Association                                              | CUSIP: 38382KMV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     5731291 | PA      | $620618.04    | 0.10%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                              | Government National Mortgage Association                                              | CUSIP: 38382NXV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     5018593 | PA      | $655758.95    | 0.10%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QKTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      682224 | PA      | $622247.10    | 0.10%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QLR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      524360 | PA      | $461774.67    | 0.07%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                              | HCA Inc.                                                                              | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159226.44    | 0.02%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                     | HSBC Holdings PLC                                                                     | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      450000 | PA      | $388896.75    | 0.06%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1380102 | PA      | $1175813.48   | 0.18%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1109895 | PA      | $1015284.92   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                   | Fifth Third Bancorp                                                                   | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      547000 | PA      | $521008.20    | 0.08%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                            | First Quantum Minerals Ltd                                                            | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      125000 | PA      | $122242.16    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                    | Ford Motor Company                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      415000 | PA      | $470029.95    | 0.07%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                    | Ford Motor Company                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      185000 | PA      | $139202.54    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 35564KTJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2460000 | PA      | $2386353.26   | 0.37%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                  | United Rentals (North America), Inc.                                                  | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      755000 | PA      | $752098.91    | 0.12%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                 | Treasury, United States Department of                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4810000 | PA      | $3590965.63   | 0.56%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                          | Viatris Inc.                                                                          | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1108814.61   | 0.17%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                  | VICI Properties Inc.                                                                  | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      340000 | PA      | $317293.14    | 0.05%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                              | Virgin Media Finance PLC                                                              | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | US        |      205000 | PA      | $164700.96    | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                                                                   | Wynn Las Vegas, LLC                                                                   | CUSIP: 983130AV7<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |     2428000 | PA      | $2313508.05   | 0.36%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                                | Emirates NBD Bank PJSC                                                                | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      575000 | PA      | $565495.25    | 0.09%             | 2500-12-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                         | Altice France                                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      730000 | PA      | $592650.72    | 0.09%             | 2029-01-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                 | Altice Financing S.A.                                                                 | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $600778.00    | 0.09%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                                   | Verisure Holding AB                                                                   | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      465000 | PA      | $448665.04    | 0.07%             | 2026-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                    | ABN AMRO Bank N.V.                                                                    | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1012058.60   | 0.16%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                    | AMC Networks, Inc.                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      335000 | PA      | $209026.30    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16050000 | PA      | $16097655.66  | 2.49%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      610000 | PA      | $619436.21    | 0.10%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                 | Angola, Government of                                                                 | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |      335000 | PA      | $293543.75    | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $110911.95    | 0.02%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                               | Presidencia de la Republica de Colombia                                               | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      265000 | PA      | $181171.49    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commscope, Inc.                                                                       | Commscope, Inc.                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      535000 | PA      | $384748.80    | 0.06%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     8100000 | PA      | $680736.96    | 0.11%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 31395Q3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2678469 | PA      | $473815.60    | 0.07%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                | Hilcorp Energy I, L.P.                                                                | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      125000 | PA      | $113404.72    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                | Hilcorp Energy I, L.P.                                                                | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $223392.08    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                                   | iShares iBoxx $ Investment Grade Corporate Bond ETF                                   | CUSIP: 464287242<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |      238262 | NS      | $25119962.66  | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1888074.25   | 0.29%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                           | Bank of America Corporation                                                           | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      820000 | PA      | $801487.29    | 0.12%             | 2500-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Endure Digital, Inc.                                                                  | Endure Digital, Inc.                                                                  | CUSIP: 29279XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $188755.04    | 0.03%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                     | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1489467.70   | 0.23%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                   | FMG Resources (August 2006) Pty Ltd                                                   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      305000 | PA      | $257856.74    | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                           | Federal National Mortgage Association, Inc.                                           | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3025090 | PA      | $3058313.46   | 0.47%             | 2030-02-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      967584 | PA      | $850811.55    | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BFWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2256763 | PA      | $2177429.53   | 0.34%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BGVS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1334131 | PA      | $1287230.75   | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1344734 | PA      | $1350657.14   | 0.21%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                             | Kraft Heinz Foods Company                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      120000 | PA      | $114652.92    | 0.02%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                             | LATAM Airlines Group S.A.                                                             | CUSIP: 51818LAA6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |      330000 | PA      | $333494.03    | 0.05%             | 2027-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                   | Restaurant Brands International Limited Partnership                                   | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      700000 | PA      | $568431.88    | 0.09%             | 2030-10-15      | Fixed         | 4.00%                 | 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        |     6873406 | PA      | $5613209.22   | 0.87%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Bidco B LLC                                                               | Summer (BC) Bidco B LLC                                                               | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |      485000 | PA      | $392816.62    | 0.06%             | 2026-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                        | Summit Midstream Holdings, LLC                                                        | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $159973.79    | 0.02%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                        | Summit Midstream Holdings, LLC                                                        | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1167848.97   | 0.18%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corporation                                                            | Sunnova Energy Corporation                                                            | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $974172.08    | 0.15%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Symphony CLO XXII Ltd                                                                 | Symphony CLO XXII Ltd                                                                 | CUSIP: 87167GBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1831420.00   | 0.28%             | 2033-04-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                     | Sysco Corporation                                                                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1254872.48   | 0.19%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                     | Sysco Corporation                                                                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      870000 | PA      | $577724.11    | 0.09%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII, LLC                                                                | TAL Advantage VII, LLC                                                                | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      393331 | PA      | $342941.54    | 0.05%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                         | Tallgrass Energy Partners, LP                                                         | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      875000 | PA      | $777609.11    | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                         | Tallgrass Energy Partners, LP                                                         | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      560000 | PA      | $523600.00    | 0.08%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                         | Tallgrass Energy Partners, LP                                                         | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1064273.89   | 0.16%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust 2022-DPM                                    | Taubman Centers Commercial Mortgage Trust 2022-DPM                                    | CUSIP: 87666YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1648000 | PA      | $1581643.28   | 0.25%             | 2024-05-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                 | Wells Fargo & Company                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      810000 | PA      | $703395.90    | 0.11%             | 2500-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                                                       | 1MDB Global Investments Limited                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $975000.00    | 0.15%             | 2023-03-09      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| DKT Finance ApS                                                                       | DKT Finance ApS                                                                       | CUSIP: N/A<br>LEI: 529900CPZ2SMDPG5RV48       | Long             | DBT              | CORP              | DK        |      140000 | PA      | $149180.35    | 0.02%             | 2023-06-17      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                         | Presidencia Da Republica Federativa Do Brasil                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2205000 | PA      | $373883.18    | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | 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: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     7879000 | PA      | $1830737.82   | 0.28%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SGL Carbon SE                                                                         | SGL Carbon SE                                                                         | CUSIP: N/A<br>LEI: 52990038IB31TYK07X63       | Long             | DBT              | CORP              | DE        |      310000 | PA      | $326941.39    | 0.05%             | 2024-09-30      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LHMC Finco 2 S.A R.L.                                                                 | LHMC Finco 2 S.A R.L.                                                                 | CUSIP: N/A<br>LEI: 254900VNJ7A4DAOPXL60       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $91753.58     | 0.01%             | 2025-10-02      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Centrica PLC                                                                          | Centrica PLC                                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      185000 | PA      | $204743.44    | 0.03%             | 2075-04-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                       | Teva Pharmaceutical Finance Netherlands II B.V.                                       | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      155000 | PA      | $132546.59    | 0.02%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                           | BNP Paribas                                                                           | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      385000 | PA      | $401362.50    | 0.06%             | 2500-12-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2022-OANA                                                                   | BPR Trust 2022-OANA                                                                   | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2275000 | PA      | $2087505.42   | 0.32%             | 2024-04-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                   | Calpine Corporation                                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1045676.70   | 0.16%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                   | Calpine Corporation                                                                   | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      160000 | PA      | $143220.41    | 0.02%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                   | Calpine Corporation                                                                   | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $992693.46    | 0.15%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                      | Carpenter Technology Corporation                                                      | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      365000 | PA      | $366702.10    | 0.06%             | 2030-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                          | Connecticut Avenue Securities Trust 2022-R08                                          | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2146000 | PA      | $2166708.26   | 0.34%             | 2042-07-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                     | Consolidated Communications, Inc.                                                     | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      340000 | PA      | $264758.09    | 0.04%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                     | Consolidated Communications, Inc.                                                     | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $221232.65    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                  | Genesis Energy, L.P.                                                                  | CUSIP: 37185LAK8<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      595000 | PA      | $545565.43    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                        | Morgan Stanley                                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2017268.77   | 0.31%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| New York, City of                                                                     | New York, City of                                                                     | CUSIP: 64966QYQ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      570000 | PA      | $672511.54    | 0.10%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                       | New York City Municipal Water Finance Authority                                       | CUSIP: 64972GWQ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      520000 | PA      | $613771.44    | 0.10%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                      | Occidental Petroleum Corporation                                                      | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179280.05    | 0.03%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                      | Occidental Petroleum Corporation                                                      | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      400000 | PA      | $411660.22    | 0.06%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                           | Onemain Finance Corporation                                                           | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      330000 | PA      | $246669.22    | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                           | Onemain Finance Corporation                                                           | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      905000 | PA      | $720020.25    | 0.11%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                 | Open Text Corporation                                                                 | CUSIP: 683720AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |      335000 | PA      | $261069.53    | 0.04%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                    | Oracle Corporation                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $1616693.87   | 0.25%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                    | Oracle Corporation                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $991259.11    | 0.15%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                    | Outfront Media Capital Corporation                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       92000 | PA      | $83139.26     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oztel Holdings SPC Limited                                                            | Oztel Holdings SPC Limited                                                            | CUSIP: 692733AB4<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | US        |      720000 | PA      | $722148.19    | 0.11%             | 2028-04-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                   | Petroleos Mexicanos                                                                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      505000 | PA      | $309862.81    | 0.05%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                           | Pilgrim's Pride Corporation                                                           | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      670000 | PA      | $570288.82    | 0.09%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                              | RHP Hotel Properties, LP                                                              | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1263556.51   | 0.20%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                   | Radiate HoldCo, LLC                                                                   | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |      445000 | PA      | $327049.51    | 0.05%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                   | Calpine Corporation                                                                   | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1654000 | PA      | $1393336.98   | 0.22%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                     | Capital One Financial Corporation                                                     | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1107983.00   | 0.17%             | 2500-12-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                  | Carnival Corporation                                                                  | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      945000 | PA      | $895154.32    | 0.14%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                | Credit Suisse Group AG                                                                | CUSIP: 225401AN8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      265000 | PA      | $154435.37    | 0.02%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      245000 | PA      | $221914.79    | 0.03%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      320000 | PA      | $262822.52    | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                         | Ford Motor Credit Company LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      145000 | PA      | $114159.14    | 0.02%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                           | Mozart Debt Merger Sub Inc.                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1047746.15   | 0.16%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                       | Nordea Bank Abp                                                                       | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $782166.11    | 0.12%             | 2500-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                      | Occidental Petroleum Corporation                                                      | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      170000 | PA      | $191970.25    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust 2022-2                                               | OneMain Financial Issuance Trust 2022-2                                               | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1807000 | PA      | $1744403.17   | 0.27%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                                      | PDC Energy, Inc.                                                                      | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |      350000 | PA      | $332924.04    | 0.05%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines (Southern Lights) L.L.C.                                           | Enbridge Pipelines (Southern Lights) L.L.C.                                           | CUSIP: 69689CBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2094777.00   | 0.32%             | 2030-07-22      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                           | Pilgrim's Pride Corporation                                                           | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1219385.61   | 0.19%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                                                     | Realogy Group LLC                                                                     | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1267153.29   | 0.20%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                                                     | Realogy Group LLC                                                                     | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1093774.65   | 0.17%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                                        | SPX Flow, Inc.                                                                        | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |      530000 | PA      | $418761.48    | 0.06%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Gobierno De La Republica Oriental Del Uruguay                                         | Gobierno De La Republica Oriental Del Uruguay                                         | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |      550000 | PA      | $541750.00    | 0.08%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                         | Ministerul Finantelor Publice                                                         | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |      360000 | PA      | $237503.52    | 0.04%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                         | Ministerul Finantelor Publice                                                         | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |      340000 | PA      | $270705.28    | 0.04%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $882686.07    | 0.14%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                        | The Charles Schwab Corporation                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1281391.65   | 0.20%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                               | Ziggo Bond Company B.V.                                                               | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      681000 | PA      | $522945.59    | 0.08%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Maxeda DIY Holding B.V.                                                               | Maxeda DIY Holding B.V.                                                               | CUSIP: N/A<br>LEI: 724500KEZU4CPEQLGZ87       | Long             | DBT              | CORP              | NL        |      169000 | PA      | $123877.17    | 0.02%             | 2026-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce Group PLC                                                                 | Rolls-Royce Group PLC                                                                 | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330275.50    | 0.05%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                        | B&M European Value Retail S.A.                                                        | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      124000 | PA      | $140263.12    | 0.02%             | 2025-07-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE                                                                                  | BPCE                                                                                  | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1160461.60   | 0.18%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                    | BX Trust 2019-OC11                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1489000 | PA      | $1189493.90   | 0.18%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                                        | Carnival Holdings Bermuda Ltd.                                                        | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $446521.35    | 0.07%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Cars.com Inc.                                                                         | Cars.com Inc.                                                                         | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |      420000 | PA      | $374232.14    | 0.06%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                         | Ginnie Mae II                                                                         | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6225000 | PA      | $5893032.58   | 0.91%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                             | Coty Inc.                                                                             | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166804.69    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LP                                                                     | DCP Midstream, LP                                                                     | CUSIP: 23311RAH9<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |      475000 | PA      | $463424.39    | 0.07%             | 2043-05-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                | Federal Home Loan Mortgage Corporation                                                | CUSIP: 3137FRV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    19725000 | PA      | $1968111.19   | 0.30%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                      | Garda World Security Corporation                                                      | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      495000 | PA      | $404645.46    | 0.06%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                  | NCL Corporation Ltd.                                                                  | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      460000 | PA      | $393944.46    | 0.06%             | 2024-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      605000 | PA      | $568385.52    | 0.09%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                   | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      215000 | PA      | $203207.21    | 0.03%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings, Inc.                                                               | Presidio Holdings, Inc.                                                               | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $360382.52    | 0.06%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings, Inc.                                                               | Presidio Holdings, Inc.                                                               | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $607011.72    | 0.09%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                 | Prime Security Services Borrower, LLC                                                 | CUSIP: 74166MAB2<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      620000 | PA      | $609764.37    | 0.09%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                 | Prime Security Services Borrower, LLC                                                 | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      870000 | PA      | $838322.26    | 0.13%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                 | Prime Security Services Borrower, LLC                                                 | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $926804.14    | 0.14%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                     | Standard Buildings Solutions Inc.                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      860000 | PA      | $702725.09    | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kapla Holding                                                                         | Kapla Holding                                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      268000 | PA      | $253306.84    | 0.04%             | 2026-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                       | Turkiye Cumhuriyeti Basbakanlik                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    11639740 | PA      | $782196.00    | 0.12%             | 2030-11-13      | Fixed         | 11.70%                | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                        | Next Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $319362.30    | 0.05%             | 2028-05-18      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| Banco do Brasil S.A                                                                   | Banco do Brasil S.A                                                                   | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | US        |      550000 | PA      | $504625.00    | 0.08%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer