# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-014266
**Filing Date:** 2026-6
**Character Count:** 378256
**Document Hash:** 6422385e52f29fbc6e365963957e51af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014266.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0002071691-26-014266

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 261112242

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide Invesco Core Plus Bond Fund (Series ID: S000039094)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000120179 | Class A                     | NWCPX           |
| C000120180 | Institutional Service Class | NWCSX           |
| C000120181 | Class R6                    | NWCIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Mutual Funds

- **b. Investment Company Act file number:** 811-08495

- **c. CIK number of Registrant:** 0001048702

- **d. LEI of Registrant:** 549300NXDT8MH8Z3PQ44

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

  - **Street Address 1:** One Nationwide Plaza

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

- **a. Name of Series:** Nationwide Invesco Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000039094

- **c. LEI of Series:** 549300JU8OD8JPWTAH16

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $143997641.95

**Total Liabilities:** $24369390.21

**Net Assets:** $119628251.74

**Cash Not Reported:** $159868.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 670.83814900 | **1-Year:** 3762.82663800 | **5-Year:** 16845.27172900 | **10-Year:** 24121.42831800 | **30-Year:** 5271.62676800

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

- **3-Month:** 47.57954900 | **1-Year:** 507.18317900 | **5-Year:** 2405.36596800 | **10-Year:** 985.83032400 | **30-Year:** 837.07901700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120179 | 1.41%                | -2.13%               | 0.44%                |
| Class ID C000120180 | 1.52%                | -2.05%               | 0.44%                |
| Class ID C000120181 | 1.41%                | -1.92%               | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $304953.94               | $858479.96                                 |
| Month 2  | $-158650.84              | $-2367898.36                               |
| Month 3  | $-326533.14              | $495924.40                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Total Return

- **Index Identifier:** LEHM.MC.LEHMRT00001UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                           | AEP Texas, Inc.                                                               | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2065.11      | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5151.35      | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12682.24     | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1000 | PA      | $972.94       | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                    | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157507.14    | 0.13%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                    | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117374.58    | 0.10%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                           | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107508.45    | 0.09%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                       | Abbott Laboratories                                                           | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    156000 | PA      | $150828.87    | 0.13%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                           | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66453.87     | 0.06%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                  | Advance Auto Parts, Inc.                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38168.31     | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                  | Advance Auto Parts, Inc.                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50559.67     | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Aethon United BR LP                                       | Aethon United BR LP                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $81486.37     | 0.07%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Airbnb, Inc.                                              | Airbnb, Inc.                                                                  | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42940.72     | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                              | Airbnb, Inc.                                                                  | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34940.43     | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Airbnb, Inc.                                              | Airbnb, Inc.                                                                  | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26927.00     | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp., Series B                                             | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215006.46    | 0.18%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                            | Aircastle Ltd.                                                                | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $149917.63    | 0.13%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust, Series 2025-OANA, Class B                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844000 | PA      | $847165.00    | 0.71%             | 2040-06-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co.                                         | Alabama Power Co., Series C                                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10881.31     | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                            | Alimentation Couche-Tard, Inc.                                                | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2968.83      | 0.00%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: —       |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1430000 | PA      | $1143847.73   | 0.96%             | 2056-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2610000 | PA      | $2185099.41   | 1.83%             | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1025000 | PA      | $897174.83    | 0.75%             | 2056-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1540000 | PA      | $1401609.98   | 1.17%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1690000 | PA      | $1584705.31   | 1.32%             | 2056-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 15 Year, Single Family                                                  | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    920000 | PA      | $912777.34    | 0.76%             | 2041-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2115972.47   | 1.77%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 15 Year, Single Family                                                  | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $866230.16    | 0.72%             | 2041-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4215000 | PA      | $4152155.36   | 3.47%             | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1705000 | PA      | $1713481.27   | 1.43%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220000 | PA      | $1245415.69   | 1.04%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                             | UMBS, 30 Year, Single Family                                                  | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    840000 | PA      | $871474.34    | 0.73%             | 2056-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1821.61      | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2969.73      | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3926.72      | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2910.55      | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1913.04      | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98826.65     | 0.08%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109289.71    | 0.09%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73248.00     | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Alphabet, Inc.                                            | Alphabet, Inc.                                                                | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139277.47    | 0.12%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                              | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238641.29    | 0.20%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                              | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    296000 | PA      | $291658.33    | 0.24%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                              | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181460.60    | 0.15%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                              | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206690.56    | 0.17%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                       | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3035.83      | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                      | American Airlines, Inc., Series 2025-1                                        | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28000 | PA      | $27300.06     | 0.02%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                      | American Airlines, Inc., Series B                                             | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14912.26     | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                      | American Airlines Pass-Through Trust, Series 2026-1, Class A                  | CUSIP: 02379VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296000 | PA      | $295630.00    | 0.25%             | 2038-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                      | American Airlines Pass-Through Trust, Series 2026-1, Class B                  | CUSIP: 02380KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $93000.00     | 0.08%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                       | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62887.42     | 0.05%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                       | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13668.59     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                         | American Electric Power Co., Inc., Series C                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47730.64     | 0.04%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                         | American Electric Power Co., Inc., Series D                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2990.45      | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                             | American National Group, Inc.                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1961.29      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28145.97     | 0.02%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14971.38     | 0.01%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10023.71     | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                          | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25038.00     | 0.02%             | 2029-07-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10655.49     | 0.01%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp.                              | American Honda Finance Corp., Series A                                        | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78041.04     | 0.07%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp., Series A                                        | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59883.19     | 0.05%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                        | American International Group, Inc.                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3029.76      | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                              | American Water Capital Corp.                                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $978.02       | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                 | Americold Realty Operating Partnership LP                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2990.00      | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                             | Cencora, Inc.                                                                 | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24574.49     | 0.02%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                             | Cencora, Inc.                                                                 | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115388.99    | 0.10%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                               | Amgen, Inc.                                                                   | CUSIP: 031162BP4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2739.39      | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14773.22     | 0.01%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17594.77     | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2024-3, Class A2                             | CUSIP: 03466HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96280 | PA      | $95292.64     | 0.08%             | 2068-11-26      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2025-2, Class A1                             | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |    415986 | PA      | $418412.30    | 0.35%             | 2070-02-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2024-2, Class A1                             | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |    660826 | PA      | $663896.17    | 0.55%             | 2069-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                   | Anheuser-Busch Cos. LLC                                                       | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3908.21      | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                              | Antero Midstream Partners LP                                                  | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $140721.19    | 0.12%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co.                                | Arizona Public Service Co.                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      1000 | PA      | $983.19       | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27808.97     | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Ascension Health                                          | Ascension Health, Series 2025                                                 | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35609.83     | 0.03%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| Ascension Health                                          | Ascension Health, Series 2025                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4937.58      | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC                                                                   | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40450.92     | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                        | Atmos Energy Corp.                                                            | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3052.13      | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                      | Augusta SpinCo Corp.                                                          | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $155507.77    | 0.13%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                      | Augusta SpinCo Corp.                                                          | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67851.90     | 0.06%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                      | Augusta SpinCo Corp.                                                          | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40800.61     | 0.03%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                | Aviation Capital Group LLC                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14895.33     | 0.01%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                | Aviation Capital Group LLC                                                    | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10844.38     | 0.01%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC, Series 2025-3A, Class B             | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98760.58     | 0.08%             | 2030-02-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC, Series 2025-4A, Class C             | CUSIP: 05377RLC6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97624.62     | 0.08%             | 2032-02-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     36000 | PA      | $35123.52     | 0.03%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     37000 | PA      | $36345.10     | 0.03%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     49000 | PA      | $48111.68     | 0.04%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                         | BAT Capital Corp.                                                             | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3198.25      | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                         | BAT Capital Corp.                                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4899.74      | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BHP Billiton Finance USA Ltd.                             | BHP Billiton Finance USA Ltd.                                                 | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      1000 | PA      | $1005.35      | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                            | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4953.24      | 0.00%             | 2030-08-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                            | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226653.39    | 0.19%             | 2029-03-19      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                            | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153125.69    | 0.13%             | 2031-03-19      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                            | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83626.99     | 0.07%             | 2033-03-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2026-OPTM, Class A                                           | CUSIP: 05594XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149625.00    | 0.13%             | 2039-03-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                       | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $114649.80    | 0.10%             | 2046-11-13      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                            | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                       | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019128.50   | 0.85%             | 2044-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class C                                           | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $348796.88    | 0.29%             | 2044-12-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class D                                           | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134451.56    | 0.11%             | 2044-12-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-5A, Class A1R                       | CUSIP: 05682EAN3<br>LEI: 2549004H0JOYEPRCTE90 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $710026.98    | 0.59%             | 2034-10-23      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR                        | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $709226.10    | 0.59%             | 2034-07-24      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR                       | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $708715.61    | 0.59%             | 2034-10-21      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR                      | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $708817.85    | 0.59%             | 2035-04-23      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R                       | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $709277.93    | 0.59%             | 2034-10-21      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                 | Baker Hughes Holdings LLC                                                     | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $77442.25     | 0.06%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                 | Baker Hughes Holdings LLC                                                     | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $109699.43    | 0.09%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197297.11    | 0.16%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195480.07    | 0.16%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199088.92    | 0.17%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198558.21    | 0.17%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAX7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199543.57    | 0.17%             | 2029-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series RR                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15853.10     | 0.01%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series N                                               | CUSIP: 060505GP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149722.72    | 0.13%             | 2032-02-06      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116363.96    | 0.10%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4061.91      | 0.00%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28224.88     | 0.02%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46860.84     | 0.04%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92619.20     | 0.08%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    223000 | PA      | $221715.20    | 0.19%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13407.73     | 0.01%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal, Series J                                                    | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $91508.65     | 0.08%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                           | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97624.91     | 0.08%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                           | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151822.47    | 0.13%             | 2037-04-23      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209971.93    | 0.18%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $300538.04    | 0.25%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                  | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197242.83    | 0.16%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                  | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199549.93    | 0.17%             | 2030-05-24      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                          | Barings CLO Ltd., Series 2021-2A, Class A1R                                   | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $304769.42    | 0.25%             | 2034-07-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                             | Barings Equipment Finance LLC, Series 2025-B, Class A3                        | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $189036.09    | 0.16%             | 2032-10-13      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust                 | Bayview Opportunity Master Fund VII Trust, Series 2024-SN1, Class C           | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $338942.76    | 0.28%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Beignet Investor LLC                                      | Beignet Investor LLC                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1083345.47   | 0.91%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada               | Bell Canada                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $121062.10    | 0.10%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Bell Telephone Co. of Canada or Bell Canada               | Bell Canada                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $87171.08     | 0.07%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                    | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class A1R            | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.84%             | 2034-04-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                  | Bimbo Bakeries USA, Inc.                                                      | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    207000 | PA      | $207253.78    | 0.17%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                   | Black Pearl Compute LLC                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $105517.13    | 0.09%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.08      | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                          | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130900.00    | 0.11%             | 2030-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A2                   | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53019 | PA      | $53017.61     | 0.04%             | 2063-06-25      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                             | Federative Republic of Brazil                                                 | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $200780.00    | 0.17%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69665.06     | 0.06%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bristow Group, Inc.                                       | Bristow Group, Inc.                                                           | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110917.12    | 0.09%             | 2033-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                          | Brixmor Operating Partnership LP                                              | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3028.85      | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                          | Brixmor Operating Partnership LP                                              | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2952.55      | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35828.63     | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2017.25      | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2899.09      | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2927.69      | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                  | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14962.04     | 0.01%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd. Finance Corp.                                  | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2993.23      | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                          | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1001.84      | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                          | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $967.43       | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VLT7, Class A                                           | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $699125.00    | 0.58%             | 2044-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2026-CSMO, Class A                       | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $350218.75    | 0.29%             | 2043-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                          | CCO Holdings LLC                                                              | CUSIP: 1248EPCJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $125576.54    | 0.10%             | 2032-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                          | CCO Holdings LLC                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83424.97     | 0.07%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Cigna Group (The)                                         | Cigna Group (The)                                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.05      | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                       | CNA Financial Corp.                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2949.39      | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                 | CRH America Finance, Inc.                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16787.11     | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                 | CRH America Finance, Inc.                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3936.72      | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26905.12     | 0.02%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136952.28    | 0.11%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                          | CVS Health Corp.                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5015.69      | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3028.29      | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1000 | PA      | $995.20       | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3927.79      | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                | COPT Defense Properties LP                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2965.76      | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                              | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $58335.83     | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                              | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $30656.36     | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3055.28      | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12791.60     | 0.01%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59287.99     | 0.05%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2984.49      | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1989.40      | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                 | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R3         | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300063.60    | 0.25%             | 2034-04-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                       | Carlyle US CLO Ltd., Series 2022-1A, Class A1R                                | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249201.75    | 0.21%             | 2035-04-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     55000 | PA      | $55782.32     | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    182000 | PA      | $182915.10    | 0.15%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Carrier Global Corp.                                      | Carrier Global Corp.                                                          | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1050.80      | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241920.81    | 0.20%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123866.25    | 0.10%             | 2029-02-23      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                                 | Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3                          | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250245.75    | 0.21%             | 2034-04-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                  | CenterPoint Energy, Inc.                                                      | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222581.45    | 0.19%             | 2028-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                  | CenterPoint Energy, Inc.                                                      | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2987.67      | 0.00%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                   | Centersquare Issuer LLC, Series 2025-3A, Class A2                             | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $223029.78    | 0.19%             | 2055-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                   | Centersquare Issuer LLC, Series 2025-4A, Class A2                             | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $232482.95    | 0.19%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                              | Cerberus Loan Funding XL LLC, Series 2023-1A, Class AR                        | CUSIP: 15675AAL3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250005.50    | 0.21%             | 2035-03-22      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                      | Charter Communications Operating LLC                                          | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2927.11      | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                     | Cheniere Energy, Inc.                                                         | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46464.31     | 0.04%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Cipher Compute LLC                                        | Cipher Compute LLC                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74628.66     | 0.06%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Citadel Securities Global Holdings LLC                    | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246715.90    | 0.21%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc., Series II                                                    | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      4175 | NS      | $105836.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc., Series Z                                                     | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    203000 | PA      | $208566.26    | 0.17%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20764.94     | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                               | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188279.77    | 0.16%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc., Series JJ                                                    | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    364000 | PA      | $366028.94    | 0.31%             | 2031-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                            | Citizens Financial Group, Inc.                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3087.22      | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                            | Citizens Financial Group, Inc.                                                | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3226.37      | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                            | Citizens Financial Group, Inc.                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3090.98      | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                            | Citizens Financial Group, Inc.                                                | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9914.05      | 0.01%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                         | Clarios Global LP                                                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30995.70     | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                    | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45971.32     | 0.04%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Cleveland-Cliffs, Inc.                                    | Cleveland-Cliffs, Inc.                                                        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125256.62    | 0.10%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Fort Greene Park CLO LLC                                  | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                            | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299700.30    | 0.25%             | 2034-04-22      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                      | Republic of Colombia                                                          | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    370000 | PA      | $366818.00    | 0.31%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                  | COLT Mortgage Loan Trust, Series 2023-3, Class A2                             | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     49538 | PA      | $49771.89     | 0.04%             | 2068-09-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                  | COLT Mortgage Loan Trust, Series 2025-8, Class A1                             | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540722 | PA      | $543325.90    | 0.45%             | 2070-08-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health                                                           | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10817.17     | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                       | CommonSpirit Health                                                           | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $961.54       | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health                                                           | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $952.51       | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health, Series 2025                                              | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4849.13      | 0.00%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health                                                           | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4851.24      | 0.00%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $117790.06    | 0.10%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                       | Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1               | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55747 | PA      | $55818.24     | 0.05%             | 2045-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                | Constellation Brands, Inc.                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2913.54      | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      1000 | PA      | $960.66       | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                              | Constellation Global Funding                                                  | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34331.67     | 0.03%             | 2030-10-22      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                      | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $248698.24    | 0.21%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      1000 | PA      | $792.42       | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                           | CoreWeave, Inc.                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    234000 | PA      | $236950.36    | 0.20%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| CoreWeave, Inc.                                           | CoreWeave, Inc.                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49682.98     | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| CoreWeave, Inc.                                           | CoreWeave, Inc.                                                               | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64370.59     | 0.05%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    215000 | PA      | $213473.50    | 0.18%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Cousins Properties LP                                     | Cousins Properties LP                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3033.40      | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                     | Cousins Properties LP                                                         | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64838.64     | 0.05%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    282000 | PA      | $276592.51    | 0.23%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196459.42    | 0.16%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $193912.16    | 0.16%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    203000 | PA      | $199059.72    | 0.17%             | 2037-08-10      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2024-H2, Class A1                                | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51856 | PA      | $52178.51     | 0.04%             | 2069-04-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2024-H2, Class A3                                | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51856 | PA      | $52129.67     | 0.04%             | 2069-04-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2024-H8, Class A1                                | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201228 | PA      | $202285.68    | 0.17%             | 2069-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2025-H2, Class A2                                | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73087 | PA      | $73099.64     | 0.06%             | 2070-03-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2026-NQM5, Class A1                              | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99693.24     | 0.08%             | 2071-03-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2026-NQM3, Class A1                              | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156015 | PA      | $155722.22    | 0.13%             | 2071-03-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                              | CubeSmart LP                                                                  | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3769.40      | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                        | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                  | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45211.28     | 0.04%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC, Series 2019-1A, Class A23                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     98175 | PA      | $96536.39     | 0.08%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC, Series 2021-1A, Class A2II                             | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    340870 | PA      | $321495.87    | 0.27%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    109725 | PA      | $108679.31    | 0.09%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC, Series 2025-1A, Class A2II                             | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     89775 | PA      | $88433.32     | 0.07%             | 2055-08-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                       | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149209.22    | 0.12%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    424000 | PA      | $423000.47    | 0.35%             | 2032-10-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Danske Bank A/S                                           | Danske Bank A/S                                                               | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200212.57    | 0.17%             | 2029-03-27      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                               | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200654.57    | 0.17%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                      | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8985.86      | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp., Series I                                            | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61506.18     | 0.05%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp., Series I                                            | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65319.10     | 0.05%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                | Deere Funding Canada Corp.                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42453.99     | 0.04%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                    | Dell International LLC                                                        | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $682.73       | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8047.72      | 0.01%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4031.22      | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                              | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149832.65    | 0.13%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                        | Dominican Republic Government Bond                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $146205.00    | 0.12%             | 2034-03-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                        | Dominican Republic Government Bond                                            | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $145807.50    | 0.12%             | 2038-05-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                     | Dominion Energy, Inc.                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18009.43     | 0.02%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                     | Dominion Energy, Inc.                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3005.54      | 0.00%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                          | Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92388 | PA      | $87594.90     | 0.07%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                          | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                   | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $368142.75    | 0.31%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                          | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II                  | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297372.15    | 0.25%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CF SECURED LLC                                            | Treasury Repurchase Agreement                                                 | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   1874948 | PA      | $1874947.75   | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                       | Treasury Repurchase Agreement                                                 | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                   | Duke Energy Florida LLC                                                       | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16800.68     | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EFMT                                                      | EFMT, Series 2026-NQM3, Class A1                                              | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274712 | PA      | $273908.29    | 0.23%             | 2071-03-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| EMD Finance LLC                                           | EMD Finance LLC                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    514000 | PA      | $508826.44    | 0.43%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EMD Finance LLC                                           | EMD Finance LLC                                                               | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148402.82    | 0.12%             | 2032-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5014.53      | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3044.02      | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1012.59      | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                          | ERP Operating LP                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11097.14     | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                          | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182588.73    | 0.15%             | 2031-04-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                          | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139648.27    | 0.12%             | 2036-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                          | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195595.20    | 0.16%             | 2029-10-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                            | EPR Properties                                                                | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2999.42      | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                  | Eagle Funding Luxco Sarl                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1108000 | PA      | $1116531.60   | 0.93%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                   | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    399000 | PA      | $396303.35    | 0.33%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                   | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197992.98    | 0.17%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196885.29    | 0.16%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                   | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193512.21    | 0.16%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Edged Compute LLC                                         | Edged Compute LLC                                                             | CUSIP: 28002AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $228459.82    | 0.19%             | 2031-04-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                      | EFMT, Series 2025-NQM2, Class A1                                              | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167006 | PA      | $167926.54    | 0.14%             | 2070-06-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                      | EFMT, Series 2025-NQM5, Class A1                                              | CUSIP: 28225KAC9<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |    356236 | PA      | $355294.33    | 0.30%             | 2070-11-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)        | Egyptian Financial Co. for Sovereign Taskeek (The)                            | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $198762.80    | 0.17%             | 2029-04-07      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                      | CUSIP: 285039AP8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    273000 | PA      | $268247.33    | 0.22%             | 2036-04-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                      | CUSIP: 285039AQ6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    183000 | PA      | $177228.55    | 0.15%             | 2056-04-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                      | CUSIP: 285039AR4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    105000 | PA      | $101632.68    | 0.08%             | 2066-04-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd.                                       | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R                                | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250080.75    | 0.21%             | 2035-04-22      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LLC                                      | Emera US Finance LLC, Series A                                                | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85217.35     | 0.07%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                      | Emera US Finance LLC, Series B                                                | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67200.40     | 0.06%             | 2056-10-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                      | Emera US Finance LLC                                                          | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $110718.36    | 0.09%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                      | Emera US Finance LLC                                                          | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31758.05     | 0.03%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                            | Enbridge, Inc.                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14802.84     | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                            | Enbridge, Inc.                                                                | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $200084.37    | 0.17%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302884.47    | 0.25%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                            | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29735.44     | 0.02%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                            | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6958.95      | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54288.34     | 0.05%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                            | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1000 | PA      | $985.46       | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                             | Entergy Corp.                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17006.87     | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                       | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $188953.50    | 0.16%             | 2029-12-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2025-2, Class A3                       | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50077.57     | 0.04%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21034.70     | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Esab Corp.                                                | Esab Corp.                                                                    | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132206.36    | 0.11%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Essential Properties LP                                   | Essential Properties LP                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2966.15      | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                              | Evergy, Inc.                                                                  | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18847.24     | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                        | Evergy Metro, Inc.                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      1000 | PA      | $993.61       | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                | Evergy Missouri West, Inc.                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2959.40      | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                              | Exelon Corp.                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2049.39      | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust, Series 2025-1A, Class C                  | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $114815.77    | 0.10%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                       | Expedia Group, Inc.                                                           | CUSIP: 30212PBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $189915.53    | 0.16%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                    | Extra Space Storage LP                                                        | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3966.66      | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10009.05     | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9746.05      | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5509.28      | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC                                                                         | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270752 | PA      | $243762.63    | 0.20%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC                                                                         | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273964 | PA      | $246512.98    | 0.21%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DMBH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270364 | PA      | $240274.33    | 0.20%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462763 | PA      | $463849.00    | 0.39%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282680 | PA      | $290072.51    | 0.24%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DU3E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257202 | PA      | $256536.42    | 0.21%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122296 | PA      | $111390.62    | 0.09%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550180 | PA      | $467117.53    | 0.39%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3133AJL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320600 | PA      | $262926.74    | 0.22%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2641025 | PA      | $2123086.71   | 1.77%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235024 | PA      | $221568.43    | 0.19%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236045 | PA      | $221481.05    | 0.19%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140LS2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180085 | PA      | $145282.50    | 0.12%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103541 | PA      | $91212.76     | 0.08%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140QPSU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323605 | PA      | $312964.33    | 0.26%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140QTES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804048 | PA      | $825105.11    | 0.69%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152629 | PA      | $157191.67    | 0.13%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270680 | PA      | $239530.16    | 0.20%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263063 | PA      | $255877.55    | 0.21%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619683 | PA      | $523673.43    | 0.44%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140XPM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312780 | PA      | $263753.42    | 0.22%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 3140XR3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890146 | PA      | $896887.95    | 0.75%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 31418BLE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145172 | PA      | $142576.21    | 0.12%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1384177 | PA      | $1166253.75   | 0.97%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1354605 | PA      | $1188754.38   | 0.99%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                          | CUSIP: 31427MSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53056 | PA      | $53816.75     | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14819.28     | 0.01%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20705.24     | 0.02%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8839.92      | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45749.12     | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                | Ferguson Enterprises, Inc.                                                    | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11819.29     | 0.01%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57126.08     | 0.05%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                           | FirstCash, Inc.                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158856.50    | 0.13%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                          | Florida Gas Transmission Co. LLC                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4124.20      | 0.00%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                 | Florida Power & Light Co.                                                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2918.60      | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                 | Florida Power & Light Co.                                                     | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3815.14      | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                      | Flutter Treasury DAC                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    599000 | PA      | $596759.74    | 0.50%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198264.78    | 0.17%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Fortitude Global Funding                                  | Fortitude Global Funding                                                      | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19805.76     | 0.02%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit Opportunities XXXI CLO Ltd.               | Fortress Credit Opportunities XXXI CLO Ltd., Series 2025-31A, Class A1        | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |     90038 | PA      | $90040.90     | 0.08%             | 2033-07-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202988.88    | 0.17%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210410.03    | 0.18%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                          | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    893490 | PA      | $903736.59    | 0.76%             | 2043-03-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC STACR REMIC Trust, Series 2025-DNA4, Class A1                           | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |     31000 | PA      | $31010.60     | 0.03%             | 2045-10-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC STACR REMIC Trust, Series 2026-DNA2, Class M1                           | CUSIP: 35564UDQ7<br>LEI: 529900S8M5IMFAIV8785 | Long             | ABS-MBS          | CORP              | US        |    114717 | PA      | $114864.42    | 0.10%             | 2046-03-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                   | GA Global Funding Trust                                                       | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344568.56    | 0.29%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| GCAT Trust                                                | GCAT Trust, Series 2025-NQM2, Class A1                                        | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148241 | PA      | $149081.97    | 0.12%             | 2070-04-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                          | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5015.46      | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    272380 | PA      | $273057.06    | 0.23%             | 2055-10-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1               | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    390572 | PA      | $389074.51    | 0.33%             | 2065-10-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1               | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    189322 | PA      | $188137.84    | 0.16%             | 2065-07-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2026-NQM1, Class A1                                        | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292917 | PA      | $290830.07    | 0.24%             | 2070-12-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Gabx Leasing LLC                                          | Gabx Leasing LLC                                                              | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98715.00     | 0.08%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class A1               | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    382030 | PA      | $382161.11    | 0.32%             | 2065-11-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2026-NQM3, Class A1               | CUSIP: 36274UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $369786.88    | 0.31%             | 2066-05-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class A1                | CUSIP: 362934AA9<br>LEI: 254900J0PZAB9KZBPX66 | Long             | ABS-O            | CORP              | US        |    270165 | PA      | $271161.41    | 0.23%             | 2065-12-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2025-NQM4, Class A1A                                       | CUSIP: 367923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581099 | PA      | $584025.28    | 0.49%             | 2070-06-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova, Inc.                                          | GE Vernova, Inc.                                                              | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28743.65     | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                          | GE Vernova, Inc.                                                              | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29675.14     | 0.02%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                          | GE Vernova, Inc.                                                              | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11511.70     | 0.01%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34952.59     | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3002.82      | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5065.62      | 0.00%             | 2032-06-30      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GGP                                                       | GGP, Series 2026-TY, Class A                                                  | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173272.58    | 0.14%             | 2043-03-05      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3046.45      | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                          | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78113.46     | 0.07%             | 2031-07-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                          | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96432.25     | 0.08%             | 2033-07-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                          | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    202000 | PA      | $203420.14    | 0.17%             | 2036-04-01      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                         | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3979.30      | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                        | Global Partners LP                                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16146.93     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                        | Global Partners LP                                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38844.08     | 0.03%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                 | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR          | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300251.10    | 0.25%             | 2034-10-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13388.57     | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41201.88     | 0.03%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5820.17      | 0.00%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94791.81     | 0.08%             | 2030-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150644.07    | 0.13%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3258.09      | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91307.72     | 0.08%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82774.99     | 0.07%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108042.77    | 0.09%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Seven LLC                              | Goodman US Finance Seven LLC                                                  | CUSIP: 38239BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36438.16     | 0.03%             | 2036-04-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goodman US Finance Eight LLC                              | Goodman US Finance Eight LLC                                                  | CUSIP: 38239MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43788.76     | 0.04%             | 2046-04-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Grand River Funding Trust I                               | Grand River Funding Trust I                                                   | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201018.21    | 0.17%             | 2036-02-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Grand River Funding Trust II                              | Grand River Funding Trust II                                                  | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $251384.42    | 0.21%             | 2056-02-15      | Fixed         | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                            | Greensaif Pipelines Bidco Sarl                                                | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $345128.84    | 0.29%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                    | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4               | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125616 | PA      | $126036.29    | 0.11%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                     | Republic of Guatemala                                                         | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $216220.00    | 0.18%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                         | Gulfstream Natural Gas System LLC                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3059.82      | 0.00%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                 | HCA, Inc.                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2971.52      | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                 | HCA, Inc.                                                                     | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2947.92      | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                 | HCA, Inc.                                                                     | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3036.76      | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                         | HSBC Holdings plc                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    587000 | PA      | $602836.09    | 0.50%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                       | Hanover Insurance Group, Inc. (The)                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3004.63      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd.                                      | Harbor Park CLO Ltd., Series 2018-1A, Class AR2                               | CUSIP: 41154XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    167465 | PA      | $167383.86    | 0.14%             | 2031-01-20      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                              | Hasbro, Inc.                                                                  | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46619.31     | 0.04%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                            | Hertz Vehicle Financing III LP, Series 2021-2A, Class A                       | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98828.73     | 0.08%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                              | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18008.32     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                       | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8110.04      | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                       | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    202000 | PA      | $203356.43    | 0.17%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust, Series 2025-1A, Class A                         | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463245 | PA      | $464435.16    | 0.39%             | 2042-05-27      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                    | Home Depot, Inc. (The)                                                        | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4937.16      | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                      | Honda Motor Co. Ltd.                                                          | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      3000 | PA      | $3001.37      | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249131.02    | 0.21%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95968.57     | 0.08%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51365.42     | 0.04%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57265.79     | 0.05%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152252.03    | 0.13%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240968.53    | 0.20%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                      | Howard Midstream Energy Partners LLC                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10427.58     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                    | Howmet Aerospace, Inc.                                                        | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38352.75     | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                    | Howmet Aerospace, Inc.                                                        | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50448.67     | 0.04%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                    | Howmet Aerospace, Inc.                                                        | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14784.40     | 0.01%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                    | Howmet Aerospace, Inc.                                                        | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32056.42     | 0.03%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                               | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137401.47    | 0.11%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares, Inc.                               | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15634.97     | 0.01%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1             | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114570 | PA      | $115384.32    | 0.10%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HUT 8 DC LLC                                              | HUT 8 DC LLC                                                                  | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120993.18    | 0.10%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                       | CUSIP: 44891AEJ2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181006.31    | 0.15%             | 2028-04-06      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                   | Hyundai Capital America                                                       | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128196.64    | 0.11%             | 2029-04-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IP Mortgage Trust                                         | IP Mortgage Trust, Series 2025-IP, Class A                                    | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843000 | PA      | $849929.54    | 0.71%             | 2042-06-10      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| IP Mortgage Trust                                         | IP Mortgage Trust, Series 2025-IP, Class B                                    | CUSIP: 449843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100815.54    | 0.08%             | 2042-06-10      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                | Indiana Michigan Power Co.                                                    | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $967.06       | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                | Indiana Michigan Power Co.                                                    | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34775.75     | 0.03%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                              | ING Groep NV                                                                  | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199788.41    | 0.17%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                                   | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4051.33      | 0.00%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1000 | PA      | $935.39       | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1000 | PA      | $929.24       | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                                   | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97588.61     | 0.08%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                                   | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138959.76    | 0.12%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                               | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14864.81     | 0.01%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54233.21     | 0.05%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                         | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224850.17    | 0.19%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| State of Israel                                           | State of Israel Government Bond                                               | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    205000 | PA      | $198923.11    | 0.17%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                        | ITC Holdings Corp.                                                            | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85890.34     | 0.07%             | 2031-04-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                        | ITC Holdings Corp.                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47293.93     | 0.04%             | 2036-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                           | JH North America Holdings, Inc.                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4997.70      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                           | JH North America Holdings, Inc.                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3006.37      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15564.70     | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34638.94     | 0.03%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25578.74     | 0.02%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3885.64      | 0.00%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47265.19     | 0.04%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10722.99     | 0.01%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $203183.61    | 0.17%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271695.86    | 0.23%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101390.49    | 0.08%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                               | Jabil, Inc.                                                                   | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15583.81     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697627 | PA      | $700418.93    | 0.59%             | 2065-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                        | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59190 | PA      | $58949.58     | 0.05%             | 2066-03-25      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group                                         | Jane Street Group                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $401678.60    | 0.34%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                    | JBS NV                                                                        | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3000 | PA      | $2894.85      | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                    | JBS NV                                                                        | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000 | PA      | $962.81       | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                     | Jersey Mike's Funding, Series 2025-1A, Class A2                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $604708.58    | 0.51%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Juniper Valley Park CLO Ltd.                              | Juniper Valley Park CLO Ltd., Series 2023-1A, Class ARR                       | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |    535000 | PA      | $535096.84    | 0.45%             | 2036-07-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                       | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5893.17      | 0.00%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                       | Kimco Realty OP LLC                                                           | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3038.77      | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4089.60      | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                      | Kite Realty Group LP                                                          | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2993.24      | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                      | Kite Realty Group LP                                                          | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3037.19      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                      | Kite Realty Group LP                                                          | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2994.96      | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America, Inc.                             | Komatsu Finance America, Inc.                                                 | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196791.30    | 0.16%             | 2030-09-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corp.                                  | Korea National Oil Corp.                                                      | CUSIP: 50065LAT7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    226000 | PA      | $226883.66    | 0.19%             | 2029-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corp.                                  | Korea National Oil Corp.                                                      | CUSIP: 50065LAV2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200715.02    | 0.17%             | 2031-03-30      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | State of Kuwait                                                               | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $197413.11    | 0.17%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: —       |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26177.18     | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Lseg US Fin Corp.                                         | Lseg US Fin Corp.                                                             | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    212000 | PA      | $210338.01    | 0.18%             | 2029-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                         | Lamar Media Corp.                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $102896.57    | 0.09%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Las Vegas Sands Corp.                                     | Las Vegas Sands Corp.                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3043.93      | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                              | Leidos, Inc.                                                                  | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55320.82     | 0.05%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                          | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200480.00    | 0.17%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                | Lightpath Fiber Issuer LLC, Series 2026-1A, Class B                           | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99636.74     | 0.08%             | 2056-03-25      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                           | Eli Lilly & Co.                                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1000 | PA      | $983.04       | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                          | Lincoln Financial Global Funding                                              | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3971.82      | 0.00%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc.                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167109.60    | 0.14%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                     | Lockheed Martin Corp.                                                         | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4998.72      | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                            | M&T Bank Corp.                                                                | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    279000 | PA      | $276711.73    | 0.23%             | 2036-04-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9010.12      | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                       | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14929.38     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                       | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2995.67      | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                | MSCI, Inc.                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      1000 | PA      | $984.19       | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                           | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     68000 | PA      | $67953.41     | 0.06%             | 2028-02-03      | Floating      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                               | Maple Parent Holdings Corp.                                                   | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68986.51     | 0.06%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                  | Marathon Petroleum Corp.                                                      | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6162.65      | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                          | Marriott Ownership Resorts, Inc.                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27884.80     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                               | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103545.84    | 0.09%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Match Group Holdings II LLC                               | Match Group Holdings II LLC                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66199.16     | 0.06%             | 2033-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                     | McCormick & Co., Inc.                                                         | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20815.36     | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16954.04     | 0.01%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                              | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3986.34      | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                            | McKesson Corp.                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17112.37     | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                            | McKesson Corp.                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8120.24      | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | Mercedes-Benz Finance North America LLC                                       | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199008.40    | 0.17%             | 2028-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC, Series 2024-1A, Class D                          | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $177996.91    | 0.15%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC, Series 2025-1A, Class A                          | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100097.27    | 0.08%             | 2039-01-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                             | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78963.99     | 0.07%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                             | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15847.48     | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                             | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3915.32      | 0.00%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                             | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1000 | PA      | $966.06       | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                   | Meridian Arc Holdco LLC                                                       | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224948.79    | 0.19%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                                   | Micron Technology, Inc.                                                       | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21418.98     | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class A                                         | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $729100.20    | 0.61%             | 2042-07-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class B                                         | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99753.60     | 0.08%             | 2042-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class C                                         | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99507.27     | 0.08%             | 2042-07-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                     | Minerva Luxembourg SA                                                         | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196606.00    | 0.16%             | 2036-04-22      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197854.02    | 0.17%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    256000 | PA      | $257303.04    | 0.22%             | 2036-01-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198720.23    | 0.17%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200003.42    | 0.17%             | 2030-04-18      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DV3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199657.36    | 0.17%             | 2037-04-21      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DY7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200076.45    | 0.17%             | 2047-04-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    587000 | PA      | $586677.75    | 0.49%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                  | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    587000 | PA      | $592947.38    | 0.50%             | 2031-07-08      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                          | Mizuho Bank Ltd.                                                              | CUSIP: 60688XBQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198938.68    | 0.17%             | 2036-04-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                          | Mizuho Bank Ltd.                                                              | CUSIP: 60688XBR0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198381.45    | 0.17%             | 2046-04-16      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                         | Molex Electronic Technologies LLC                                             | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12219.80     | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| MS GOVT US LEX                                            | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                  | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |    100000 | PA      | $100000.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7790.98      | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    233000 | PA      | $231202.20    | 0.19%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233431.48    | 0.20%             | 2047-03-13      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44198.06     | 0.04%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11678.63     | 0.01%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111847.59    | 0.09%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90524.88     | 0.08%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157613.33    | 0.13%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178919.96    | 0.15%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                            | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353077.22    | 0.30%             | 2030-02-08      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                            | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247257.35    | 0.21%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                            | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249645.13    | 0.21%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class A2 | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58000 | PA      | $58393.68     | 0.05%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM8, Class A1    | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122104 | PA      | $121589.00    | 0.10%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B  | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $131321.93    | 0.11%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM4, Class A1    | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99675.48     | 0.08%             | 2071-03-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1    | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181547 | PA      | $1192518.46   | 1.00%             | 2069-11-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1    | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98949 | PA      | $98958.90     | 0.08%             | 2071-03-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                              | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25848.66     | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                              | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18838.99     | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $29852.81     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     52000 | PA      | $50612.65     | 0.04%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     49000 | PA      | $47423.73     | 0.04%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2942.42      | 0.00%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72460.71     | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61575.72     | 0.05%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                              | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10924.48     | 0.01%             | 2031-04-30      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: —       |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                              | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58787.74     | 0.05%             | 2034-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                              | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57780.85     | 0.05%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                    | NXP BV                                                                        | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5734.79      | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    211000 | PA      | $214687.67    | 0.18%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4074.74      | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1005.32      | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                           | National Health Investors, Inc.                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3975.74      | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51292.09     | 0.04%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                  | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215051.60    | 0.18%             | 2027-08-09      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                  | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129056.31    | 0.11%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Navient Refinance Loan Trust                              | Navient Refinance Loan Trust, Series 2025-A, Class A                          | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73148 | PA      | $73307.47     | 0.06%             | 2055-02-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2        | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $710393.34    | 0.59%             | 2036-10-20      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47 Ltd.                | Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class AR         | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $254994.65    | 0.21%             | 2035-04-16      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| New England Power Co.                                     | New England Power Co.                                                         | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |      1000 | PA      | $992.72       | 0.00%             | 2052-11-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2026-NQM5, Class A1               | CUSIP: 647913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119955.00    | 0.10%             | 2066-04-25      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NEW Residential Mortgage Loan Trust                       | NEW Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1               | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |    871234 | PA      | $876490.18    | 0.73%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| New York State Electric & Gas Corp.                       | New York State Electric & Gas Corp.                                           | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8357.35      | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23450.37     | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                     | NextGear Floorplan Master Owner Trust, Series 2025-2A, Class A2               | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99590.04     | 0.08%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                       | Nexstar Media, Inc.                                                           | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79504.50     | 0.07%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                       | Nexstar Media, Inc.                                                           | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    198000 | PA      | $199523.81    | 0.17%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                | Niagara Mohawk Power Corp.                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3987.51      | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                | Niagara Mohawk Power Corp.                                                    | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      1000 | PA      | $938.03       | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                 | Nippon Life Insurance Co.                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    587000 | PA      | $618268.32    | 0.52%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                                | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3045.06      | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3064.28      | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                     | Nomura Holdings, Inc.                                                         | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    587000 | PA      | $593599.43    | 0.50%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                               | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    212000 | PA      | $216037.75    | 0.18%             | 2033-11-10      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Northern Trust Corp.                                      | Northern Trust Corp.                                                          | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13885.20     | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                      | Northern Trust Corp.                                                          | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3916.45      | 0.00%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                        | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62907.23     | 0.05%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                        | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68518.08     | 0.06%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                        | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74476.08     | 0.06%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                        | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44040.63     | 0.04%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81133.90     | 0.07%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                    | OCP SA                                                                        | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $199133.05    | 0.17%             | 2031-04-22      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2025-HE2, Class A1                                          | CUSIP: 67121YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301199 | PA      | $302499.33    | 0.25%             | 2055-08-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                 | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54612.05     | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                | Occidental Petroleum Corp.                                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1000 | PA      | $795.31       | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                       | Omnicom Group, Inc.                                                           | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29666.62     | 0.02%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                       | Omnicom Group, Inc.                                                           | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99559.11     | 0.08%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5038.07      | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp., Series D                                                        | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      2436 | NS      | $118560.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3079.00      | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14467.66     | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2795.33      | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3445.14      | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1000 | PA      | $837.63       | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59574.74     | 0.05%             | 2029-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81998.81     | 0.07%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106622.07    | 0.09%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80706.71     | 0.07%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9603.48      | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29491.28     | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12863.08     | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                | PG&E Corp.                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    218000 | PA      | $224225.43    | 0.19%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2009.74      | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6865.02      | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35813.13     | 0.03%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60954.01     | 0.05%             | 2029-01-26      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                 | PPL Capital Funding, Inc.                                                     | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142765.18    | 0.12%             | 2030-12-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                               | PR RNO Property Owner 1 LLC                                                   | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $82270.75     | 0.07%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                              | Pacific Gas and Electric Co.                                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23768.46     | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                              | Pacific Gas and Electric Co.                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39935.15     | 0.03%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                              | Pacific Gas and Electric Co.                                                  | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51439.94     | 0.04%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                | PacifiCorp                                                                    | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62794.46     | 0.05%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                           | Palmer Square Loan Funding Ltd., Series 2025-3A, Class A1                     | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    252000 | PA      | $251770.68    | 0.21%             | 2034-01-15      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                           | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A1                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    211644 | PA      | $211643.50    | 0.18%             | 2033-07-15      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                               | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21771.38     | 0.02%             | 2031-01-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3026.64      | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    162000 | PA      | $158489.46    | 0.13%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                              | Pfizer, Inc.                                                                  | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42660.48     | 0.04%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                              | Pfizer, Inc.                                                                  | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47548.07     | 0.04%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                              | Pfizer, Inc.                                                                  | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3925.18      | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                              | Pfizer, Inc.                                                                  | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3846.27      | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                             | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8215.94      | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17629.60     | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                             | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4902.74      | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2894.50      | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                             | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181080.48    | 0.15%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP | Phillips Edison Grocery Center Operating Partnership I LP                     | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3047.13      | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP | Phillips Edison Grocery Center Operating Partnership I LP                     | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27460.18     | 0.02%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Piedmont Operating Partnership LP                         | Piedmont Operating Partnership LP                                             | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33465.52     | 0.03%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                          | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249625.75    | 0.21%             | 2034-05-18      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99267.03     | 0.08%             | 2055-12-06      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                    | Prologis Targeted US Logistics Fund LP                                        | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8824.87      | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                    | Prologis Targeted US Logistics Fund LP                                        | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2875.43      | 0.00%             | 2036-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp.                                     | Protective Life Corp.                                                         | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27748.38     | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp.                                     | Protective Life Corp.                                                         | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8860.50      | 0.01%             | 2035-12-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                                | CUSIP: 74368CCE2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205726.08    | 0.17%             | 2031-04-14      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co.                              | Public Storage Operating Co.                                                  | CUSIP: 74464AAF8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51418.12     | 0.04%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                        | Puget Energy, Inc.                                                            | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184230.37    | 0.15%             | 2056-09-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                        | Puget Energy, Inc.                                                            | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180006.16    | 0.15%             | 2056-09-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| QTS Fayetteville I Dc1-2 LLC                              | QTS Fayetteville I Dc1-2 LLC                                                  | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    946000 | PA      | $920078.55    | 0.77%             | 2036-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                       | RCKT Mortgage Trust, Series 2025-CES6, Class A1A                              | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |    763317 | PA      | $766523.17    | 0.64%             | 2055-06-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                          | RD Michigan Property Owner I LLC                                              | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324934.69    | 0.27%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                       | RCKT Mortgage Trust, Series 2025-CES7, Class A1A                              | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    303414 | PA      | $304174.17    | 0.25%             | 2055-07-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RR 17 Ltd.                                                | RR 17 Ltd., Series 2021-17A, Class A1AR                                       | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $624666.88    | 0.52%             | 2034-07-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| RATE Mortgage Trust                                       | RATE Mortgage Trust, Series 2025-J2, Class A5                                 | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99579 | PA      | $99583.58     | 0.08%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                             | Raymond James Financial, Inc.                                                 | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3902.15      | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13689.10     | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                        | Regency Centers LP                                                            | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34117.57     | 0.03%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                        | Reinsurance Group of America, Inc.                                            | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17627.41     | 0.01%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                        | RGA Global Funding                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26853.03     | 0.02%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                 | Rio Tinto Finance USA plc                                                     | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      1000 | PA      | $1002.15      | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81186.80     | 0.07%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                   | Rockford Tower CLO Ltd., Series 2025-1A, Class A1                             | CUSIP: 77341AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249994.75    | 0.21%             | 2038-03-31      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                       | Roller Bearing Co. of America, Inc.                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68444.87     | 0.06%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4963.23      | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2955.54      | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                      | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      1000 | PA      | $970.72       | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                          | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10843.46     | 0.01%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                          | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $147542.42    | 0.12%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                            | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8078.69      | 0.01%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                            | SK hynix, Inc.                                                                | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $204161.93    | 0.17%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| SK hynix, Inc.                                            | SK hynix, Inc.                                                                | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    330000 | PA      | $327784.13    | 0.27%             | 2030-09-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                  | SBA Communications Corp.                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69565.99     | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                             | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                      | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500624.30    | 0.42%             | 2042-08-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                               | SV RNO Property Owner 1 LLC                                                   | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $66718.11     | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                          | Salesforce, Inc.                                                              | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    362000 | PA      | $360936.69    | 0.30%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                          | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238339.81    | 0.20%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                          | Salesforce, Inc.                                                              | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78959.80     | 0.07%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                              | Santander Holdings USA, Inc.                                                  | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3093.45      | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust, Series 2025-1, Class C                | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43000 | PA      | $43299.71     | 0.04%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                         | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $202166.20    | 0.17%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                         | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $197085.92    | 0.16%             | 2029-02-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                    | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14801.22     | 0.01%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                    | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10734.37     | 0.01%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The), Series L                                          | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198087.80    | 0.17%             | 2031-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16182.59     | 0.01%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                        | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81992.07     | 0.07%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2025-8, Class A4                               | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258295 | PA      | $258524.93    | 0.22%             | 2055-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2025-10, Class A1                              | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452467 | PA      | $450363.51    | 0.38%             | 2055-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                | Sherwin-Williams Co. (The)                                                    | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12974.08     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                | Sherwin-Williams Co. (The)                                                    | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3017.14      | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                 | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                       | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    100000 | PA      | $100000.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRN Trust                                                | SHRN Trust, Series 2025-MF18, Class A                                         | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $489388.09    | 0.41%             | 2040-10-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SHRN Trust                                                | SHRN Trust, Series 2025-MF18, Class B                                         | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99875.00     | 0.08%             | 2040-10-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SHRN Trust                                                | SHRN Trust, Series 2025-MF18, Class C                                         | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300000.00    | 0.25%             | 2040-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding BV                                        | Siemens Funding BV                                                            | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    587000 | PA      | $597873.75    | 0.50%             | 2032-05-28      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                       | Sirius XM Radio LLC                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163146.04    | 0.14%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                      | Sompo Holdings, Inc.                                                          | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196789.97    | 0.16%             | 2037-04-22      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Sonic Capital LLC                                         | Sonic Capital LLC, Series 2020-1A, Class A2I                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725423 | PA      | $719074.60    | 0.60%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Sonic Capital LLC                                         | Sonic Capital LLC, Series 2021-1A, Class A2I                                  | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477083 | PA      | $443668.63    | 0.37%             | 2051-08-20      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Sonic Capital LLC                                         | Sonic Capital LLC, Series 2021-1A, Class A2II                                 | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811042 | PA      | $695248.86    | 0.58%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.           | South Bow Canadian Infrastructure Holdings Ltd.                               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $70972.55     | 0.06%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                        | Southern Co. (The), Series A                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      1000 | NS      | $52030.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co. (The)                                        | Southern Co. (The), Series 2025                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4120.18      | 0.00%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                        | Southern Co. (The)                                                            | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    206000 | PA      | $208257.76    | 0.17%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Southern Co. Gas Capital Corp.                            | Southern Co. Gas Capital Corp., Series A                                      | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3965.79      | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                              | Southern Natural Gas Co. LLC                                                  | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3053.47      | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                        | Southern Power Co., Series A                                                  | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7905.15      | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                        | Southern Power Co., Series B                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2905.16      | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                           | Southwestern Electric Power Co.                                               | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54260.47     | 0.05%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                        | State Street Corp.                                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2926.46      | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93575 | PA      | $94196.58     | 0.08%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-1A, Class A23                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93575 | PA      | $93356.50     | 0.08%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-3A, Class A23                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91605 | PA      | $88467.88     | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $78022.50     | 0.07%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                               | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198556.12    | 0.17%             | 2030-09-11      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                 | Sunoco LP                                                                     | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7154.16      | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                 | Sunoco LP                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90093.37     | 0.08%             | 2030-09-18      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                 | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52192.97     | 0.04%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                 | Sunoco LP                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76723.66     | 0.06%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                       | Suzano Austria GmbH                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     59000 | PA      | $55499.15     | 0.05%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                     | Switch ABS Issuer LLC, Series 2025-2A, Class A21                              | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $128131.13    | 0.11%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4000.58      | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                | Synchrony Card Funding LLC, Series 2024-A2, Class A                           | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $706720.00    | 0.59%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                   | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    118921 | PA      | $118979.46    | 0.10%             | 2034-01-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXIV Ltd.                                    | Symphony CLO XXIV Ltd., Series 2020-24A, Class A1R                            | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |    766000 | PA      | $765152.04    | 0.64%             | 2035-10-23      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2930.68      | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3775.50      | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2I                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $158183.26    | 0.13%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2II                             | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $88019.94     | 0.07%             | 2055-08-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp.                                                       | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141250.57    | 0.12%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp.                                                       | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98397.69     | 0.08%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                 | Takeda US Financing, Inc.                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    587000 | PA      | $587806.29    | 0.49%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                 | Takeda US Financing, Inc.                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42595.98     | 0.04%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                               | TELUS Corp.                                                                   | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $96061.25     | 0.08%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                               | TELUS Corp.                                                                   | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $77008.78     | 0.06%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| TELUS Corp.                                               | TELUS Corp.                                                                   | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    164000 | PA      | $163097.33    | 0.14%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands IV BV             | Teva Pharmaceutical Finance Netherlands IV BV                                 | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $307915.20    | 0.26%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                             | Textron, Inc.                                                                 | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2929.72      | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                            | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22723.64     | 0.02%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                            | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28603.09     | 0.02%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                            | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46527.41     | 0.04%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Toll Brothers Finance Corp.                               | Toll Brothers Finance Corp.                                                   | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3069.31      | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2937.82      | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp., Series B                                           | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128143.66    | 0.11%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp., Series B                                           | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83817.84     | 0.07%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| TransCanada PipeLines Ltd.                                | TransCanada PipeLines Ltd.                                                    | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $52227.60     | 0.04%             | 2056-10-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                | TransCanada PipeLines Ltd.                                                    | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27207.20     | 0.02%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113215.01    | 0.09%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150145.66    | 0.13%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                | Travelers Cos., Inc. (The)                                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2003.29      | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                | Travelers Cos., Inc. (The)                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      1000 | PA      | $993.32       | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                             | Republic of Trinidad and Tobago                                               | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $203500.00    | 0.17%             | 2034-06-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119106.29    | 0.10%             | 2028-07-24      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp.                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5204.09      | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp.                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3182.74      | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp., Series I.                                             | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58414.63     | 0.05%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                 | Republic of Turkiye (The)                                                     | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    270000 | PA      | $267614.06    | 0.22%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                 | Tyco Electronics Group SA                                                     | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     28000 | PA      | $27880.25     | 0.02%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                 | Tyco Electronics Group SA                                                     | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $54180.10     | 0.05%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    173000 | PA      | $165900.94    | 0.14%             | 2047-05-06      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                        | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $250149.72    | 0.21%             | 2027-05-17      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                        | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $249748.58    | 0.21%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                                       | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8821.96      | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1947.90      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                | US Bank NA, Series 2023-1, Class B                                            | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34633 | PA      | $34902.56     | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                        | Union Electric Co.                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7111.92      | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                     | United Airlines, Inc.                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3948.50      | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                            | United Airlines Holdings, Inc.                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13798.59     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United Airlines Holdings, Inc.                            | United Airlines Holdings, Inc.                                                | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135938.50    | 0.11%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | United Mexican States                                                         | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    293000 | PA      | $287301.15    | 0.24%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                                | US Bancorp                                                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4177.69      | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                    | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66225.72     | 0.06%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Bills                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1603000 | PA      | $1600926.23   | 1.34%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States of America                                  | U.S. Treasury Bills                                                           | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    164000 | PA      | $161724.20    | 0.14%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Bonds                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    457800 | PA      | $431762.63    | 0.36%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Bonds                                                           | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    652800 | PA      | $623424.00    | 0.52%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| United States of America                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820700 | PA      | $803388.36    | 0.67%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500500 | PA      | $501907.66    | 0.42%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1453700 | PA      | $1444046.53   | 1.21%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    457000 | PA      | $456892.89    | 0.38%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                           | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900600 | PA      | $899685.33    | 0.75%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                       | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $995919.58    | 0.83%             | 2044-07-13      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                       | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104902.43    | 0.09%             | 2044-07-13      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class C                       | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201342.88    | 0.17%             | 2044-07-13      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class D                       | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202053.96    | 0.17%             | 2044-07-13      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                          | VB-S1 Issuer LLC, Series 2026-1A, Class C2                                    | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146664.66    | 0.12%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                           | VOC Escrow Ltd.                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     95000 | PA      | $94797.98     | 0.08%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                   | VSP Optical Group, Inc.                                                       | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3946.81      | 0.00%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                           | Vantage Data Centers Issuer LLC, Series 2025-2A, Class A2                     | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $195797.78    | 0.16%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                          | Ventas Realty LP                                                              | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2941.60      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $85390.15     | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $85478.26     | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24092.52     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6378.24      | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                         | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57443.64     | 0.05%             | 2036-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                  | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16371.54     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                  | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118014.05    | 0.10%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22995.55     | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5859.72      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                  | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7769.83      | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                  | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4084 | PA      | $3946.86      | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2893.24      | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                    | Verisk Analytics, Inc.                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35504.77     | 0.03%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2026-4, Class A1                           | CUSIP: 924936AE7<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99624.94     | 0.08%             | 2071-04-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corp.                                        | Vertiv Group Corp.                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32602.63     | 0.03%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                       | Vertiv Holdings Co.                                                           | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15575.31     | 0.01%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                       | Vertiv Holdings Co.                                                           | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32757.67     | 0.03%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                       | Vertiv Holdings Co.                                                           | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22305.88     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                       | Vertiv Holdings Co.                                                           | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77405.49     | 0.06%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                        | VICI Properties LP                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5007.36      | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                       | Viking Cruises Ltd.                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     99000 | PA      | $99251.56     | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                           | Virginia Electric and Power Co., Series C                                     | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3913.26      | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12760.75     | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19690.04     | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4883.09      | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                             | VoltaGrid LLC                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41516.88     | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Voya Global Funding                                       | Voya Global Funding                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35559.70     | 0.03%             | 2030-11-24      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                    | WEC Energy Group, Inc.                                                        | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110613.40    | 0.09%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Waste Connections, Inc.                                   | Waste Connections, Inc.                                                       | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $168369.22    | 0.14%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5090.04      | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11189.41     | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24778.87     | 0.02%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13639.71     | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7606.26      | 0.01%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co., Series GG                                                  | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221765.99    | 0.19%             | 2031-06-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2026-C66, Class A5              | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $72637.42     | 0.06%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                | WEST Trust, Series 2025-ROSE, Class A                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1055934.18   | 0.88%             | 2035-04-10      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                            | Western Midstream Operating LP                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5102.82      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                            | Western Midstream Operating LP                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22847.04     | 0.02%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                            | Western Midstream Operating LP                                                | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2965.68      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                 | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3035.72      | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                 | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3068.00      | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust, Series 2025-1A, Class C                | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25198.26     | 0.02%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5954.09      | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                | Willis North America, Inc.                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24689.87     | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Willis North America, Inc.                                | Willis North America, Inc.                                                    | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4886.05      | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                              | Wisconsin Electric Power Co.                                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5918.17      | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                     | Woodside Finance Ltd.                                                         | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      3000 | PA      | $3117.04      | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                          | WULF Compute LLC                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38886.82     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Wynnton Funding Trust                                     | Wynnton Funding Trust                                                         | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $282981.19    | 0.24%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                  | Wynnton Funding Trust II                                                      | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $72886.29     | 0.06%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: —       |
| ZF North America Capital, Inc.                            | ZF North America Capital, Inc.                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    242000 | PA      | $242311.59    | 0.20%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Zayo Issuer LLC                                           | Zayo Issuer LLC, Series 2025-2A, Class A2                                     | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694311 | PA      | $705160.58    | 0.59%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                           | Zayo Issuer LLC, Series 2025-3A, Class A2                                     | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $261794.57    | 0.22%             | 2055-10-20      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                              | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258889.17    | 0.22%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                              | Zoetis, Inc.                                                                  | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9954.31      | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EURO                                                      | EURO                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      9766 | OU      | $11462.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 5 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -76 | NC      | $27461.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                             | British Pound                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    108350 | OU      | $147437.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $199491.41    | 0.17%             | 2030-06-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Swedish Krona                                             | Swedish Krona                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SE        |        -0 | OU      | $-0.05        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 2 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        84 | NC      | $-122549.30   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Note                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $14089.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Long Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $-36011.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Ultra Note                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-566.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Ultra Bond                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        68 | NC      | $-274142.48   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer