# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013465
**Filing Date:** 2023-2
**Character Count:** 347797
**Document Hash:** f6f1d14500294b4cfc9b42c5d0c2c971
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013465.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013465

**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:** 23683189

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $3577077585.51

**Total Liabilities:** $1833488412.59

**Net Assets:** $1743589172.92

**Cash Not Reported:** $2294854.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2158.302287201485 | **1-Year:** -30627.121594077145 | **5-Year:** -47002.875697809688 | **10-Year:** -134132.319929046138 | **30-Year:** -20990.387860980947

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

- **3-Month:** -3055.414910530601 | **1-Year:** -31028.186726123860 | **5-Year:** -45995.342120296900 | **10-Year:** -57146.145553487105 | **30-Year:** -30267.869944315829

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159263 | 6.42%                | 6.52%                | -7.70%               |
| Class ID C000159264 | 6.45%                | 6.54%                | -7.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8803929.06             | $-2631975.31                               |
| Month 2  | $-8300845.47             | $14572334.05                               |
| Month 3  | $-4428222.03             | $2498933.58                                |

**Designated Index Information**

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

- **Index Identifier:** SPX

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    109192 | PA      | $-5510.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     91509 | PA      | $-3769732.92  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     89046 | PA      | $-5687169.12  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     99070 | PA      | $-12884103.63 | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    100347 | PA      | $-1890223.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     93028 | PA      | $-2587339.80  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |    114344 | PA      | $-995168.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     87110 | PA      | $-2194237.98  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     93028 | PA      | $-2587339.80  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     67459 | PA      | $-2490578.10  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     96459 | PA      | $83418.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     72406 | PA      | $1360817.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     94700 | PA      | $-6285732.92  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     95331 | PA      | $-794894.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     82247 | PA      | $4021020.26   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     99863 | PA      | $2733080.43   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     99070 | PA      | $-2884356.72  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |    109997 | PA      | $-4378919.43  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |    112880 | PA      | $-9135010.22  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     95202 | PA      | $-895344.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |     67134 | PA      | $-2743544.02  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |     82935 | PA      | $-5443864.01  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      2962 | PA      | $-194422.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | GB        |    108068 | PA      | $-5880729.44  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | TOTAL RETURN SWAP - INDEX                                                                | CUSIP: N/A<br>LEI: 549300445CON3DBMU275       | N/A              | DE               | CORP              | GB        |     95115 | PA      | $-5963193.19  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 Ltd.                                                                       | KREF 2022-FL3 Ltd.                                                                       | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   1268000 | PA      | $1211087.47   | 0.07%             | 2039-02-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    780000 | PA      | $746782.06    | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2021-1                                      | Arivo Acceptance Auto Loan Receivables Trust 2021-1                                      | CUSIP: 04047AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    983160 | PA      | $944485.74    | 0.05%             | 2024-07-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                                             | Arroyo Mortgage Trust 2019-3                                                             | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137526 | PA      | $1003953.44   | 0.06%             | 2025-12-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                          | AstraZeneca PLC                                                                          | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1575116.10   | 0.09%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Continental S.A.E.C.A.                                                             | Banco Continental S.A.E.C.A.                                                             | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $490504.39    | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2016-4                                                   | LSTAR Commercial Mortgage Trust 2016-4                                                   | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9537292 | PA      | $260217.39    | 0.01%             | 2049-03-12      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2020-GS3                                                     | Legacy Mortgage Asset Trust 2020-GS3                                                     | CUSIP: 52474NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6654500 | PA      | $6485834.66   | 0.37%             | 2060-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS3                                                     | Legacy Mortgage Asset Trust 2021-GS3                                                     | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4113598 | PA      | $3730642.20   | 0.21%             | 2023-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                            | Sabine Pass Liquefaction, LLC                                                            | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    780000 | PA      | $781274.36    | 0.04%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company                       | Shire Acquisitions Investments Ireland Designated Activity Company                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | US        |    605000 | PA      | $596640.65    | 0.03%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                                    | UBS Commercial Mortgage Trust 2018-C8                                                    | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1858000 | PA      | $1587392.70   | 0.09%             | 2028-02-17      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc.                                                                   | Element Solutions Inc.                                                                   | CUSIP: 72766TAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2180791 | PA      | $2174423.25   | 0.12%             | 2026-01-31      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LCCM 2021-FL3 Trust                                                                      | LCCM 2021-FL3 Trust                                                                      | CUSIP: 50190FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2127088.58   | 0.12%             | 2036-11-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LCCM 2021-FL3 Trust                                                                      | LCCM 2021-FL3 Trust                                                                      | CUSIP: 50190FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2117221.88   | 0.12%             | 2036-11-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners I 2021-NPL1, LLC                                        | Pretium Mortgage Credit Partners I 2021-NPL1, LLC                                        | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3192046 | PA      | $2909317.42   | 0.17%             | 2024-03-27      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | CUSIP: 81377JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5272911 | PA      | $1173888.12   | 0.07%             | 2036-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Banco Continental S.A.E.C.A.                                                             | Banco Continental S.A.E.C.A.                                                             | CUSIP: N/A<br>LEI: 8945005Q0D60A6FCEM55       | Long             | DBT              | CORP              | US        |    400000 | PA      | $356730.47    | 0.02%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |    550000 | PA      | $545875.00    | 0.03%             | 2029-03-19      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.                                         | Banco Latinoamericano de Comercio Exterior, S.A.                                         | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | DBT              | CORP              | US        |    500000 | PA      | $457000.00    | 0.03%             | 2025-09-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Hunt Oil USA, Inc.                                                                       | Hunt Oil USA, Inc.                                                                       | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | US        |   1573200 | PA      | $1498473.00   | 0.09%             | 2028-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                     | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24482752 | PA      | $1234777.79   | 0.07%             | 2053-05-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    938000 | PA      | $932145.86    | 0.05%             | 2025-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XI Ltd.                                                                    | Battalion CLO XI Ltd.                                                                    | CUSIP: 07132LAL3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7777808.00   | 0.45%             | 2034-04-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XX Ltd.                                                                    | Battalion CLO XX Ltd.                                                                    | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1461465.00   | 0.08%             | 2034-07-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust, Series 2006-NC4                                          | Carrington Mortgage Loan Trust, Series 2006-NC4                                          | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2139120 | PA      | $2037196.82   | 0.12%             | 2036-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J9AP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    921713 | PA      | $931816.01    | 0.05%             | 2044-05-01      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                   | GS Mortgage Securities Trust 2020-GSA2                                                   | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28669951 | PA      | $2630069.47   | 0.15%             | 2053-12-12      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management 3-2014                                                        | Highbridge Loan Management 3-2014                                                        | CUSIP: 40436XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1715745.60   | 0.10%             | 2029-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                               | Itau Unibanco Holding S.A.                                                               | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1577187.50   | 0.09%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8367985 | PA      | $147242.22    | 0.01%             | 2048-11-18      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | JPMBB Commercial Mortgage Securities Trust 2015-C31                                      | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $259423.76    | 0.01%             | 2025-10-20      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                              | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3462379 | PA      | $92874.84     | 0.01%             | 2049-01-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1566879.33   | 0.09%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358633 | PA      | $316303.83    | 0.02%             | 2032-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NLY 2019-FL2 Issuer Ltd.                                                                 | NLY 2019-FL2 Issuer Ltd.                                                                 | CUSIP: 629167AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3226000 | PA      | $3210998.13   | 0.18%             | 2023-01-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                         | Vantage Data Centers Issuer, LLC                                                         | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2158125 | PA      | $2153725.69   | 0.12%             | 2023-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust                                      | Wells Fargo Mortgage Backed Securities 2007-7 Trust                                      | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215255 | PA      | $178538.19    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-7                                                          | Angel Oak Mortgage Trust 2021-7                                                          | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3941537 | PA      | $3227041.28   | 0.19%             | 2025-11-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC20                                          | Wells Fargo Commercial Mortgage Trust 2015-LC20                                          | CUSIP: 94989EAL1<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    719000 | PA      | $648169.37    | 0.04%             | 2025-03-17      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                             | The Williams Companies, Inc.                                                             | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    755000 | PA      | $746395.27    | 0.04%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                                                     | PCI Gaming Authority                                                                     | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133491 | PA      | $132490.16    | 0.01%             | 2026-05-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                                   | Level 3 Financing Inc.                                                                   | CUSIP: 52729KAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3396498 | PA      | $3247901.40   | 0.19%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-6                                                          | Angel Oak Mortgage Trust 2020-6                                                          | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749888 | PA      | $630017.75    | 0.04%             | 2024-09-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVI, Ltd.                                                         | Atlas Senior Loan Fund XVI, Ltd.                                                         | CUSIP: 04941YAJ8<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1885014.00   | 0.11%             | 2031-07-28      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                               | Froneri International Ltd.                                                               | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328341 | PA      | $318993.42    | 0.02%             | 2027-01-29      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2, Inc.                                                                     | SMG US Midco 2, Inc.                                                                     | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280177 | PA      | $272239.69    | 0.02%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                                  | The Bank of Nova Scotia                                                                  | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1178927.48   | 0.07%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank 2017-BNK4                                                                           | Bank 2017-BNK4                                                                           | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13116750 | PA      | $565773.94    | 0.03%             | 2050-05-17      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                               | iHeartCommunications, Inc.                                                               | CUSIP: 45174UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186290 | PA      | $170397.99    | 0.01%             | 2026-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121875 | PA      | $116521.03    | 0.01%             | 2025-06-29      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                | Cablevision Lightpath LLC                                                                | CUSIP: 12687HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156800 | PA      | $149646.78    | 0.01%             | 2027-09-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                                                        | ICU Medical, Inc.                                                                        | CUSIP: 44931YAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    489918 | PA      | $473231.05    | 0.03%             | 2028-12-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Company                                                                    | Campbell Soup Company                                                                    | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1660653.50   | 0.10%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KF27 Mortgage Trust                                                           | FREMF 2017-KF27 Mortgage Trust                                                           | CUSIP: 30301BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266158 | PA      | $253645.95    | 0.01%             | 2026-12-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-Kf61 Mortgage Trust                                                           | FREMF 2019-Kf61 Mortgage Trust                                                           | CUSIP: 30311LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1896700 | PA      | $1782049.02   | 0.10%             | 2029-03-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7481947 | PA      | $6503376.72   | 0.37%             | 2030-11-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BF4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4223456 | PA      | $3655447.20   | 0.21%             | 2041-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BFP49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4568530 | PA      | $3992554.01   | 0.23%             | 2047-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BNES1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14483621 | PA      | $13076292.06  | 0.75%             | 2032-04-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1732072.16   | 0.10%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2020-SP2                                                                 | NYMT Loan Trust 2020-SP2                                                                 | CUSIP: 62955DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9146342 | PA      | $8799906.76   | 0.50%             | 2023-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                            | NongHyup Bank                                                                            | CUSIP: 65540JAE8<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540190.50    | 0.03%             | 2025-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO 2019-1, Ltd                                                             | Steele Creek CLO 2019-1, Ltd                                                             | CUSIP: 85817BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4712155.00   | 0.27%             | 2032-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                                  | Structured Asset Securities Corporation                                                  | CUSIP: 863576AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1903503 | PA      | $1144793.34   | 0.07%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                  | Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                  | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610152 | PA      | $519927.02    | 0.03%             | 2035-12-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4                                          | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                          | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $319467.41    | 0.02%             | 2025-11-18      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                            | Wells Fargo Commercial Mortgage Trust 2015-P2                                            | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3282914 | PA      | $71287.17     | 0.00%             | 2048-12-17      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000DBJ9<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1781071.60   | 0.10%             | 2026-04-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |   1971937 | PA      | $77499.88     | 0.00%             | 2059-03-17      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | Wells Fargo Commercial Mortgage Trust 2022-ONL                                           | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $4830213.15   | 0.28%             | 2027-02-18      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                            | Workday, Inc.                                                                            | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    830000 | PA      | $776376.94    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holding (BVI) Limited                                                 | Gold Fields Orogen Holding (BVI) Limited                                                 | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198056.16    | 0.01%             | 2024-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13770 | PA      | $13436.98     | 0.00%             | 2027-01-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Conservice Midco, LLC                                                                    | Conservice Midco, LLC                                                                    | CUSIP: 20848PAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190613 | PA      | $184497.70    | 0.01%             | 2027-05-07      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PAI Holdco, Inc.                                                                         | PAI Holdco, Inc.                                                                         | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132975 | PA      | $116603.08    | 0.01%             | 2025-10-13      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                                    | Hyland Software, Inc.                                                                    | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122626 | PA      | $115697.59    | 0.01%             | 2025-07-07      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Axiata SPV2 Berhad                                                                       | Axiata SPV2 Berhad                                                                       | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1009031.85   | 0.06%             | 2026-03-24      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2021-FL7 Issuer, Ltd.                                                              | BSPRT 2021-FL7 Issuer, Ltd.                                                              | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1875560.80   | 0.11%             | 2038-12-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2006-D Trust                                                     | Banc of America Funding 2006-D Trust                                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853254 | PA      | $1453546.20   | 0.08%             | 2036-05-20      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2021-B                                                   | Bravo Residential Funding Trust 2021-B                                                   | CUSIP: 10568JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5513497 | PA      | $5147548.38   | 0.30%             | 2069-04-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    835000 | PA      | $791733.28    | 0.05%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust, Series 2006-A3                                      | Citimortgage Alternative Loan Trust, Series 2006-A3                                      | CUSIP: 17309KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667899 | PA      | $573819.30    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC27                                            | Citigroup Commercial Mortgage Trust 2015-GC27                                            | CUSIP: 17323CAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1396953.72   | 0.08%             | 2025-01-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                            | Citigroup Commercial Mortgage Trust 2016-GC36                                            | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3825695 | PA      | $113008.35    | 0.01%             | 2049-02-12      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                  | Presidencia de la Republica de Colombia                                                  | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   3100000 | PA      | $2909195.00   | 0.17%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBUBS 2017-BRBK Mortgage Trust                                                           | DBUBS 2017-BRBK Mortgage Trust                                                           | CUSIP: 23305JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $511148.02    | 0.03%             | 2024-10-11      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                 | Daimler Trucks Finance North America LLC                                                 | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1022841.13   | 0.06%             | 2024-12-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P3                                              | Citigroup Commercial Mortgage Trust 2016-P3                                              | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6200899 | PA      | $223388.01    | 0.01%             | 2049-04-16      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                            | Equinix, Inc.                                                                            | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1574023.84   | 0.09%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                               | Exeter Automobile Receivables Trust 2021-1                                               | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3051383.01   | 0.18%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GS1                                                    | GS Mortgage Securities Trust 2015-GS1                                                    | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |   5324187 | PA      | $96873.59     | 0.01%             | 2048-11-13      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 3 Ltd                                                               | Gulf Stream Meridian 3 Ltd                                                               | CUSIP: 402512AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9791100.00   | 0.56%             | 2034-04-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                                       | JPMDB Commercial Mortgage Securities Trust 2016-C2                                       | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25134906 | PA      | $913007.85    | 0.05%             | 2049-06-17      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1476000 | PA      | $1342760.74   | 0.08%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-29T1                                                         | Alternative Loan Trust 2006-29T1                                                         | CUSIP: 02147PAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679008 | PA      | $443402.98    | 0.03%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    865000 | PA      | $854891.52    | 0.05%             | 2023-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXI, Ltd.                                                          | Madison Park Funding XXXI, Ltd.                                                          | CUSIP: 55819DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $974519.00    | 0.06%             | 2031-01-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Marathon CLO V Ltd.                                                                      | Marathon CLO V Ltd.                                                                      | CUSIP: 56576QAN8<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-CBDO         | CORP              | KY        |     83002 | PA      | $82823.52     | 0.00%             | 2027-11-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                         | Bank of Montreal                                                                         | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1564547.15   | 0.09%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities 2021-1, LLC                                                      | Business Jet Securities 2021-1, LLC                                                      | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1228490 | PA      | $1073956.02   | 0.06%             | 2027-04-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: 60687YBY4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1578005.76   | 0.09%             | 2026-05-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-4, LLC                                                                         | PRPM 2021-4, LLC                                                                         | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3960420 | PA      | $3520804.70   | 0.20%             | 2024-04-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 30313LAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1476372 | PA      | $1376907.80   | 0.08%             | 2029-08-27      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2022-FL5 Issuer LLC                                                            | FS Rialto 2022-FL5 Issuer LLC                                                            | CUSIP: 30327MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4125000 | PA      | $4005180.30   | 0.23%             | 2037-06-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Volt XCIX, LLC                                                                           | Volt XCIX, LLC                                                                           | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7018062 | PA      | $6199171.01   | 0.36%             | 2024-03-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volt CI LLC                                                                              | Volt CI LLC                                                                              | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2529105 | PA      | $2259175.30   | 0.13%             | 2024-04-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136ATH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    899341 | PA      | $835445.23    | 0.05%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1033805 | PA      | $995326.92    | 0.06%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                            | LG Chem, Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1442607.00   | 0.08%             | 2024-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| KT Corp                                                                                  | KT Corp                                                                                  | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892210.00    | 0.05%             | 2025-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BJQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1065739 | PA      | $991931.06    | 0.06%             | 2030-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ARDN                                       | GS Mortgage Securities Corporation Trust 2021-ARDN                                       | CUSIP: 36266CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5290000 | PA      | $4962582.86   | 0.28%             | 2023-11-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust 2022-1                                                     | Lendbuzz Securitization Trust 2022-1                                                     | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2265815 | PA      | $2174108.40   | 0.12%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4283000 | PA      | $3291662.39   | 0.19%             | 2036-12-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                                      | MEGlobal Canada ULC                                                                      | CUSIP: N/A<br>LEI: 635400MHHHT7LMKMQL03       | Long             | DBT              | CORP              | US        |    200000 | PA      | $196181.00    | 0.01%             | 2025-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sound Inpatient Physicians                                                               | Sound Inpatient Physicians                                                               | CUSIP: 46322EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504664 | PA      | $408262.86    | 0.02%             | 2025-06-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MP CLO VIII Ltd                                                                          | MP CLO VIII Ltd                                                                          | CUSIP: 62481WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2890356.00   | 0.17%             | 2034-04-28      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                                  | New York Mortgage Trust                                                                  | CUSIP: 62955KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $6917040.48   | 0.40%             | 2023-05-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                               | United Natural Foods, Inc.                                                               | CUSIP: 91116KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39495 | PA      | $39332.12     | 0.00%             | 2025-10-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331718.00   | 0.08%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    925000 | PA      | $911068.22    | 0.05%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust 2009-2                                                      | RBSSP Resecuritization Trust 2009-2                                                      | CUSIP: 74928EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599183 | PA      | $534690.97    | 0.03%             | 2035-04-26      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | US        |    600000 | PA      | $524415.36    | 0.03%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Periama Holdings, LLC                                                                    | Periama Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1020250.00   | 0.06%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1180517 | PA      | $1074878.12   | 0.06%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21910000 | PA      | $21464953.13  | 1.23%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21520000 | PA      | $21503188.58  | 1.23%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377707.52    | 0.02%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1609000.41   | 0.09%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652159.98    | 0.04%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2021-2 Ltd                                                                 | Wellfleet CLO 2021-2 Ltd                                                                 | CUSIP: 95023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4849040.00   | 0.28%             | 2034-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                         | Welltower OP LLC                                                                         | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1629195.34   | 0.09%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                               | WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                               | CUSIP: 542514TU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6849006 | PA      | $2411097.53   | 0.14%             | 2036-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                         | Magallanes, Inc.                                                                         | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1630185.15   | 0.09%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6932 | PA      | $6764.82      | 0.00%             | 2027-01-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                             | Sunshine Luxembourg VII SARL                                                             | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106994 | PA      | $102298.27    | 0.01%             | 2026-10-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                                      | Sandstone Peak Ltd.                                                                      | CUSIP: 800130AA4<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3860540.00   | 0.22%             | 2034-10-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                           | The Charles Schwab Corporation                                                           | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1565812.00   | 0.09%             | 2027-03-03      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XV Ltd.                                                                    | Battalion CLO XV Ltd.                                                                    | CUSIP: 07131AAA2<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4895260.00   | 0.28%             | 2033-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 Mortgage Trust                                                             | CFCRE 2016-C4 Mortgage Trust                                                             | CUSIP: 12531YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2332000 | PA      | $2114016.53   | 0.12%             | 2026-04-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Colt 2021-RPL1 Trust                                                                     | Colt 2021-RPL1 Trust                                                                     | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3928350 | PA      | $3433989.98   | 0.20%             | 2061-09-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                            | CSMC 2020-NET                                                                            | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4356000 | PA      | $3783905.18   | 0.22%             | 2025-08-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Limited                                                         | Canadian Pacific Railway Limited                                                         | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1590854.96   | 0.09%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $779872.11    | 0.04%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2019-SL1                                             | GS Mortgage-Backed Securities Trust 2019-SL1                                             | CUSIP: 36257EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197129 | PA      | $194963.70    | 0.01%             | 2059-01-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                   | General Motors Financial Company, Inc.                                                   | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1599276.90   | 0.09%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1641075.80   | 0.09%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380BQE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126297 | PA      | $125503.38    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                                   | Greystone Commercial Real Estate Notes                                                   | CUSIP: 39809LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3777000 | PA      | $3614927.80   | 0.21%             | 2025-02-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 4 Ltd                                                               | Gulf Stream Meridian 4 Ltd                                                               | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9766130.00   | 0.56%             | 2034-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45661EBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098330 | PA      | $463084.39    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-JP1                                      | JPMCC Commercial Mortgage Securities Trust 2015-JP1                                      | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3199767 | PA      | $68595.96     | 0.00%             | 2049-01-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Inc.                                                            | Morgan Stanley Capital I Inc.                                                            | CUSIP: 62479WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5404129 | PA      | $5066789.49   | 0.29%             | 2031-11-30      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1703068 | PA      | $1627071.19   | 0.09%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                                  | Securitized Asset Backed Receivables LLC Trust 2006-WM4                                  | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16845345 | PA      | $4685866.16   | 0.27%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2017-A LLC                                                | SoFi Professional Loan Program 2017-A LLC                                                | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71549 | PA      | $70836.45     | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL5 LLC                                                                       | VCAT 2021-NPL5 LLC                                                                       | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3827802 | PA      | $3339256.95   | 0.19%             | 2024-08-26      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Volt XCII, LLC                                                                           | Volt XCII, LLC                                                                           | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11667948 | PA      | $9988473.78   | 0.57%             | 2024-01-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-2                                            | Velocity Commercial Capital Loan Trust 2019-2                                            | CUSIP: 92257NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3492290 | PA      | $3274002.15   | 0.19%             | 2025-06-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                             | Viatris Inc.                                                                             | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    710000 | PA      | $643218.09    | 0.04%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America, Inc.                                                        | Volkswagen Group of America, Inc.                                                        | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1569880.75   | 0.09%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan 2007-PA3 Trust                                              | Wells Fargo Alternative Loan 2007-PA3 Trust                                              | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329997 | PA      | $254633.53    | 0.01%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc.                                                                   | Element Solutions Inc.                                                                   | CUSIP: 72766TAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1192751 | PA      | $1189267.83   | 0.07%             | 2026-01-31      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                                           | Reynolds Consumer Products LLC                                                           | CUSIP: 76171JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4868408 | PA      | $4823521.44   | 0.28%             | 2027-01-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                             | Alliance Laundry Systems LLC                                                             | CUSIP: 01862LAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96929 | PA      | $94917.30     | 0.01%             | 2027-09-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 13134MBT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1378434 | PA      | $1362775.35   | 0.08%             | 2027-12-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                                                        | ICU Medical, Inc.                                                                        | CUSIP: 44931YAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65882 | PA      | $63638.40     | 0.00%             | 2028-12-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                                       | Clean Harbors Inc.                                                                       | CUSIP: 18449EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1113750 | PA      | $1106944.99   | 0.06%             | 2028-09-21      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                                   | Taco Bell Funding, LLC                                                                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1683000 | PA      | $1409325.35   | 0.08%             | 2027-02-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    880000 | PA      | $860996.40    | 0.05%             | 2025-06-09      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4088928 | PA      | $3983634.42   | 0.23%             | 2023-02-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34900000 | PA      | $34032951.38  | 1.95%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26240000 | PA      | $25473298.69  | 1.46%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30020000 | PA      | $29930876.62  | 1.72%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                               | Avery Dennison Corporation                                                               | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    620000 | PA      | $579079.07    | 0.03%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 05948KR84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338537 | PA      | $296963.29    | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                           | Bancolombia SA                                                                           | CUSIP: 05968LAK8<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1376634.18   | 0.08%             | 2027-10-18      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-BIOD Mortgage Trust                                                            | DBGS 2018-BIOD Mortgage Trust                                                            | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3104966 | PA      | $2927032.16   | 0.17%             | 2035-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2                              | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2                              | CUSIP: 25152BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915611 | PA      | $757774.90    | 0.04%             | 2047-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Harborview Mortgage Loan Trust, 2006-11                                                  | Harborview Mortgage Loan Trust, 2006-11                                                  | CUSIP: 41162GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4775353 | PA      | $4096353.06   | 0.23%             | 2036-12-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland VIII Ltd                                                                | Hayfin Kingsland VIII Ltd                                                                | CUSIP: 42086PAC7<br>LEI: 549300XUB7O56T8A7081 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3933500.00   | 0.23%             | 2031-04-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7207354 | PA      | $5529597.17   | 0.32%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                 | Hyatt Hotels Corporation                                                                 | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1347767.95   | 0.08%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660L3H0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395360 | PA      | $366619.46    | 0.02%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1642485.94   | 0.09%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552533.65    | 0.03%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                  | Macquarie Group Limited                                                                  | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | US        |    925000 | PA      | $921738.17    | 0.05%             | 2024-03-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd                                                                   | New Mountain CLO 2 Ltd                                                                   | CUSIP: 64754LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3877292.00   | 0.22%             | 2034-04-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                      | Upstart Securitization Trust 2021-4                                                      | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1154761.80   | 0.07%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                                    | Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                                    | CUSIP: 94986CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143085 | PA      | $118594.50    | 0.01%             | 2037-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                                 | WFRBS Commercial Mortgage Trust 2013-C18                                                 | CUSIP: 96221QAH6<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-CBDO         | CORP              | US        |  32653368 | PA      | $157268.42    | 0.01%             | 2046-12-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1591449.77   | 0.09%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Company                                                                 | El Paso Electric Company                                                                 | CUSIP: N/A<br>LEI: OZ8GM8L4AHPKSWZMW205       | Long             | EC               | CORP              | US        |     15398 | NS      | $283328.35    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Transportadora de Gas del Peru S.A.                                                      | Transportadora de Gas del Peru S.A.                                                      | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1220332.10   | 0.07%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Scotiabank Peru S.A.A.                                                                   | Scotiabank Peru S.A.A.                                                                   | CUSIP: N/A<br>LEI: 5493001E54CPRG5J5Q41       | Long             | DBT              | CORP              | US        |    600000 | PA      | $591471.00    | 0.03%             | 2027-12-13      | Floating      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.A                                                            | Empresa Electrica Angamos S.A                                                            | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |    452000 | PA      | $402280.00    | 0.02%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cencosud S.A.                                                                            | Cencosud S.A.                                                                            | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | US        |    400000 | PA      | $397324.00    | 0.02%             | 2025-02-12      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4798678 | PA      | $4786009.58   | 0.27%             | 2029-10-21      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                                        | Bank Hapoalim Ltd                                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1204434.00   | 0.07%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO 1, LTD                                                                    | 37 Capital CLO 1, LTD                                                                    | CUSIP: 88430TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9622170.00   | 0.55%             | 2034-10-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                          | Toyota Motor Credit Corporation                                                          | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    890000 | PA      | $865653.47    | 0.05%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                         | Mexico Generadora De Energia, S. De R.L. De C.V.                                         | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    341750 | PA      | $329068.00    | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KT Corp                                                                                  | KT Corp                                                                                  | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | DBT              | CORP              | US        |    200000 | PA      | $182138.00    | 0.01%             | 2026-07-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO 2017-1, Ltd.                                                                | Trestles CLO 2017-1, Ltd.                                                                | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4890680.00   | 0.28%             | 2034-07-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2017-2                                                      | Upstart Securitization Trust 2017-2                                                      | CUSIP: 91679LAA0<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-CBDO         | CORP              | US        |    635302 | PA      | $621715.33    | 0.04%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust Series 2020-ST1                                               | Upstart Pass-Through Trust Series 2020-ST1                                               | CUSIP: 91679MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    727922 | PA      | $709654.67    | 0.04%             | 2028-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-2                                                      | Upstart Securitization Trust 2021-2                                                      | CUSIP: 91680FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1903223.80   | 0.11%             | 2031-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                              | Phillips 66                                                                              | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76188.11     | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                     | Pretium Mortgage Credit Partners LLC                                                     | CUSIP: 74143EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17301369 | PA      | $15113302.99  | 0.87%             | 2024-07-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                                    | Sound Point CLO XXIII                                                                    | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9635290.00   | 0.55%             | 2034-07-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53270000 | PA      | $51663579.23  | 2.96%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21770000 | PA      | $21320993.75  | 1.22%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2017-2                                                      | Upstart Securitization Trust 2017-2                                                      | CUSIP: 91679LAB8<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $931247.40    | 0.05%             | 2031-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                         | Amazon.com, Inc.                                                                         | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1637963.22   | 0.09%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816BT5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    545000 | PA      | $544981.80    | 0.03%             | 2023-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1102951.42   | 0.06%             | 2025-04-22      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                          | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $1977290.78   | 0.11%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO IX Ltd                                                                     | Jamestown CLO IX Ltd                                                                     | CUSIP: 47048JAX1<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3901992.00   | 0.22%             | 2034-07-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                          | JDE Peet's N.V.                                                                          | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | US        |    670000 | PA      | $612608.52    | 0.04%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Jimmy Johns Funding LLC                                                                  | Jimmy Johns Funding LLC                                                                  | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1822500 | PA      | $1649360.13   | 0.09%             | 2027-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                           | Wells Fargo Commercial Mortgage Trust 2018-C48                                           | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-CBDO         | CORP              | US        |  13788293 | PA      | $569763.99    | 0.03%             | 2052-01-18      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4921567 | PA      | $4799414.17   | 0.28%             | 2027-02-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2891509 | PA      | $2847616.13   | 0.16%             | 2026-11-13      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| eResearchTechnology, Inc.                                                                | eResearchTechnology, Inc.                                                                | CUSIP: 29481PAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34383 | PA      | $30242.49     | 0.00%             | 2027-02-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                 | 1011778 B.C. Unlimited Liability Company                                                 | CUSIP: C6901LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1143488 | PA      | $1122047.36   | 0.06%             | 2026-11-14      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                         | Marriott Ownership Resorts, Inc.                                                         | CUSIP: 57163KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    585366 | PA      | $577756.42    | 0.03%             | 2025-08-29      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-B                                                 | Affirm Asset Securitization Trust 2021-B                                                 | CUSIP: 00834DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1206000.90   | 0.07%             | 2024-04-15      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1072467.41   | 0.06%             | 2025-03-04      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust 2004-3                                           | American Home Mortgage Investment Trust 2004-3                                           | CUSIP: 02660TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412018 | PA      | $2192212.90   | 0.13%             | 2044-02-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4812000 | PA      | $4540235.08   | 0.26%             | 2038-08-19      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                                                       | CHCP 2021-FL1 Ltd.                                                                       | CUSIP: 12546JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2313379.75   | 0.13%             | 2038-02-16      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                        | Cigna Corporation                                                                        | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    555000 | PA      | $526398.80    | 0.03%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7035315 | PA      | $5976590.27   | 0.34%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                                    | GS Mortgage Securities Trust 2017-GS6                                                    | CUSIP: 36253PAE2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |  22231347 | PA      | $781427.40    | 0.04%             | 2050-05-12      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                          | CUSIP: 46652BBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2898000 | PA      | $2473350.55   | 0.14%             | 2025-01-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                                   | Marlette Funding Trust                                                                   | CUSIP: 57110NAD8<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1357745.85   | 0.08%             | 2031-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                 | Energizer Holdings, Inc.                                                                 | CUSIP: 29267YAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2883921 | PA      | $2822638.13   | 0.16%             | 2027-12-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                            | Graham Packaging Company Inc.                                                            | CUSIP: 38469EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259880 | PA      | $254897.69    | 0.01%             | 2027-08-04      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                                                            | Horizon Therapeutics USA Inc.                                                            | CUSIP: 44055UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4969177 | PA      | $4962965.97   | 0.28%             | 2028-02-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NortonLifeLock Inc.                                                                      | NortonLifeLock Inc.                                                                      | CUSIP: 66877AAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4422445 | PA      | $4340452.72   | 0.25%             | 2029-01-28      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                           | BBCMS 2018-TALL Mortgage Trust                                                           | CUSIP: 05548WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2424034.80   | 0.14%             | 2037-03-16      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd.                                                                      | CLNC 2019-FL1, Ltd.                                                                      | CUSIP: 12565DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2791861.80   | 0.16%             | 2026-04-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                          | COMM 2014-CCRE16 Mortgage Trust                                                          | CUSIP: 12591VAK7<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | ABS-MBS          | CORP              | US        |   1544199 | PA      | $1391446.53   | 0.08%             | 2024-04-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 Mortgage Trust                                                            | COMM 2015-LC21 Mortgage Trust                                                            | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5124000 | PA      | $4727334.76   | 0.27%             | 2025-06-12      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 Mortgage Trust                                                            | COMM 2016-COR1 Mortgage Trust                                                            | CUSIP: 12594MBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276000 | PA      | $1119315.37   | 0.06%             | 2026-10-13      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1071165 | PA      | $1010744.76   | 0.06%             | 2035-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                                      | JPMBB Commercial Mortgage Securities Trust 2014-C23                                      | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2274000 | PA      | $1962795.60   | 0.11%             | 2024-09-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                                                 | Marble Point CLO XIV Ltd                                                                 | CUSIP: 56608KAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7818240.00   | 0.45%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                                                                 | ExGen Renewables IV, LLC                                                                 | CUSIP: 30204KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170658 | PA      | $168809.52    | 0.01%             | 2027-12-11      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                                                          | KFC Holding Co.                                                                          | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1315352 | PA      | $1297266.10   | 0.07%             | 2028-03-10      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                                                                 | ICON Luxembourg S.A.R.L.                                                                 | CUSIP: L5000DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3237667 | PA      | $3225137.19   | 0.18%             | 2028-06-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                                | PRA Health Sciences, Inc.                                                                | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    806667 | PA      | $803544.93    | 0.05%             | 2028-06-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                                      | Phoenix Services International, LLC                                                      | CUSIP: 71913LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18928 | PA      | $17839.23     | 0.00%             | 2023-03-29      | Floating      | 15.73%                | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust 2019-2                                                   | Residential Mortgage Loan Trust 2019-2                                                   | CUSIP: 76119DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11162001.60  | 0.64%             | 2023-07-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                       | TIF Funding II LLC                                                                       | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3405833 | PA      | $2772668.59   | 0.16%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                            | Thermo Fisher Scientific Inc.                                                            | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1085310.02   | 0.06%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1734443.45   | 0.10%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                                    | UBS Commercial Mortgage Trust 2017-C4                                                    | CUSIP: 90276RBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2932572.65   | 0.17%             | 2027-10-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  50000000 | PA      | $49871105.00  | 2.86%             | 2023-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corporation                                                                 | Atmos Energy Corporation                                                                 | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    744000 | PA      | $738832.92    | 0.04%             | 2023-03-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                           | Bancolombia SA                                                                           | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1936996.56   | 0.11%             | 2029-12-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1457530.14   | 0.08%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DGL3 Limited                                                                             | DGL3 Limited                                                                             | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55788 | PA      | $5578.80      | 0.00%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corporation                                                               | Dollar General Corporation                                                               | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    810000 | PA      | $792872.15    | 0.05%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd                                                                      | Galaxy XXII CLO Ltd                                                                      | CUSIP: 36320TAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7779928.00   | 0.45%             | 2034-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21800000 | PA      | $21597401.70  | 1.24%             | 2023-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                      | General Mills, Inc.                                                                      | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    775000 | PA      | $758107.95    | 0.04%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2021-FL3, Ltd.                                                       | Greystone CRE Notes 2021-FL3, Ltd.                                                       | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1178270.60   | 0.07%             | 2039-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                       | BX Trust 2021-MFM1                                                                       | CUSIP: 05606GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741000 | PA      | $695236.36    | 0.04%             | 2023-06-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                                   | BX Commercial Mortgage Trust 2021-SOAR                                                   | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4962409 | PA      | $4671250.83   | 0.27%             | 2023-06-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2199125.41   | 0.13%             | 2024-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIV Ltd                                                     | Benefit Street Partners CLO XXIV Ltd                                                     | CUSIP: 08182NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4874260.00   | 0.28%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Comm 2015-Ccre26 Mortgage Trust                                                          | Comm 2015-Ccre26 Mortgage Trust                                                          | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4415821 | PA      | $84607.13     | 0.00%             | 2048-10-13      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd                                                                   | HalseyPoint CLO I, Ltd                                                                   | CUSIP: 406375AA3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2455847.50   | 0.14%             | 2033-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $957264.78    | 0.05%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D57E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8330104 | PA      | $7443241.90   | 0.43%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1406000 | PA      | $1283265.62   | 0.07%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2016-JP4                                      | JPMCC Commercial Mortgage Securities Trust 2016-JP4                                      | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15205067 | PA      | $261727.85    | 0.02%             | 2049-12-17      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| LCCM 2017-LC26 Commercial Mortgage Trust                                                 | LCCM 2017-LC26 Commercial Mortgage Trust                                                 | CUSIP: 50190DAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2416781.70   | 0.14%             | 2027-06-11      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612000 | PA      | $1440777.87   | 0.08%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                                | Korea Electric Power Corp                                                                | CUSIP: 500631AU0<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903485.00    | 0.05%             | 2025-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145937.70    | 0.01%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $706168.37    | 0.04%             | 2026-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GOBP Holdings, Inc.                                                                      | GOBP Holdings, Inc.                                                                      | CUSIP: 3621LEAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    424470 | PA      | $422771.63    | 0.02%             | 2025-10-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    342600 | PA      | $313143.90    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                         | Marsh & Mclennan Companies, Inc.                                                         | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1572481.47   | 0.09%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2018-FL1                                    | Natixis Commercial Mortgage Securities Trust 2018-FL1                                    | CUSIP: 63874MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3129000 | PA      | $2917452.69   | 0.17%             | 2035-06-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                       | Omnicom Group Inc.                                                                       | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1187566.64   | 0.07%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC                                                                       | Oxford Finance LLC                                                                       | CUSIP: 69144AAA7<br>LEI: 549300LDNS0EYYWL5V49 | Long             | ABS-CBDO         | CORP              | US        |   1571850 | PA      | $1554151.72   | 0.09%             | 2024-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRPM, LLC                                                                                | PRPM, LLC                                                                                | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2572716 | PA      | $2333567.70   | 0.13%             | 2024-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-7, LLC                                                                         | PRPM 2021-7, LLC                                                                         | CUSIP: 69360LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5311429 | PA      | $4771803.31   | 0.27%             | 2024-08-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888750.00    | 0.05%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                  | Republic Services, Inc.                                                                  | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1624841.24   | 0.09%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | Royalty Pharma PLC                                                                       | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1556847.52   | 0.09%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                              | SMR 2022-IND Mortgage Trust                                                              | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5074710 | PA      | $4798556.43   | 0.28%             | 2024-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust                  | Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust                  | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7940137 | PA      | $2619148.73   | 0.15%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2454532.11   | 0.14%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Frontera Holdings LLC                                                                    | Frontera Holdings LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |       149 | NS      | $2.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Singtel Group Treasury Pte. Ltd.                                                         | Singtel Group Treasury Pte. Ltd.                                                         | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1376520.00   | 0.08%             | 2026-10-03      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                    | Minejesa Capital B.V.                                                                    | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $1930500.00   | 0.11%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria Colombia S.A                                             | Banco Bilbao Vizcaya Argentaria Colombia S.A                                             | CUSIP: N/A<br>LEI: 5493009W53901OCHI065       | Long             | DBT              | CORP              | US        |    900000 | PA      | $862596.00    | 0.05%             | 2025-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TNB Global Ventures Capital Berhad                                                       | TNB Global Ventures Capital Berhad                                                       | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2451117.50   | 0.14%             | 2026-10-19      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Camposol SA                                                                              | Camposol SA                                                                              | CUSIP: N/A<br>LEI: 5493008B0STMH3JFSW17       | Long             | DBT              | CORP              | US        |    350000 | PA      | $210000.00    | 0.01%             | 2027-02-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                                   | VTR Comunicaciones SpA                                                                   | CUSIP: N/A<br>LEI: 213800XDZJKMC1AEUV94       | Long             | DBT              | CORP              | US        |   1450000 | PA      | $899000.00    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2308020.00   | 0.13%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| PRET 2021-RN3 LLC                                                                        | PRET 2021-RN3 LLC                                                                        | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3981894 | PA      | $3529810.12   | 0.20%             | 2024-09-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                               | Simon Property Group, L.P.                                                               | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1250213.24   | 0.07%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    700000 | PA      | $676374.30    | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1558460.50   | 0.09%             | 2024-04-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Start Ltd                                                                                | Start Ltd                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-CBDO         | CORP              | BM        |    537057 | PA      | $435227.01    | 0.02%             | 2025-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AREIT 2019-CRE3 Trust                                                                    | AREIT 2019-CRE3 Trust                                                                    | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4369000 | PA      | $4086810.22   | 0.23%             | 2036-09-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2020-A                                                          | Ajax Mortgage Loan Trust 2020-A                                                          | CUSIP: 00969WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2339037 | PA      | $2283768.03   | 0.13%             | 2059-12-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                                   | Alternative Loan Trust                                                                   | CUSIP: 02147QAR3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    824091 | PA      | $495159.57    | 0.03%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A                                                                      | Banco do Brasil S.A                                                                      | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919526.94    | 0.05%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-SDMF                                                                       | BX Trust 2021-SDMF                                                                       | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3281527.90   | 0.19%             | 2023-09-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                               | CD 2017-CD4 Mortgage Trust                                                               | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14586931 | PA      | $581566.37    | 0.03%             | 2050-05-12      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 Mortgage Trust                                                             | CFCRE 2016-C4 Mortgage Trust                                                             | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14331614 | PA      | $564487.89    | 0.03%             | 2058-05-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL3 Trust                                                                     | CSMC 2020-RPL3 Trust                                                                     | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5124507 | PA      | $4784736.42   | 0.27%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694R75<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   1614320 | PA      | $1325327.93   | 0.08%             | 2046-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.                                         | Banco Latinoamericano de Comercio Exterior, S.A.                                         | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274200.00    | 0.02%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                                                       | CAL Funding IV Ltd                                                                       | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2426250 | PA      | $2143286.28   | 0.12%             | 2028-03-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2018-9, Ltd.                                                               | Elevation CLO 2018-9, Ltd.                                                               | CUSIP: 28622XAA4<br>LEI: 549300BOE42FYBAXFR86 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5868624.00   | 0.34%             | 2031-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander-Chile                                                                    | Banco Santander-Chile                                                                    | CUSIP: 05971WAC7<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474604.15    | 0.03%             | 2025-01-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1718266.79   | 0.10%             | 2025-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd                                                                       | Elmwood CLO II Ltd                                                                       | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4881720.00   | 0.28%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                      | General Mills, Inc.                                                                      | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    670000 | PA      | $672072.00    | 0.04%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Carbon Capital VI Commercial Mortgage 2017-FL1 Tru                                       | Carbon Capital VI Commercial Mortgage 2017-FL1 Tru                                       | CUSIP: 140817AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1752236 | PA      | $1644223.07   | 0.09%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 Mortgage Trust                                                             | DBJPM 2016-C1 Mortgage Trust                                                             | CUSIP: 23312LAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801000 | PA      | $676766.50    | 0.04%             | 2026-03-12      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 Mortgage Trust                                                             | DBJPM 2016-C1 Mortgage Trust                                                             | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11508989 | PA      | $389283.48    | 0.02%             | 2049-05-12      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $885912.28    | 0.05%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                        | Dollar Tree, Inc.                                                                        | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1441904.80   | 0.08%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797000.00    | 0.05%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54286.68     | 0.00%             | 2025-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1586725.62   | 0.09%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd                                                              | OHA Credit Partners VII Ltd                                                              | CUSIP: 67102QAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4881645.00   | 0.28%             | 2034-02-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    800000 | PA      | $718997.60    | 0.04%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576277.25    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust 2021-5                                                    | Pagaya AI Debt Selection Trust 2021-5                                                    | CUSIP: 69547EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9998822 | PA      | $9021174.92   | 0.52%             | 2029-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust 2021-1                                                    | Pagaya AI Debt Selection Trust 2021-1                                                    | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    516177 | PA      | $508629.73    | 0.03%             | 2027-11-15      | Fixed         | 1.18%                 | 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: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $921116.00    | 0.05%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Gruposura Finance                                                                        | Gruposura Finance                                                                        | CUSIP: N/A<br>LEI: 549300AC1Q176TZL0305       | Long             | DBT              | CORP              | US        |    800000 | PA      | $776000.00    | 0.04%             | 2026-04-29      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sociedad Quimica Y Minera De Chile S.A.                                                  | Sociedad Quimica Y Minera De Chile S.A.                                                  | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992160.00    | 0.06%             | 2025-01-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                                   | Kallpa Generacion S.A.                                                                   | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | US        |    600000 | PA      | $577500.00    | 0.03%             | 2026-05-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Orazul Energy Egenor S. Enc. Por A.                                                      | Orazul Energy Egenor S. Enc. Por A.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1185965.66   | 0.07%             | 2027-04-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Cable One, Inc.                                                                          | Cable One, Inc.                                                                          | CUSIP: 12685LAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1623592 | PA      | $1581378.97   | 0.09%             | 2024-12-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |    800000 | PA      | $768369.66    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE3                                         | Morgan Stanley ABS Capital I Inc. Trust 2007-HE3                                         | CUSIP: 617525AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3128417 | PA      | $1836697.24   | 0.11%             | 2036-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MOS Holdings Inc.                                                                        | MOS Holdings Inc.                                                                        | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1238121.35   | 0.07%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                           | Penske Truck Leasing Co., L.P.                                                           | CUSIP: 709599BG8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1622851.99   | 0.09%             | 2024-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                              | Phillips 66                                                                              | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    725000 | PA      | $706088.74    | 0.04%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Rali Series 2007-Qs8 Trust                                                               | Rali Series 2007-Qs8 Trust                                                               | CUSIP: 74922UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1201471 | PA      | $857285.86    | 0.05%             | 2037-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust Series 2021-St3                                               | Upstart Pass-Through Trust Series 2021-St3                                               | CUSIP: 91681PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    729018 | PA      | $680456.05    | 0.04%             | 2027-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1588107.61   | 0.09%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                        | Verus Securitization Trust 2020-1                                                        | CUSIP: 92537TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2349746.25   | 0.13%             | 2060-03-25      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-7                                                        | Verus Securitization Trust 2021-7                                                        | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634181 | PA      | $1399775.22   | 0.08%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                           | Wells Fargo Commercial Mortgage Trust 2017-C38                                           | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23221033 | PA      | $767894.01    | 0.04%             | 2050-07-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                                                     | Whitebox CLO III Ltd                                                                     | CUSIP: 96467HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14605860.00  | 0.84%             | 2034-10-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                                                      | Sable International Finance Limited                                                      | CUSIP: N/A<br>LEI: 2138009IE9A35LO5JS73       | Long             | DBT              | CORP              | US        |   2073000 | PA      | $1917525.00   | 0.11%             | 2027-09-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 13134MBS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38700 | PA      | $38153.56     | 0.00%             | 2026-08-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148QAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643500 | PA      | $629021.25    | 0.04%             | 2028-10-14      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                                                             | BB-UBS Trust                                                                             | CUSIP: 05490AAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2998427 | PA      | $2143875.05   | 0.12%             | 2030-06-07      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                             | B. A. T. Capital Corporation                                                             | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    740000 | PA      | $708713.47    | 0.04%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1550479.70   | 0.09%             | 2081-01-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                       | BX Trust 2021-MFM1                                                                       | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2153000 | PA      | $1972518.96   | 0.11%             | 2023-06-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2021-A                                                   | Bravo Residential Funding Trust 2021-A                                                   | CUSIP: 105693AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4044013 | PA      | $3718156.98   | 0.21%             | 2024-01-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                              | Brighthouse Financial, Inc.                                                              | CUSIP: 10921U2D9<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    755000 | PA      | $739612.87    | 0.04%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation                                                                     | Broadcom Corporation                                                                     | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28426.76     | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-RISE                                                                       | BX Trust 2021-RISE                                                                       | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5423000 | PA      | $5096328.78   | 0.29%             | 2023-11-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2020-Z2                                                | Affirm Asset Securitization Trust 2020-Z2                                                | CUSIP: 00834AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    906122 | PA      | $891701.36    | 0.05%             | 2025-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-23CB                                                         | Alternative Loan Trust 2007-23CB                                                         | CUSIP: 02151EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5956185 | PA      | $3499575.83   | 0.20%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                              | Citigroup Commercial Mortgage Trust 2017-P7                                              | CUSIP: 17325HBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11309294 | PA      | $409086.57    | 0.02%             | 2050-04-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-TBR                                             | Citigroup Commercial Mortgage Trust 2018-TBR                                             | CUSIP: 17326MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4739000 | PA      | $4490653.18   | 0.26%             | 2036-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 Trust                                                                     | CSMC 2020-SPT1 Trust                                                                     | CUSIP: 12659LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $440205.35    | 0.03%             | 2024-07-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 Ltd                                                                    | CQS US CLO 2021-1 Ltd                                                                    | CUSIP: 12659UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5777544.00   | 0.33%             | 2035-01-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1045514.45   | 0.06%             | 2030-07-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Bank 2021-BNK36                                                                          | Bank 2021-BNK36                                                                          | CUSIP: 06540DBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  80053540 | PA      | $3725843.83   | 0.21%             | 2064-09-17      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6                              | CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6                              | CUSIP: 18976GAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962938 | PA      | $813737.25    | 0.05%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 Mortgage Loan Trust                                                          | COLT 2022-2 Mortgage Loan Trust                                                          | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4307477 | PA      | $3896166.92   | 0.22%             | 2049-12-31      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 Ltd                                                                    | CQS US CLO 2021-1 Ltd                                                                    | CUSIP: 12659UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $3171081.40   | 0.18%             | 2035-01-22      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kayne CLO 7 Ltd                                                                          | Kayne CLO 7 Ltd                                                                          | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4901140.00   | 0.28%             | 2033-04-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KF29 Mortgage Trust                                                           | FREMF 2017-KF29 Mortgage Trust                                                           | CUSIP: 30300PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254066 | PA      | $244981.65    | 0.01%             | 2024-02-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    532623 | PA      | $533589.79    | 0.03%             | 2042-11-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL2 Trust                                                                     | CSMC 2020-RPL2 Trust                                                                     | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3642554 | PA      | $3596826.59   | 0.21%             | 2060-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798222.74    | 0.05%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    770000 | PA      | $755635.42    | 0.04%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The Korea Development Bank                                                               | The Korea Development Bank                                                               | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $1047418.80   | 0.06%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | CUSIP: 46645WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3141000 | PA      | $2754456.29   | 0.16%             | 2023-07-07      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                                | Korea Electric Power Corp                                                                | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1313928.54   | 0.08%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403553.02   | 0.08%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                      | Entergy Corporation                                                                      | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1599887.63   | 0.09%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                                 | Morgan Stanley Capital I Trust 2015-UBS8                                                 | CUSIP: 61691ABM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4393081 | PA      | $85445.43     | 0.00%             | 2048-12-17      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23117379 | PA      | $873446.24    | 0.05%             | 2050-06-17      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                                 | Mercury Chile Holdco LLC                                                                 | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $381609.95    | 0.02%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                           | Wells Fargo Commercial Mortgage Trust 2018-C47                                           | CUSIP: 95002DBX6<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    344000 | PA      | $289125.64    | 0.02%             | 2028-10-17      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                               | Exeter Automobile Receivables Trust 2021-1                                               | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1389847.20   | 0.08%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                      | Expedia Group, Inc.                                                                      | CUSIP: 30212PAS4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1601478.45   | 0.09%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                                                  | Hilton Domestic Operating Company, Inc.                                                  | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400398 | PA      | $398804.49    | 0.02%             | 2023-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                           | Caesars Resort Collection, LLC                                                           | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108821 | PA      | $108449.76    | 0.01%             | 2025-06-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                 | 1011778 B.C. Unlimited Liability Company                                                 | CUSIP: C6901LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3845272 | PA      | $3773173.16   | 0.22%             | 2026-11-14      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| 5 Bryant Park 2018-5Bp Mortgage Trust                                                    | 5 Bryant Park 2018-5Bp Mortgage Trust                                                    | CUSIP: 33830CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861000 | PA      | $762132.66    | 0.04%             | 2033-06-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 TRUST                                                                     | GCAT 2021-NQM4 TRUST                                                                     | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3635186 | PA      | $2730406.15   | 0.16%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26314 | PA      | $25886.15     | 0.00%             | 2026-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                   | McDonald's Corporation                                                                   | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1587683.11   | 0.09%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-I Ltd.                                                                       | Nassau 2018-I Ltd.                                                                       | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4866520.00   | 0.28%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS4 Trust                                                               | RALI Series 2007-QS4 Trust                                                               | CUSIP: 74923HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435346 | PA      | $1170454.19   | 0.07%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RALI Series 2006-QS12 Trust                                                              | RALI Series 2006-QS12 Trust                                                              | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718691 | PA      | $559084.97    | 0.03%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust         | CUSIP: 92925CEU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14984000 | PA      | $12830001.97  | 0.74%             | 2036-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C19                                                 | WFRBS Commercial Mortgage Trust 2014-C19                                                 | CUSIP: 92938VAW5<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-CBDO         | CORP              | US        |  28815451 | PA      | $226509.62    | 0.01%             | 2047-03-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-Mf2                                     | Arbor Multifamily Mortgage Securities Trust 2021-Mf2                                     | CUSIP: 03881VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  51238527 | PA      | $3374256.85   | 0.19%             | 2054-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Ares XXXVII CLO Ltd                                                                      | Ares XXXVII CLO Ltd                                                                      | CUSIP: 04015NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2648973.25   | 0.15%             | 2030-10-15      | Floating      | 5.58%                 | 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        |   2148694 | PA      | $25271.65     | 0.00%             | 2047-08-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2020-1, Ltd.                                                               | Wellfleet CLO 2020-1, Ltd.                                                               | CUSIP: 94949GAA9<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4890855.00   | 0.28%             | 2033-04-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    800000 | PA      | $758000.00    | 0.04%             | 2024-07-24      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1765340.00   | 0.10%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CBAM 2017-1 Ltd                                                                          | CBAM 2017-1 Ltd                                                                          | CUSIP: 12480VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $969207.00    | 0.06%             | 2030-07-22      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CVP CLO 2017-2 Ltd                                                                       | CVP CLO 2017-2 Ltd                                                                       | CUSIP: 12662CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9851580.00   | 0.57%             | 2031-01-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings, LLC                                                       | Maravai Intermediate Holdings, LLC                                                       | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71989 | PA      | $70549.55     | 0.00%             | 2027-10-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H0B49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3812839 | PA      | $3341662.21   | 0.19%             | 2037-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCM XVII Limited Partnership                                                             | LCM XVII Limited Partnership                                                             | CUSIP: 50190AAP7<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4911420.00   | 0.28%             | 2031-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Logan CLO III Ltd                                                                        | Logan CLO III Ltd                                                                        | CUSIP: 54054PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4913590.00   | 0.28%             | 2035-04-23      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust 2006-6                                                    | Long Beach Mortgage Loan Trust 2006-6                                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9883589 | PA      | $3957573.00   | 0.23%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1822674.67   | 0.10%             | 2023-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                        | Pioneer Natural Resources Company                                                        | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    795000 | PA      | $781827.59    | 0.04%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    992500 | PA      | $858519.84    | 0.05%             | 2026-12-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners I 2021-NPL1, LLC                                        | Pretium Mortgage Credit Partners I 2021-NPL1, LLC                                        | CUSIP: 741386AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3489836 | PA      | $3082922.62   | 0.18%             | 2024-06-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NASCAR Holdings, Inc                                                                     | NASCAR Holdings, Inc                                                                     | CUSIP: 63108EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111568 | PA      | $111220.25    | 0.01%             | 2026-07-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20819 | PA      | $20316.14     | 0.00%             | 2027-01-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                         | SkyMiles IP Ltd.                                                                         | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $178150.00    | 0.01%             | 2027-09-16      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C10                                                            | BBCMS Mortgage Trust 2021-C10                                                            | CUSIP: 05551VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $1677001.63   | 0.10%             | 2054-07-17      | Variable      | 1.70%                 | 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        |  29761403 | PA      | $295125.98    | 0.02%             | 2047-06-12      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Fountainbleu Miami Beach Trust                                                           | Fountainbleu Miami Beach Trust                                                           | CUSIP: 34461LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1671452.75   | 0.10%             | 2024-12-12      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1666829.02   | 0.10%             | 2024-05-11      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 LLC                                                            | Loanpal Solar Loan 2020-3 LLC                                                            | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1953167 | PA      | $1477502.02   | 0.08%             | 2035-08-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2021-1 Ltd.                                                           | Loanpal Solar Loan 2021-1 Ltd.                                                           | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063114 | PA      | $1550407.18   | 0.09%             | 2034-10-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                                    | Palmer Square CLO Ltd                                                                    | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4870805.00   | 0.28%             | 2034-07-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1451250.00   | 0.08%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd 2016-1                                        | Park Avenue Institutional Advisers CLO Ltd 2016-1                                        | CUSIP: 700162AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4416615.00   | 0.25%             | 2031-08-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                              | Parker-Hannifin Corporation                                                              | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685183.03    | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                              | Ziggo Financing Partnership                                                              | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $58406.40     | 0.00%             | 2028-04-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                               | Froneri International Ltd.                                                               | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149410 | PA      | $145155.99    | 0.01%             | 2027-01-29      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                                    | WMG Acquisition Corp.                                                                    | CUSIP: 92929LAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4426617 | PA      | $4369424.83   | 0.25%             | 2028-01-13      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                                                       | Connect Finco Sarl                                                                       | CUSIP: L2000DAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121875 | PA      | $120300.39    | 0.01%             | 2026-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                                    | Avantor Funding, Inc.                                                                    | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3030935 | PA      | $3012415.69   | 0.17%             | 2027-11-08      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                                            | Santander Drive Auto Receivables Trust 2020-4                                            | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1909579.40   | 0.11%             | 2025-09-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                     | Sapphire Aviation Finance II Limited                                                     | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4479784 | PA      | $3409348.65   | 0.20%             | 2027-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $708838.51    | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2021-1 Trust                                                  | SoFi Consumer Loan Program 2021-1 Trust                                                  | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4995742 | PA      | $4967136.47   | 0.28%             | 2030-05-25      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                      | Synchrony Financial                                                                      | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1638056.37   | 0.09%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRTX 2022-FL5 Issuer, Ltd.                                                               | TRTX 2022-FL5 Issuer, Ltd.                                                               | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3420000 | PA      | $3291641.24   | 0.19%             | 2039-02-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust 2021-1                                                             | Theorem Funding Trust 2021-1                                                             | CUSIP: 88339VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1862372.80   | 0.11%             | 2027-12-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29740000 | PA      | $29925875.00  | 1.72%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2022-A                                                 | Affirm Asset Securitization Trust 2022-A                                                 | CUSIP: 00834WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $5931475.00   | 0.34%             | 2024-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1658253.70   | 0.10%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2022-3, Limited                                                  | Bain Capital Credit CLO 2022-3, Limited                                                  | CUSIP: 05684NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $9866881.50   | 0.57%             | 2035-07-17      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2017-C1                                                             | BBCMS Mortgage Trust 2017-C1                                                             | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19214734 | PA      | $883276.34    | 0.05%             | 2050-02-17      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 Mortgage Trust                                                            | COMM 2015-LC21 Mortgage Trust                                                            | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16753839 | PA      | $213877.83    | 0.01%             | 2048-07-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25755TAE0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-CBDO         | CORP              | US        |   2632000 | PA      | $2505952.73   | 0.14%             | 2025-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216947.73    | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2019-1                                                          | Foundation Finance Trust 2019-1                                                          | CUSIP: 35041JAA3<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-CBDO         | CORP              | US        |    652178 | PA      | $637696.97    | 0.04%             | 2024-12-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1715996.19   | 0.10%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3381400 | PA      | $2880143.25   | 0.17%             | 2032-11-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                           | Mosaic Solar Loan Trust 2020-2                                                           | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1298072 | PA      | $1082171.66   | 0.06%             | 2033-05-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust 2021-5                                                    | Pagaya AI Debt Selection Trust 2021-5                                                    | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10998704 | PA      | $9602874.88   | 0.55%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2948020.80   | 0.17%             | 2037-01-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1629691.93   | 0.09%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd                                                                 | Sound Point CLO XXVI Ltd                                                                 | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7210815.00   | 0.41%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fenix Power Peru S.A.                                                                    | Fenix Power Peru S.A.                                                                    | CUSIP: N/A<br>LEI: 549300VBTI7WLU4G4642       | Long             | DBT              | CORP              | US        |   1494118 | PA      | $1367013.06   | 0.08%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                                                | Corporacion Financiera de Desarrollo S.A.                                                | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962500.00    | 0.06%             | 2029-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNL Quintero S.A                                                                         | GNL Quintero S.A                                                                         | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | US        |   1317760 | PA      | $1281561.13   | 0.07%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| First Advantage Holdings, LLC                                                            | First Advantage Holdings, LLC                                                            | CUSIP: 78477MAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190874 | PA      | $187016.29    | 0.01%             | 2027-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Univar Solutions USA Inc.                                                                | Univar Solutions USA Inc.                                                                | CUSIP: 91335PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    856950 | PA      | $852305.33    | 0.05%             | 2028-05-26      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                                 | Alterra Mountain Company                                                                 | CUSIP: 46124CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467810 | PA      | $461087.52    | 0.03%             | 2028-07-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Co.                                         | Setanta Aircraft Leasing Designated Activity Co.                                         | CUSIP: G8057JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3190000 | PA      | $3169265.00   | 0.18%             | 2028-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-S4 Trust                                                               | RFMSI Series 2006-S4 Trust                                                               | CUSIP: 762010AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435230 | PA      | $344733.16    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2126407.05   | 0.12%             | 2023-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| STWD 2019-FL1, Ltd.                                                                      | STWD 2019-FL1, Ltd.                                                                      | CUSIP: 78485WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1525000 | PA      | $1402552.11   | 0.08%             | 2025-02-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund III, Ltd.                                                         | Atlas Senior Loan Fund III, Ltd.                                                         | CUSIP: 04941GAL2<br>LEI: 635400UCHZNUTGTBTH21 | Long             | ABS-CBDO         | CORP              | KY        |   1291521 | PA      | $1276689.00   | 0.07%             | 2027-11-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                           | BBCMS 2019-BWAY Mortgage Trust                                                           | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2068393.16   | 0.12%             | 2034-11-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2020-P1                                                   | Carvana Auto Receivables Trust 2020-P1                                                   | CUSIP: 14687AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1102779.47   | 0.06%             | 2025-09-08      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    700000 | PA      | $663200.30    | 0.04%             | 2026-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1400940.58   | 0.08%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1021230.42   | 0.06%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187711.48    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454757.30    | 0.03%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAB1<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    525000 | PA      | $478524.93    | 0.03%             | 2024-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                                      | OBX 2020-EXP2 Trust                                                                      | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413944 | PA      | $342357.26    | 0.02%             | 2036-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1527869.90   | 0.09%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2228908 | PA      | $2078619.34   | 0.12%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust, Series 2019-2                                        | Prosper Marketplace Issuance Trust, Series 2019-2                                        | CUSIP: 74361PAC6<br>LEI: 549300WV6NCA12RVBP15 | Long             | ABS-CBDO         | CORP              | US        |    265055 | PA      | $264930.96    | 0.02%             | 2025-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | Public Service Enterprise Group Incorporated                                             | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1179865.77   | 0.07%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Limited                                                                | Vedanta Resources Limited                                                                | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $465000.00    | 0.03%             | 2023-05-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                       | CSN Resources S.A.                                                                       | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | US        |    200000 | PA      | $199700.54    | 0.01%             | 2026-04-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                     | Guara Norte S.a r.l.                                                                     | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | US        |    182114 | PA      | $153920.67    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | DE        |    450000 | PA      | $447968.64    | 0.03%             | 2026-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816194AV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    507495 | PA      | $496330.20    | 0.03%             | 2025-03-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                          | Stars Group Holdings B.V. (The)                                                          | CUSIP: N8233BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2370821 | PA      | $2334262.78   | 0.13%             | 2025-06-29      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                                    | Gray Television, Inc.                                                                    | CUSIP: 389376AY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650933 | PA      | $632400.60    | 0.04%             | 2025-10-30      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                                  | Prairie ECI Acquiror LP                                                                  | CUSIP: 73955HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176716 | PA      | $171414.31    | 0.01%             | 2026-03-07      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                                    | Gray Television, Inc.                                                                    | CUSIP: 389376AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1311750 | PA      | $1271033.28   | 0.07%             | 2028-10-27      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                                 | Mercury Chile Holdco LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1431037.31   | 0.08%             | 2027-01-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AJAX Mortgage Loan Trust 2021-C                                                          | AJAX Mortgage Loan Trust 2021-C                                                          | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1497689 | PA      | $1403217.75   | 0.08%             | 2061-01-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Allegro CLO X Ltd                                                                        | Allegro CLO X Ltd                                                                        | CUSIP: 01750FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3425502.50   | 0.20%             | 2032-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-KF18 Mortgage Trust                                                           | FREMF 2016-KF18 Mortgage Trust                                                           | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456962 | PA      | $441663.62    | 0.03%             | 2026-05-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                                    | GS Mortgage Securities Trust 2017-GS8                                                    | CUSIP: 36254KAP7<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-CBDO         | CORP              | US        |  29936191 | PA      | $1058480.84   | 0.06%             | 2050-11-11      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2294737.96   | 0.13%             | 2026-04-26      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                          | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3103000 | PA      | $2565705.62   | 0.15%             | 2023-07-10      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177000 | PA      | $1093891.56   | 0.06%             | 2024-05-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Univar Inc.                                                                              | Univar Inc.                                                                              | CUSIP: 91335PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82450 | PA      | $81969.32     | 0.00%             | 2026-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                                                        | PointClickCare Technologies, Inc.                                                        | CUSIP: C7365BAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122812 | PA      | $119128.13    | 0.01%             | 2027-12-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                                                           | Catalent Pharma Solutions Inc.                                                           | CUSIP: 14880BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1301607 | PA      | $1278425.53   | 0.07%             | 2026-05-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1179750.00   | 0.07%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO VII Ltd                                                                      | Allegro CLO VII Ltd                                                                      | CUSIP: 01750CAA1<br>LEI: 635400EBXLHIKFL2MP73 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2944068.00   | 0.17%             | 2031-06-13      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                      | B.A.T. International Finance P.L.C.                                                      | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $898672.97    | 0.05%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-VI Ltd                                                                 | CIFC Funding 2019-VI Ltd                                                                 | CUSIP: 12555XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5434929.50   | 0.31%             | 2033-01-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2014-C20                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2014-C20                          | CUSIP: 46642CBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3529000 | PA      | $3177435.37   | 0.18%             | 2024-06-17      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                    | Keurig Dr Pepper Inc.                                                                    | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1671056.11   | 0.10%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                                               | E.W. Scripps Company (The)                                                               | CUSIP: 26928BAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487437 | PA      | $478175.89    | 0.03%             | 2026-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                | Asplundh Tree Expert, LLC                                                                | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4892267 | PA      | $4884097.03   | 0.28%             | 2027-09-07      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                                           | Victory Capital Holdings, Inc.                                                           | CUSIP: 92645DAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125962 | PA      | $124898.54    | 0.01%             | 2026-07-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                       | Berry Global, Inc.                                                                       | CUSIP: 08579JBG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1858102 | PA      | $1841211.48   | 0.11%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DAU2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1322494 | PA      | $1294629.50   | 0.07%             | 2024-12-31      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte S.A                                                            | Banco Mercantil Del Norte S.A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    500000 | PA      | $445165.63    | 0.03%             | 2500-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                                              | Banco Nacional De Comercio Exterior, S.N.C.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $332306.72    | 0.02%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 4 Ltd.                                                             | Anchorage Capital CLO 4 Ltd.                                                             | CUSIP: 03328LAC6<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1943916.00   | 0.11%             | 2031-01-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-MFM1                                                                       | BX Trust 2021-MFM1                                                                       | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1674177.48   | 0.10%             | 2023-01-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    585000 | PA      | $538921.08    | 0.03%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC19                                            | Citigroup Commercial Mortgage Trust 2014-GC19                                            | CUSIP: 17322AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23436745 | PA      | $194063.28    | 0.01%             | 2047-03-12      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                            | Citigroup Commercial Mortgage Trust 2014-GC21                                            | CUSIP: 17322MBB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21366112 | PA      | $234997.32    | 0.01%             | 2047-05-10      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                           | Crown City CLO                                                                           | CUSIP: 22824DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2899407.00   | 0.17%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OC8                                                          | Alternative Loan Trust 2006-OC8                                                          | CUSIP: 232434AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048935 | PA      | $879684.44    | 0.05%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DGL3 Limited                                                                             | DGL3 Limited                                                                             | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164995 | PA      | $44985.52     | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    820000 | PA      | $774477.61    | 0.04%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                                   | GS Mortgage Securities Trust 2014-GC24                                                   | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8119685 | PA      | $73858.28     | 0.00%             | 2047-09-12      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                     | Legacy Mortgage Asset Trust 2021-GS4                                                     | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4925002 | PA      | $4371745.87   | 0.25%             | 2023-08-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1221372.21   | 0.07%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BOC Aviation (USA) Corporation                                                           | BOC Aviation (USA) Corporation                                                           | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1239054.46   | 0.07%             | 2024-04-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Banco Del Estado De Chile                                                                | Banco Del Estado De Chile                                                                | CUSIP: 05968AAG1<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379412.52    | 0.02%             | 2025-01-09      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                       | NVIDIA Corporation                                                                       | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1576100.41   | 0.09%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| PRET 2022-NPL2 LLC                                                                       | PRET 2022-NPL2 LLC                                                                       | CUSIP: 693971AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4276129 | PA      | $4006874.08   | 0.23%             | 2025-04-25      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176250.00    | 0.01%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                        | Benchmark 2020-B22 Mortgage Trust                                                        | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30576039 | PA      | $2613019.12   | 0.15%             | 2054-01-16      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                     | Pretium Mortgage Credit Partners LLC                                                     | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1868109 | PA      | $1685880.94   | 0.10%             | 2024-09-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Purewest Funding LLC                                                                     | Purewest Funding LLC                                                                     | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-CBDO         | CORP              | US        |   3363442 | PA      | $3149944.21   | 0.18%             | 2036-12-20      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 Mortgage Trust                                                          | COMM 2015-CCRE25 Mortgage Trust                                                          | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19121433 | PA      | $327989.94    | 0.02%             | 2048-08-12      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2269453.75   | 0.13%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO 2017-1, Ltd.                                                            | Steele Creek CLO 2017-1, Ltd.                                                            | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $984081.00    | 0.06%             | 2030-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                            | Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                            | CUSIP: 86362HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3684548 | PA      | $3289965.76   | 0.19%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| VCAT 2021-NPL4 LLC                                                                       | VCAT 2021-NPL4 LLC                                                                       | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754403 | PA      | $3343516.46   | 0.19%             | 2024-08-26      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                                | EQUATE Petrochemical B.V.                                                                | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |    600000 | PA      | $572766.00    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                                                   | Marlette Funding Trust                                                                   | CUSIP: 57110NAC0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-CBDO         | CORP              | US        |   1450000 | PA      | $1378985.96   | 0.08%             | 2031-06-16      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2                               | Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2                               | CUSIP: 590210AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6726546 | PA      | $3773619.62   | 0.22%             | 2037-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967881 | PA      | $958425.25    | 0.05%             | 2025-12-11      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440000 | PA      | $436563.60    | 0.03%             | 2025-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 44969CBJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4361258 | PA      | $4336748.13   | 0.25%             | 2025-06-07      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                          | Stars Group Holdings B.V. (The)                                                          | CUSIP: N8233BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2273436 | PA      | $2238379.81   | 0.13%             | 2025-06-29      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                           | US Foods, Inc.                                                                           | CUSIP: 90351HAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550550 | PA      | $544290.25    | 0.03%             | 2026-08-14      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1282287 | PA      | $1268040.88   | 0.07%             | 2028-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                        | Microchip Technology Incorporated                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1692267.31   | 0.10%             | 2024-02-15      | Fixed         | 0.97%                 | 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        |   8709452 | PA      | $7112628.11   | 0.41%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | The Toronto-Dominion Bank                                                                | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1553332.13   | 0.09%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| U.S. Auto Funding Trust 2021-1                                                           | U.S. Auto Funding Trust 2021-1                                                           | CUSIP: 90355EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2225512.80   | 0.13%             | 2025-03-17      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                                   | Grifols Worldwide Operations USA, Inc.                                                   | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4439584 | PA      | $4286062.90   | 0.25%             | 2027-11-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273000 | PA      | $270100.74    | 0.02%             | 2027-08-10      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                              | Axalta Coating Systems Dutch Holding B B.V.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1830000 | PA      | $1830000.00   | 0.10%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |    750000 | PA      | $589687.50    | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $663188.49    | 0.04%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |   1600000 | PA      | $1574004.80   | 0.09%             | 2024-01-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                           | Sumitomo Mitsui Trust Bank Ltd                                                           | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1679719.26   | 0.10%             | 2023-09-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                      | Synchrony Financial                                                                      | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14726.65     | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51490000 | PA      | $51498042.74  | 2.95%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $609528.59    | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2020-Z1                                                | Affirm Asset Securitization Trust 2020-Z1                                                | CUSIP: 00832PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443133 | PA      | $441701.41    | 0.03%             | 2024-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd                                                                     | BlueMountain CLO Ltd                                                                     | CUSIP: 09631BAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3892284.00   | 0.22%             | 2034-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-2 Ltd                                                                          | CBAM 2017-2 Ltd                                                                          | CUSIP: 12481KAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4824760.00   | 0.28%             | 2034-07-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                               | CD 2017-CD6 Mortgage Trust                                                               | CUSIP: 125039AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $296063.36    | 0.02%             | 2027-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-10                                                  | CHL Mortgage Pass-Through Trust 2007-10                                                  | CUSIP: 12545CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2859581 | PA      | $1503372.33   | 0.09%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                          | COMM 2013-CCRE12 Mortgage Trust                                                          | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-CBDO         | CORP              | US        |  29417821 | PA      | $156944.07    | 0.01%             | 2046-10-15      | Variable      | 1.06%                 | 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        |  16460892 | NS      | $16460891.80  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO XXII Ltd.                                                               | Marble Point CLO XXII Ltd.                                                               | CUSIP: 56606GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7223490.00   | 0.41%             | 2034-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1665467.56   | 0.10%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                              | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                              | CUSIP: 61763KBB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9654591 | PA      | $47085.44     | 0.00%             | 2047-04-17      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1633988.93   | 0.09%             | 2026-01-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust Series 2021-ST8                                               | Upstart Pass-Through Trust Series 2021-ST8                                               | CUSIP: 91683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5417303 | PA      | $5027966.64   | 0.29%             | 2029-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172512 | PA      | $169191.63    | 0.01%             | 2026-12-04      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Generac Power Systems, Inc.                                                              | Generac Power Systems, Inc.                                                              | CUSIP: 36874VAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108554 | PA      | $105399.58    | 0.01%             | 2026-12-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2, Inc.                                                                     | SMG US Midco 2, Inc.                                                                     | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109313 | PA      | $106215.79    | 0.01%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2021-3, Ltd.                                                               | Trimaran CAVU 2021-3, Ltd.                                                               | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6258401.50   | 0.36%             | 2035-01-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                   | Triton Container International Limited                                                   | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1734608.56   | 0.10%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35820000 | PA      | $34854679.66  | 2.00%             | 2023-08-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34770000 | PA      | $33933346.88  | 1.95%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34370000 | PA      | $34192781.41  | 1.96%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust Series 2020-ST6                                               | Upstart Pass-Through Trust Series 2020-ST6                                               | CUSIP: 91680XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1655328 | PA      | $1567314.73   | 0.09%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-1                                                      | Upstart Securitization Trust 2021-1                                                      | CUSIP: 91681NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $487588.60    | 0.03%             | 2031-03-20      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-B                                                 | Affirm Asset Securitization Trust 2021-B                                                 | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1706454.72   | 0.10%             | 2024-03-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer, LLC                                                         | Aligned Data Centers Issuer, LLC                                                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1703565.20   | 0.10%             | 2026-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                                | Bank Leumi le-Israel B.M.                                                                | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1240405.60   | 0.07%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1697382.48   | 0.10%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-1                                                            | Bear Stearns ARM Trust 2007-1                                                            | CUSIP: 073880AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7312758 | PA      | $5948810.35   | 0.34%             | 2047-02-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                          | COMM 2015-CCRE27 Mortgage Trust                                                          | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10131881 | PA      | $204050.00    | 0.01%             | 2048-10-13      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146497.95    | 0.01%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                       | Canadian Imperial Bank of Commerce                                                       | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $831973.20    | 0.05%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                              | GS Mortgage Securities Corp Trust 2018-RIVR                                              | CUSIP: 36255WAN5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1028806.20   | 0.06%             | 2035-07-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Generate CLO IX Ltd                                                                      | Generate CLO IX Ltd                                                                      | CUSIP: 37147LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7231050.00   | 0.41%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Generate CLO 6 Ltd                                                                       | Generate CLO 6 Ltd                                                                       | CUSIP: 37148JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4866650.00   | 0.28%             | 2035-01-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272AL2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1124461.61   | 0.06%             | 2025-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461927.57    | 0.03%             | 2024-03-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VI SRL                                                                 | Global SC Finance VI SRL                                                                 | CUSIP: 37959PAA5<br>LEI: 549300NP8065N4YHMG91 | Long             | ABS-CBDO         | CORP              | US        |   1500261 | PA      | $1327421.25   | 0.08%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                                | Mylan Inc                                                                                | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199691.80    | 0.01%             | 2023-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NYT 2019-NYT Mortgage Trust                                                              | NYT 2019-NYT Mortgage Trust                                                              | CUSIP: 62954PAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3935000 | PA      | $3241567.61   | 0.19%             | 2035-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Trust 2022-1                                                              | Pagaya AI Debt Trust 2022-1                                                              | CUSIP: 69546MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4499405 | PA      | $4054108.29   | 0.23%             | 2029-10-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO                                                                     | SOHO Trust 2021-SOHO                                                                     | CUSIP: 83410JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4887000 | PA      | $3559387.81   | 0.20%             | 2038-08-12      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization LLC                                                            | VCAT Asset Securitization LLC                                                            | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3926739 | PA      | $3410515.58   | 0.20%             | 2024-09-25      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| VMC Finance 2019-FL3 LLC                                                                 | VMC Finance 2019-FL3 LLC                                                                 | CUSIP: 91834PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3259556 | PA      | $3034749.66   | 0.17%             | 2036-09-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII, LLC                                                                          | VOLT XCVII, LLC                                                                          | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615052 | PA      | $537018.08    | 0.03%             | 2024-03-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO, Ltd.                                                                        | Vibrant CLO, Ltd.                                                                        | CUSIP: 92558KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2931021.00   | 0.17%             | 2031-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                         | Willis Engine Structured Trust V                                                         | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2532785 | PA      | $1952475.80   | 0.11%             | 2028-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41495 | PA      | $40491.89     | 0.00%             | 2027-01-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                        | Elanco Animal Health Incorporated                                                        | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4416534 | PA      | $4233645.81   | 0.24%             | 2027-02-04      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBB0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1650688.61   | 0.09%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | The Boeing Company                                                                       | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $674043.32    | 0.04%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MBR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    587751 | PA      | $579863.15    | 0.03%             | 2023-06-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pilot Travel Centers LLC                                                                 | Pilot Travel Centers LLC                                                                 | CUSIP: 72165NBH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4417514 | PA      | $4361191.11   | 0.25%             | 2028-07-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | The Boeing Company                                                                       | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124042.86    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                      | Comcast Corporation                                                                      | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1555888.83   | 0.09%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HCLV Mortgage Trust                                                            | COMM 2018-HCLV Mortgage Trust                                                            | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $168965.99    | 0.01%             | 2033-09-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2016-A                                                     | Commonbond Student Loan Trust 2016-A                                                     | CUSIP: 20267TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    431578 | PA      | $410329.02    | 0.02%             | 2040-05-25      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer        | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $366169.02    | 0.02%             | 2025-09-18      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | Commonwealth Bank of Australia                                                           | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1626341.39   | 0.09%             | 2025-07-07      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                     | Conagra Brands, Inc.                                                                     | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414684.14    | 0.02%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                               | Constellation Brands, Inc.                                                               | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    805000 | PA      | $788792.29    | 0.05%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: 24023NAA0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197652.30    | 0.01%             | 2028-12-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $750786.48    | 0.04%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $985671.51    | 0.06%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                   | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205000 | PA      | $1107085.32   | 0.06%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                       | One New York Plaza Trust 2020-1NYP                                                       | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2659845.44   | 0.15%             | 2023-01-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    780000 | PA      | $796744.43    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | Royalty Pharma PLC                                                                       | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76124.01     | 0.00%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Limited                                                                  | SA Global Sukuk Limited                                                                  | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446915.19    | 0.03%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    500000 | PA      | $436250.00    | 0.03%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UPL Corporation Limited                                                                  | UPL Corporation Limited                                                                  | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $675000.00    | 0.04%             | 2028-03-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |   1177083 | PA      | $1118228.61   | 0.06%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer        | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    900000 | PA      | $866637.00    | 0.05%             | 2029-11-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                                   | PSA Treasury Pte. Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | US        |    600000 | PA      | $558462.00    | 0.03%             | 2026-04-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Interoceanica IV Finance Ltd                                                             | Interoceanica IV Finance Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    146078 | PA      | $119221.50    | 0.01%             | 2025-11-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                       | Finastra USA, Inc.                                                                       | CUSIP: 02034DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $62930.60     | 0.00%             | 2025-04-27      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                           | Caesars Resort Collection, LLC                                                           | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118931 | PA      | $118554.24    | 0.01%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cyanco Intermediate Corporation                                                          | Cyanco Intermediate Corporation                                                          | CUSIP: 23243FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111238 | PA      | $106510.76    | 0.01%             | 2025-03-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                                 | Virgin Media Bristol LLC                                                                 | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    695000 | PA      | $682344.05    | 0.04%             | 2027-10-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fleetcor Technologies Operating Company, LLC                                             | Fleetcor Technologies Operating Company, LLC                                             | CUSIP: 33903RAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4956318 | PA      | $4899022.82   | 0.28%             | 2028-04-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Rentpath, Inc.                                                                           | Rentpath, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30295 | PA      | $302.95       | 0.00%             | 2024-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Ali Group North America Corporation                                                      | Ali Group North America Corporation                                                      | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1233800 | PA      | $1221684.08   | 0.07%             | 2028-10-13      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                                | Diamond Sports Group, LLC                                                                | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111311 | PA      | $13357.29     | 0.00%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                                      | Phoenix Services International, LLC                                                      | CUSIP: 71913LAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12803 | PA      | $12067.20     | 0.00%             | 2023-03-29      | Floating      | 16.09%                | No            |                  2 | On Loan: No      |
| Anchorage Capital Clo 19, Ltd.                                                           | Anchorage Capital Clo 19, Ltd.                                                           | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6817741.00   | 0.39%             | 2034-10-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C10                                                            | BBCMS Mortgage Trust 2021-C10                                                            | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26096000 | PA      | $1721592.26   | 0.10%             | 2054-07-17      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro CLO 2016-1 Designated Activity Company             | Carlyle Global Market Strategies Euro CLO 2016-1 Designated Activity Company             | CUSIP: 14312HAU0<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4380106.50   | 0.25%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P5                                              | Citigroup Commercial Mortgage Trust 2016-P5                                              | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9092270 | PA      | $357561.69    | 0.02%             | 2049-10-13      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Acceptance Corp.                                     | Credit Suisse First Boston Mortgage Acceptance Corp.                                     | CUSIP: 2254W0NF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480151 | PA      | $345100.23    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse ABS Trust 2020-AT1                                                         | Credit Suisse ABS Trust 2020-AT1                                                         | CUSIP: 22551XAA2<br>LEI: 549300V5EDY6OCV57745 | Long             | ABS-CBDO         | CORP              | US        |    738981 | PA      | $718646.91    | 0.04%             | 2023-12-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Enel Generacion Chile S.A.                                                               | Enel Generacion Chile S.A.                                                               | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2064942.60   | 0.12%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    840000 | PA      | $811976.18    | 0.05%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KF30 Mortgage Trust                                                           | FREMF 2017-KF30 Mortgage Trust                                                           | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499961 | PA      | $478336.13    | 0.03%             | 2027-03-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                                                         | Kestrel Aircraft Funding Limited                                                         | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1578131 | PA      | $1258082.88   | 0.07%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-A                                         | Navient Private Education Refi Loan Trust 2018-A                                         | CUSIP: 63940PAD7<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2868273.90   | 0.16%             | 2025-11-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                             | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $912101.20    | 0.05%             | 2023-03-15      | Floating      | 5.95%                 | 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        |   2000000 | PA      | $1801287.00   | 0.10%             | 2023-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Volt XCIV, LLC                                                                           | Volt XCIV, LLC                                                                           | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3998029 | PA      | $3584959.58   | 0.21%             | 2024-01-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2018-2, LLC                                                                | Wellfleet CLO 2018-2, LLC                                                                | CUSIP: 94949JAA3<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4370256.00   | 0.25%             | 2031-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO X, Ltd.                                                                    | Wellfleet CLO X, Ltd.                                                                    | CUSIP: 94949WAM8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9741560.00   | 0.56%             | 2032-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Inkia Energy Limited                                                                     | Inkia Energy Limited                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    965000 | PA      | $909512.50    | 0.05%             | 2027-11-09      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                           | Empresa Electrica Cochrane SpA                                                           | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |   1061760 | PA      | $973255.93    | 0.06%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | US        |   2517169 | PA      | $2325932.12   | 0.13%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SA Global Sukuk Limited                                                                  | SA Global Sukuk Limited                                                                  | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1249610.60   | 0.07%             | 2026-06-17      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                                | Cyxtera DC Holdings, Inc.                                                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310205 | PA      | $261090.11    | 0.01%             | 2024-03-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88200 | PA      | $83475.13     | 0.00%             | 2027-01-29      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                                                      | Phoenix Services International, LLC                                                      | CUSIP: 71913YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107728 | PA      | $8719.52      | 0.00%             | 2025-01-29      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                      | Iron Mountain, Inc.                                                                      | CUSIP: 46284NAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4879434 | PA      | $4800143.01   | 0.28%             | 2026-03-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    428080 | PA      | $424869.19    | 0.02%             | 2026-09-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-12T1                                                         | Alternative Loan Trust 2007-12T1                                                         | CUSIP: 02150LAF4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   4442508 | PA      | $2338367.59   | 0.13%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 9, Ltd.                                                            | Anchorage Capital CLO 9, Ltd.                                                            | CUSIP: 03328WAS7<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7336320.00   | 0.42%             | 2032-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                              | Castlelake Aircraft Structured Trust 2019-1                                              | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-CBDO         | CORP              | US        |   2125432 | PA      | $1814882.69   | 0.10%             | 2026-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                               | Caterpillar Financial Services Corporation                                               | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1243768.88   | 0.07%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII, Ltd.                                                                | Cathedral Lake VIII, Ltd.                                                                | CUSIP: 14919GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4831755.00   | 0.28%             | 2035-01-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC Spa                                                                | Chile Electricity PEC Spa                                                                | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1721852.40   | 0.10%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                            | Citigroup Commercial Mortgage Trust 2016-GC37                                            | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3295237 | PA      | $134578.81    | 0.01%             | 2049-04-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1145400.06   | 0.07%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2014-6                                                     | Citigroup Mortgage Loan Trust 2014-6                                                     | CUSIP: 17322WAE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |  14063670 | PA      | $12558247.91  | 0.72%             | 2038-04-26      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Lunar Aircraft 2020-1 Limited                                                            | Lunar Aircraft 2020-1 Limited                                                            | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2103459 | PA      | $1719653.70   | 0.10%             | 2027-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 Ltd.                                                                        | MF1 2021-FL6 Ltd.                                                                        | CUSIP: 55283TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700000 | PA      | $4320141.30   | 0.25%             | 2036-07-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MKS Clo 2017-1, Ltd.                                                                     | MKS Clo 2017-1, Ltd.                                                                     | CUSIP: 55317AAA7<br>LEI: 5493003VGNSG059H2J98 | Long             | ABS-CBDO         | CORP              | US        |   7476494 | PA      | $7351853.26   | 0.42%             | 2030-07-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                             | New York Life Global Funding                                                             | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    670000 | PA      | $645118.69    | 0.04%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OFSI BSL IX, Ltd.                                                                        | OFSI BSL IX, Ltd.                                                                        | CUSIP: 67111BAC4<br>LEI: 549300ISCSFRB3LRFG70 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7821656.00   | 0.45%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |    675000 | PA      | $626906.25    | 0.04%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                          | Lions Gate Capital Holdings LLC                                                          | CUSIP: 53627MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107477 | PA      | $102372.19    | 0.01%             | 2025-03-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3892473 | PA      | $3854443.97   | 0.22%             | 2025-12-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                   | SS&C Technologies Inc.                                                                   | CUSIP: 78466DBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1117094 | PA      | $1096148.43   | 0.06%             | 2025-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 13134MBQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    826804 | PA      | $815178.70    | 0.05%             | 2026-03-22      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                                          | NCR Corporation                                                                          | CUSIP: 62886VAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124898 | PA      | $120838.58    | 0.01%             | 2025-04-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                                 | Standard Industries Inc.                                                                 | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2146001 | PA      | $2117652.57   | 0.12%             | 2028-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VTR Finance N.V.                                                                         | VTR Finance N.V.                                                                         | CUSIP: N/A<br>LEI: 213800F4XI4RJB82XM19       | Long             | DBT              | CORP              | US        |    200000 | PA      | $78000.00     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                                                  | PT Indonesia Asahan Aluminium (Persero)                                                  | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | US        |    800000 | PA      | $783870.66    | 0.04%             | 2025-05-15      | Fixed         | 4.75%                 | 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