# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-014279
**Filing Date:** 2026-6
**Character Count:** 292044
**Document Hash:** 4e703ac9ac135a5eedb6dfffa936c3ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014279.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0002071691-26-014279

**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:** 261112261

**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 Bond Portfolio (Series ID: S000071835)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000227359 | Class R6     |  |

## 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 Bond Portfolio

- **b. EDGAR series identifier (if any):** S000071835

- **c. LEI of Series:** 549300UDNENJLHLCX577

**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:** $1605317506.73

**Total Liabilities:** $234610793.79

**Net Assets:** $1370706712.94

**Cash Not Reported:** $13233277.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 639.99968800 | **1-Year:** 26242.69914200 | **5-Year:** 175587.12059400 | **10-Year:** 264686.35887900 | **30-Year:** 19420.56886900

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

- **3-Month:** 12.91553500 | **1-Year:** 1289.61777200 | **5-Year:** 12596.48908700 | **10-Year:** 6683.38880300 | **30-Year:** 0.66727600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227359 | 1.63%                | -2.17%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $241677.69               | $18408039.35                               |
| Month 2  | $752793.09               | $-32159712.67                              |
| Month 3  | $-1152498.50             | $-351690.30                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 7 Ltd.                                       | AB BSL CLO 7 Ltd., Series 2025-7A, Class A1                                         | CUSIP: 00039FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7100000 | PA      | $7105836.20   | 0.52%             | 2039-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AGCO Corp.                                              | AGCO Corp.                                                                          | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1462813.18   | 0.11%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                              | AT&T, Inc.                                                                          | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1626265.39   | 0.12%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                              | AT&T, Inc.                                                                          | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      575000 | PA      | $524904.20    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                            | AbbVie, Inc.                                                                        | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       46000 | PA      | $37124.72     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                               | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1476958.80   | 0.11%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                              | AerCap Ireland Capital DAC                                                          | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2289000 | PA      | $2092231.68   | 0.15%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                              | AerCap Ireland Capital DAC                                                          | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      825000 | PA      | $733209.35    | 0.05%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                         | Advanced Drainage Systems, Inc.                                                     | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      515000 | PA      | $507720.22    | 0.04%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Adventist Health System                                 | Adventist Health System                                                             | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      645000 | PA      | $662910.49    | 0.05%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| Adventist Health System                                 | Adventist Health System, Series 2025                                                | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     2765000 | PA      | $2732152.93   | 0.20%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: —       |
| Agilent Technologies, Inc.                              | Agilent Technologies, Inc.                                                          | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $236855.87    | 0.02%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Airbnb, Inc.                                            | Airbnb, Inc.                                                                        | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1934755.11   | 0.14%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                 | Sumisho Air Lease Corp.                                                             | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2363059.70   | 0.17%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust, Series 2025-OANA, Class A                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2529484 | PA      | $2538969.57   | 0.19%             | 2040-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                              | Province of Alberta                                                                 | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $53491.55     | 0.00%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                     | Alcon Finance Corp.                                                                 | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      562000 | PA      | $534804.81    | 0.04%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                           | Allegion US Holding Co., Inc.                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59187.06     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                           | Allegion US Holding Co., Inc.                                                       | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      695000 | PA      | $711799.78    | 0.05%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, 15 Year, Single Family                                                        | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5501064.18   | 0.40%             | 2041-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, 30 Year, Single Family                                                        | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $799893.52    | 0.06%             | 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        |    36000000 | PA      | $30139302.24  | 2.20%             | 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        |     6000000 | PA      | $5251755.12   | 0.38%             | 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        |     6000000 | PA      | $5460818.10   | 0.40%             | 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        |     7000000 | PA      | $6563868.15   | 0.48%             | 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        |     9000000 | PA      | $8929343.52   | 0.65%             | 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                  | Short            | ABS-MBS          | USGSE             | US        |    -5000000 | PA      | $-4809028.35  | -0.35%            | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, 30 Year, Single Family                                                        | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4925451.20   | 0.36%             | 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        |    37000000 | PA      | $37184050.95  | 2.71%             | 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        |    14000000 | PA      | $14291655.42  | 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        |     1000000 | PA      | $1037469.45   | 0.08%             | 2056-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                          | Alphabet, Inc.                                                                      | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4213817.24   | 0.31%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                      | Altria Group, Inc.                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2327000 | PA      | $2344283.21   | 0.17%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Ameren Corp.                                            | Ameren Corp.                                                                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189828.87    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| American Electric Power Co., Inc.                       | American Electric Power Co., Inc.                                                   | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91928.47     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -11880000 | PA      | $-7440.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | SOP                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11880000 | PA      | $7783.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust, Series 2025-3, Class A                | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     3025000 | PA      | $3053889.96   | 0.22%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                    | American Tower Corp.                                                                | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297024.54    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                    | American Tower Corp.                                                                | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      210000 | PA      | $207754.68    | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                            | American Water Capital Corp., Class C                                               | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98304.36     | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                           | Cencora, Inc.                                                                       | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93451.97     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                           | Cencora, Inc.                                                                       | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     2923000 | PA      | $2669343.67   | 0.19%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                             | Amgen, Inc.                                                                         | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      973000 | PA      | $997646.18    | 0.07%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                             | Amgen, Inc.                                                                         | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1495103.76   | 0.11%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                  | Amkor Technology, Inc.                                                              | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1493070.98   | 0.11%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                              | Amneal Pharmaceuticals LLC                                                          | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1500687.41   | 0.11%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust, Series 2021-8, Class A1                                   | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2421801 | PA      | $2179010.95   | 0.16%             | 2066-11-25      | Variable      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust, Series 2025-11, Class A1                                  | CUSIP: 03466FAC1<br>LEI: 254900U7QMG1IM2AZ079 | Long             | ABS-MBS          | CORP              | US        |     3012823 | PA      | $3001598.28   | 0.22%             | 2070-10-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust, Series 2025-12, Class A1A                                 | CUSIP: 03466KAA4<br>LEI: 254900ZULW8CAJ29C630 | Long             | ABS-MBS          | CORP              | US        |     2912437 | PA      | $2910533.62   | 0.21%             | 2070-12-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust, Series 2025-7, Class A1                                   | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |     3212763 | PA      | $3228264.20   | 0.24%             | 2070-06-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                 | Anheuser-Busch Cos. LLC                                                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $698592.27    | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                   | Elevance Health, Inc.                                                               | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3333659.23   | 0.24%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                               | Aon Corp.                                                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186420.82    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AppLovin Corp.                                          | AppLovin Corp.                                                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     2888000 | PA      | $2886892.71   | 0.21%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp.                                      | Ares Capital Corp.                                                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174118.83    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                              | Arizona Public Service Co.                                                          | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      210000 | PA      | $183395.28    | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                        | Ascension Health, Series 2025                                                       | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1323272.35   | 0.10%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                   | Ashtead Capital, Inc.                                                               | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1386986.01   | 0.10%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: —       |
| Atmos Energy Corp.                                      | Atmos Energy Corp.                                                                  | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49351.35     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                        | AutoNation, Inc.                                                                    | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1418759.43   | 0.10%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1078000 | PA      | $1083716.42   | 0.08%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                   | BANK5, Series 2025-5YR19, Class A3                                                  | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6127588.20   | 0.45%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK5                                                   | BANK5, Series 2025-5YR19, Class AS                                                  | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3064569.60   | 0.22%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                       | BAT Capital Corp.                                                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296843.44    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                       | BAT Capital Corp.                                                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      970000 | PA      | $932345.42    | 0.07%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                       | BAT Capital Corp.                                                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      110000 | PA      | $126212.43    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                       | BAT Capital Corp.                                                                   | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2733923.34   | 0.20%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BAT International Finance plc                           | BAT International Finance plc                                                       | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $325115.98    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                    | BBCMS Mortgage Trust, Series 2024-C26, Class B                                      | CUSIP: 05555AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1778837.73   | 0.13%             | 2057-05-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                          | BFLD Commercial Mortgage Trust, Series 2025-660F, Class B                           | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3001875.00   | 0.22%             | 2042-11-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO Mortgage Trust, Series 2024-C9, Class A5                                        | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1358833.32   | 0.10%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-ROIC, Class A                                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4489672 | PA      | $4484055.91   | 0.33%             | 2030-03-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2024-BIO, Class A                                                  | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1098625.00   | 0.08%             | 2041-02-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      947493 | PA      | $948381.20    | 0.07%             | 2041-03-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-ARIA, Class A                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3724934.67   | 0.27%             | 2042-12-13      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                            | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2041-03-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini BV                                      | Bacardi-Martini BV                                                                  | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     1250000 | PA      | $1271427.40   | 0.09%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                 | Bain Capital Credit CLO, Series 2019-1A, Class BR3                                  | CUSIP: 05683VBL7<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |     4825000 | PA      | $4824922.80   | 0.35%             | 2034-04-19      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                            | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A1RR                            | CUSIP: 05766BAU2<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |     3625000 | PA      | $3626769.00   | 0.26%             | 2035-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                                  | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2601229.30   | 0.19%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7876220.96   | 0.57%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $498071.04    | 0.04%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3164424.54   | 0.23%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1209000 | PA      | $1050901.06   | 0.08%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $2781726.07   | 0.20%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1022796.54   | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3554402.82   | 0.26%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class A4 | CUSIP: 06054MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224443 | PA      | $223010.50    | 0.02%             | 2049-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK5                                                   | BANK5, Series 2025-5YR17, Class AS                                                  | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2345515.16   | 0.17%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2020-BN27, Class A5                                                    | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      796000 | PA      | $709310.03    | 0.05%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2021-BN31, Class AS                                                    | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3374301 | PA      | $2936732.44   | 0.21%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2025-BNK51, Class A5                                                   | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $3304488.85   | 0.24%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2025-BNK51, Class B                                                    | CUSIP: 06541HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3025268.40   | 0.22%             | 2067-12-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2022-BNK43, Class A5                                                   | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1215524.75   | 0.09%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK5                                                   | BANK5, Series 2024-5YR8, Class A3                                                   | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $904597.93    | 0.07%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5                                                   | BANK5, Series 2025-5YR18, Class A3                                                  | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6098601.60   | 0.44%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK5                                                   | BANK5, Series 2024-5YR9, Class AS                                                   | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1445270.68   | 0.11%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                        | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1735000 | PA      | $1766810.43   | 0.13%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                            | Barclays plc                                                                        | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3550000 | PA      | $3450023.59   | 0.25%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                       | Barings BDC, Inc.                                                                   | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24701.37     | 0.00%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                    | BBCMS Mortgage Trust, Series 2024-C24, Class A5                                     | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $1104278.06   | 0.08%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2024-V8, Class A3                                  | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1093484.60   | 0.08%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                  | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1R                                   | CUSIP: 09077TAN5<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |     6175000 | PA      | $6186423.75   | 0.45%             | 2039-04-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                          | Blackstone Private Credit Fund                                                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1276840.50   | 0.09%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Blackstone Secured Lending Fund                         | Blackstone Secured Lending Fund                                                     | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2417380.90   | 0.18%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Block Financial LLC                                     | Block Financial LLC                                                                 | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $260493.81    | 0.02%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO Mortgage Trust, Series 2024-5C4, Class A3                                       | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1988677.94   | 0.15%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                        | Boeing Co. (The)                                                                    | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $758349.67    | 0.06%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                        | Boeing Co. (The)                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $1822656.45   | 0.13%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                        | Boeing Co. (The)                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201106.15    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                        | Boeing Co. (The)                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      840000 | PA      | $853585.08    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                        | Boeing Co. (The)                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $1190951.84   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                        | Boeing Co. (The)                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1271909.37   | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust, Series 2024-NQM5, Class A1                         | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |     1668896 | PA      | $1679134.57   | 0.12%             | 2064-06-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                     | Province of British Columbia                                                        | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $21922.65     | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                          | British Telecommunications plc                                                      | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     2020000 | PA      | $2408621.36   | 0.18%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                          | Broadcom, Inc.                                                                      | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      625000 | PA      | $601125.57    | 0.04%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance, Inc.                                | Brookfield Finance, Inc.                                                            | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $301060.32    | 0.02%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Builders FirstSource, Inc.                              | Builders FirstSource, Inc.                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1454225.76   | 0.11%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                | Bunge Ltd. Finance Corp.                                                            | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      792000 | PA      | $784926.91    | 0.06%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910614 | PA      | $913148.88    | 0.07%             | 2041-08-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                 | CDW LLC                                                                             | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $119410.11    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CBAMR Ltd.                                              | CBAMR Ltd., Series 2017-4A, Class A1R                                               | CUSIP: 12516EAC5<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4512676.50   | 0.33%             | 2038-03-31      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group (The)                                       | Cigna Group (The)                                                                   | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     3265000 | PA      | $3335147.02   | 0.24%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                        | CVS Health Corp.                                                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1760721.13   | 0.13%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: —       |
| Cabot Corp.                                             | Cabot Corp.                                                                         | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |      720000 | PA      | $706889.07    | 0.05%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                | CACI International, Inc.                                                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2097259.16   | 0.15%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| California Public Finance Authority                     | California Public Finance Authority, Series 2026 B                                  | CUSIP: 13057EKD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1350000 | PA      | $1351915.92   | 0.10%             | 2036-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                   | Camden Property Trust                                                               | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96025.75     | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                    | Campbell's Co. (The)                                                                | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     1802000 | PA      | $1751921.95   | 0.13%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                    | Campbell's Co. (The)                                                                | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      508000 | PA      | $467868.75    | 0.03%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                         | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      550000 | PA      | $549348.68    | 0.04%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Carlyle US CLO Ltd.                                     | Carlyle US CLO Ltd., Series 2024-2A, Class B                                        | CUSIP: 14318VAC3<br>LEI: 254900ZRCTSW8R4GLC69 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2600000.00   | 0.19%             | 2037-04-25      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                          | Carnival Corp.                                                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1470000 | PA      | $1477391.16   | 0.11%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Carrier Global Corp.                                    | Carrier Global Corp.                                                                | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      650000 | PA      | $598078.68    | 0.04%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                    | Carrier Global Corp.                                                                | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      865000 | PA      | $911869.65    | 0.07%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                              | CBAMR Ltd., Series 2020-12A, Class A1R2                                             | CUSIP: 14988FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3510000 | PA      | $3513510.00   | 0.26%             | 2039-01-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                               | Cedar Funding IX CLO Ltd., Series 2018-9A, Class AR                                 | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2060000 | PA      | $2061621.22   | 0.15%             | 2037-07-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                | CenterPoint Energy, Inc.                                                            | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       89000 | PA      | $83719.31     | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9316.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35359.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4589.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                    | Cheniere Corpus Christi Holdings LLC                                                | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      945000 | PA      | $949074.58    | 0.07%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11812.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-67224.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                       | Republic of Chile                                                                   | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      860000 | PA      | $532426.00    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                       | Choice Hotels International, Inc.                                                   | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1162929.94   | 0.08%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Choice Hotels International, Inc.                       | Choice Hotels International, Inc.                                                   | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     3009000 | PA      | $2820993.74   | 0.21%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                       | Choice Hotels International, Inc.                                                   | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      713000 | PA      | $720821.78    | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Chubb INA Holdings LLC                                  | Chubb INA Holdings LLC                                                              | CUSIP: 171232AE1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      549000 | PA      | $605062.69    | 0.04%             | 2031-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                      | Cintas Corp. No. 2                                                                  | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3989.07      | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc.                                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400147.35    | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc.                                                                     | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      825000 | PA      | $846955.42    | 0.06%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc.                                                                     | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2265689.15   | 0.17%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class A4                     | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $468785.30    | 0.03%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                               | Coca-Cola Femsa SAB de CV                                                           | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     1852000 | PA      | $1735264.00   | 0.13%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                | COLT Mortgage Loan Trust, Series 2021-2, Class A1                                   | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2066-08-25      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                    | Columbia Pipelines Operating Co. LLC                                                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $554572.71    | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                           | Comcast Corp.                                                                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1215445.31   | 0.09%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                           | Comcast Corp.                                                                       | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      531000 | PA      | $538440.12    | 0.04%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Commercial Metals Co.                                   | Commercial Metals Co.                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1273738.77   | 0.09%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| CommonSpirit Health                                     | CommonSpirit Health                                                                 | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1062049.83   | 0.08%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                     | CommonSpirit Health, Series 2025                                                    | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1595365.40   | 0.12%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                 | Commonwealth Edison Co.                                                             | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      149000 | PA      | $137039.22    | 0.01%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                | CompoSecure Holdings LLC                                                            | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2024092.35   | 0.15%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $604119.48    | 0.04%             | 2044-01-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2026-R01, Class 2A1                     | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3840186 | PA      | $3839130.45   | 0.28%             | 2046-01-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities                           | Connecticut Avenue Securities, Series 2025-R01, Class 1M2                           | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000629.10   | 0.07%             | 2045-01-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      675000 | PA      | $681115.50    | 0.05%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software, Inc.                            | Constellation Software, Inc.                                                        | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     1572000 | PA      | $1539884.68   | 0.11%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: —       |
| Cornell University                                      | Cornell University, Series 2025                                                     | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2112011.75   | 0.15%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10000000 | PA      | $8225497.70   | 0.60%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8000000 | PA      | $6851372.72   | 0.50%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -6000000 | PA      | $-5422734.36  | -0.40%            | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -3000000 | PA      | $-2892656.25  | -0.21%            | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $3021081.69   | 0.22%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    26000000 | PA      | $26505901.50  | 1.93%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                        | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3535000 | PA      | $3466384.77   | 0.25%             | 2037-08-10      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                      | Crown Castle, Inc.                                                                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98631.62     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                   | DBR Land Holdings LLC                                                               | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $726862.50    | 0.05%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust, Series 2021-4, Class A2                       | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1483941 | PA      | $1317589.08   | 0.10%             | 2066-11-25      | Variable      | 2.09%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $148218.51    | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                      | Devon Energy Corp.                                                                  | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1450092.66   | 0.11%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corp.                                      | Devon Energy Corp.                                                                  | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      389000 | PA      | $387557.05    | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                   | Dominion Energy, Inc., Series C                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95546.59     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                          | Treasury Repurchase Agreement                                                       | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |     8315728 | PA      | $8315727.50   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                        | Treasury Repurchase Agreement                                                       | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |    13000000 | PA      | $13000000.00  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                  | DP World Crescent Ltd.                                                              | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1594668.16   | 0.12%             | 2035-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EIDP, Inc.                                              | EIDP, Inc.                                                                          | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      395000 | PA      | $363727.28    | 0.03%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                       | Duke Energy Corp.                                                                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89865.02     | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EFMT                                                    | EFMT, Series 2026-NQM1, Class A1                                                    | CUSIP: 26846GAF4<br>LEI: 254900H3V169GPKPIM43 | Long             | ABS-MBS          | CORP              | US        |     4606753 | PA      | $4575461.99   | 0.33%             | 2071-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                    | EFMT, Series 2026-NQM4, Class A1A                                                   | CUSIP: 26846KAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3034024 | PA      | $3048065.53   | 0.22%             | 2071-04-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                               | EQT Corp.                                                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      252000 | PA      | $249439.84    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                               | EQT Corp.                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106872.95    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                               | EQT Corp.                                                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      810000 | PA      | $815606.29    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Eagle Funding Luxco Sarl                                | Eagle Funding Luxco Sarl                                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     2840000 | PA      | $2861868.00   | 0.21%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                    | EFMT, Series 2025-INV2, Class A1                                                    | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |     4571905 | PA      | $4590732.31   | 0.33%             | 2070-05-26      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                   | Electronic Arts, Inc.                                                               | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     1112000 | PA      | $916032.58    | 0.07%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd.                                     | Elmwood CLO 39 Ltd., Series 2025-2A, Class A1                                       | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5997060.00   | 0.44%             | 2038-04-17      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd.                                     | Elmwood CLO 29 Ltd., Series 2024-5A, Class AR2                                      | CUSIP: 289913AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1751951.25   | 0.13%             | 2037-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd.                                     | Elmwood CLO 41 Ltd., Series 2025-4A, Class A                                        | CUSIP: 29005BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4700000 | PA      | $4710457.50   | 0.34%             | 2038-07-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                          | Enbridge, Inc.                                                                      | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1620443.65   | 0.12%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Entergy Texas, Inc.                                     | Entergy Texas, Inc.                                                                 | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99195.32     | 0.01%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                              | Esab Corp.                                                                          | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1175728.29   | 0.09%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Essential Utilities, Inc.                               | Essential Utilities, Inc.                                                           | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46497.26     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-1A, Class A3                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      259785 | PA      | $260011.74    | 0.02%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                     | Expedia Group, Inc.                                                                 | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1271000 | PA      | $1205992.02   | 0.09%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                  | Extra Space Storage LP                                                              | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1183355.62   | 0.09%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                  | Extra Space Storage LP                                                              | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297064.07    | 0.02%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                    | FS KKR Capital Corp.                                                                | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      500000 | PA      | $488565.57    | 0.04%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc.                                                                | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1853084.16   | 0.14%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc.                                                                | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4434450.48   | 0.32%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FactSet Research Systems, Inc.                          | FactSet Research Systems, Inc.                                                      | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      925000 | PA      | $912919.81    | 0.07%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                        | Fair Isaac Corp.                                                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1454680.55   | 0.11%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DNRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      275316 | PA      | $235608.50    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DNU27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      913898 | PA      | $861257.18    | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DPH92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      637858 | PA      | $664351.60    | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1181703 | PA      | $1011017.46   | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7382704 | PA      | $6322278.94   | 0.46%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2944647 | PA      | $2619898.25   | 0.19%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7659994 | PA      | $7470310.08   | 0.54%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6628666 | PA      | $7008407.19   | 0.51%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2962237 | PA      | $2508123.23   | 0.18%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3866671 | PA      | $2967505.19   | 0.22%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3132E06J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      658021 | PA      | $695795.38    | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136987 | PA      | $110819.98    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100330 | PA      | $81207.14     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      752364 | PA      | $608178.70    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133AWWM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      299639 | PA      | $243525.21    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133KKNB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1232011 | PA      | $1041637.71   | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1274563 | PA      | $1200589.95   | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133KQDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      990505 | PA      | $1031644.47   | 0.08%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133KQK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      655519 | PA      | $682747.41    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1257135 | PA      | $1300881.54   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA ACES, Series 2022-M1, Class A2                                                 | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $871176.50    | 0.06%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-11, Class FB                                                      | CUSIP: 3136BUZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2173677 | PA      | $2187368.61   | 0.16%             | 2055-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Multifamily Structured Pass-Through Certificates, Series K077, Class A2       | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1984796.00   | 0.14%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Multifamily Structured Pass-Through Certificates, Series K086, Class A2       | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $990886.80    | 0.07%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Multifamily Structured Pass-Through Certificates, Series K126, Class A2       | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $907660.80    | 0.07%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Multifamily Structured Pass-Through Certificates, Series KF153, Class AS      | CUSIP: 3137H9Y94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      602712 | PA      | $604280.59    | 0.04%             | 2033-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5502, Class FG                                                        | CUSIP: 3137HJSY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1053820 | PA      | $1058887.41   | 0.08%             | 2055-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Multifamily Structured Pass-Through Certificates, Series K544, Class A2       | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3350000 | PA      | $3344454.41   | 0.24%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      684145 | PA      | $649906.15    | 0.05%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187976 | PA      | $178962.18    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      579917 | PA      | $563311.87    | 0.04%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140L5BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544791 | PA      | $468096.07    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57843 | PA      | $47031.91     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140LQPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3367585 | PA      | $3090730.55   | 0.23%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140Q9W90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720685 | PA      | $685900.20    | 0.05%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1806906 | PA      | $1546293.05   | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1630388 | PA      | $1430939.15   | 0.10%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QFGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3038307 | PA      | $2876341.52   | 0.21%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QHE27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1513037 | PA      | $1431956.64   | 0.10%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2722454 | PA      | $2336602.46   | 0.17%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1602205 | PA      | $1370315.89   | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QNDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2470376 | PA      | $2083923.75   | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1556795 | PA      | $1258650.93   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1510776 | PA      | $1325606.90   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QPE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1864064 | PA      | $1710321.16   | 0.12%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1026050 | PA      | $939122.23    | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QQUM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10422591 | PA      | $10661941.58  | 0.78%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QS5D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1160176 | PA      | $1209373.36   | 0.09%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QSSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18175263 | PA      | $18342378.73  | 1.34%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140QTNV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6091795 | PA      | $6230661.66   | 0.45%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140X5TV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      657773 | PA      | $590365.93    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140X9D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3326214 | PA      | $2808646.55   | 0.20%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      981734 | PA      | $797913.62    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      457157 | PA      | $371558.56    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XB5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3215974 | PA      | $2870423.53   | 0.21%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XC7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6815542 | PA      | $5826796.48   | 0.43%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      689943 | PA      | $590623.25    | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134052 | PA      | $108949.10    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1259721 | PA      | $1082009.18   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24934 | PA      | $20264.60     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XFEU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1175449 | PA      | $1105391.66   | 0.08%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XJCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117556 | PA      | $100600.05    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XJZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1328125 | PA      | $1381615.98   | 0.10%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XK6T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2358831 | PA      | $2018757.67   | 0.15%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 3140XQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      824296 | PA      | $856540.60    | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5829059 | PA      | $4697978.30   | 0.34%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2893501 | PA      | $2547072.45   | 0.19%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      863650 | PA      | $695196.02    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2258085 | PA      | $2072549.70   | 0.15%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418DR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      576836 | PA      | $521176.59    | 0.04%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9162507 | PA      | $7409333.06   | 0.54%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8968829 | PA      | $7242029.55   | 0.53%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      395825 | PA      | $335065.34    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3464814 | PA      | $2924540.79   | 0.21%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS                                                                                | CUSIP: 31418EF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2107199 | PA      | $1890574.20   | 0.14%             | 2037-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS                                                                                | CUSIP: 31427PHV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10669594 | PA      | $10819627.99  | 0.79%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                         | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3646553 | PA      | $3085980.52   | 0.23%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.            | Fidelity National Information Services, Inc.                                        | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2610971.58   | 0.19%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                     | First Horizon Corp.                                                                 | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      230000 | PA      | $233465.06    | 0.02%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.             | State Board of Administration Finance Corp., Series A                               | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |       75000 | PA      | $68865.02     | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      558000 | PA      | $562760.73    | 0.04%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                           | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5355000 | PA      | $5308539.43   | 0.39%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                   | FHLMC STACR Trust, Series 2019-HQA2, Class M2                                       | CUSIP: 35564MAH8<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |      440799 | PA      | $446967.45    | 0.03%             | 2049-04-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2024-HQA1, Class A1                                 | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.05         | 0.00%             | 2044-03-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                                 | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     1214067 | PA      | $1214439.85   | 0.09%             | 2044-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class A1                                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2044-08-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                  | Freeport-McMoRan, Inc.                                                              | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114410.19    | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GE Capital International Funding Co. Unlimited Co.      | GE Capital International Funding Co. Unlimited Co.                                  | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |      475000 | PA      | $454742.26    | 0.03%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                              | GCAT Trust, Series 2021-NQM4, Class A1                                              | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6273011 | PA      | $5304585.42   | 0.39%             | 2066-08-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      471116 | PA      | $435618.60    | 0.03%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      323506 | PA      | $296653.27    | 0.02%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      350445 | PA      | $316944.36    | 0.02%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      255570 | PA      | $231086.28    | 0.02%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      332466 | PA      | $296845.14    | 0.02%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      307258 | PA      | $276523.26    | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      130989 | PA      | $116998.49    | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2991761 | PA      | $2565370.44   | 0.19%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2062429 | PA      | $1883985.31   | 0.14%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12061954 | PA      | $9928322.77   | 0.72%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8476903 | PA      | $7268739.35   | 0.53%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      377143 | PA      | $355951.60    | 0.03%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      341804 | PA      | $294359.86    | 0.02%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1723076 | PA      | $1539051.01   | 0.11%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200406 | PA      | $194887.83    | 0.01%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13843807 | PA      | $13454416.48  | 0.98%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2903062 | PA      | $2601135.78   | 0.19%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179XS98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3757998 | PA      | $3439197.45   | 0.25%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9676494 | PA      | $9787798.17   | 0.71%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                          | GLP Capital LP                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $516667.79    | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                     | GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1                        | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2203532.98   | 0.16%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 3622ABGK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      720707 | PA      | $613796.01    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 3622ABJ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      711521 | PA      | $606412.89    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 3622ABJ94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      516492 | PA      | $442678.89    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA                                                                                | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      899694 | PA      | $771118.79    | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                     | General Mills, Inc.                                                                 | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248668.70    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Kennedy Lewis CLO 20 Ltd.                               | Kennedy Lewis CLO 20 Ltd., Series 2024-20A, Class A                                 | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8200000 | PA      | $8208692.00   | 0.60%             | 2038-01-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| GENMAB A/S                                              | GENMAB A/S                                                                          | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1350000 | PA      | $1385437.50   | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Global Payments, Inc.                                   | Global Payments, Inc.                                                               | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3083983.51   | 0.22%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Global Payments, Inc.                                   | Global Payments, Inc.                                                               | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1316488.61   | 0.10%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 20 Ltd.               | GoldenTree Loan Management US CLO 20 Ltd., Series 2024-20A, Class A                 | CUSIP: 38139MAC9<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |     3600000 | PA      | $3604021.20   | 0.26%             | 2037-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                 | Golub Capital BDC, Inc.                                                             | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      163000 | PA      | $161522.87    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-135, Class A                                                      | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6123113 | PA      | $5052891.20   | 0.37%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                     | Graham Holdings Co.                                                                 | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1598536.21   | 0.12%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                               | HCA, Inc.                                                                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500388.39    | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                               | HCA, Inc.                                                                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2724981.80   | 0.20%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                               | HCA, Inc.                                                                           | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      270000 | PA      | $266369.93    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                               | HCA, Inc.                                                                           | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2115000 | PA      | $2171436.09   | 0.16%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                | HP, Inc.                                                                            | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34447.85     | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                | HP, Inc.                                                                            | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      979000 | PA      | $962836.95    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HLTN Commercial Mortgage Trust                          | HLTN Commercial Mortgage Trust, Series 2026-DPLO, Class A                           | CUSIP: 40446RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3705781.25   | 0.27%             | 2041-04-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                  | Halseypoint CLO 7 Ltd., Series 2023-7A, Class A1R                                   | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |     4000000 | PA      | $4010820.00   | 0.29%             | 2038-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                          | Hewlett Packard Enterprise Co.                                                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1837961.85   | 0.13%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                             | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1227460.20   | 0.09%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                  | Howmet Aerospace, Inc.                                                              | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      650000 | PA      | $655546.78    | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                            | Humana, Inc.                                                                        | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      325000 | PA      | $333402.69    | 0.02%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary                                                 | Hungary Government Bond                                                             | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1560000 | PA      | $974103.62    | 0.07%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                     | Huntington Ingalls Industries, Inc.                                                 | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      500000 | PA      | $492082.58    | 0.04%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                      | Hyatt Hotels Corp.                                                                  | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1853000 | PA      | $1882999.48   | 0.14%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                 | Hyundai Capital America                                                             | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      235000 | PA      | $246516.32    | 0.02%             | 2030-09-21      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust, Series 2025-200P, Class A                                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2120060.88   | 0.15%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| IDEX Corp.                                              | IDEX Corp.                                                                          | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |      275000 | PA      | $249297.13    | 0.02%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Indiana Michigan Power Co.                              | Indiana Michigan Power Co.                                                          | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198175.43    | 0.01%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Ingersoll Rand, Inc.                                    | Ingersoll Rand, Inc.                                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1728692.23   | 0.13%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                             | Intel Corp.                                                                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2329513.16   | 0.17%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                             | Intel Corp.                                                                         | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      426000 | PA      | $426835.06    | 0.03%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                   | International Business Machines Corp.                                               | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159823.60    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Interstate Power and Light Co.                          | Interstate Power and Light Co.                                                      | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99300.06     | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP               | Invitation Homes Operating Partnership LP                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1783329.76   | 0.13%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A   | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1514596.80   | 0.11%             | 2039-10-05      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2025-2, Class A4A                                | CUSIP: 46593NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      685646 | PA      | $685545.94    | 0.05%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2023-HE3, Class A1                               | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |      326071 | PA      | $326986.52    | 0.02%             | 2054-05-20      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class B    | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1408912 | PA      | $1387778.74   | 0.10%             | 2037-04-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class AS               | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404724 | PA      | $397127.04    | 0.03%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                                | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1656481.88   | 0.12%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      705000 | PA      | $725237.65    | 0.05%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                                | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4460000 | PA      | $4391724.31   | 0.32%             | 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        |     6095000 | PA      | $5941510.35   | 0.43%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                                | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1780603.72   | 0.13%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5                | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $492995.00    | 0.04%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1                              | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1324272 | PA      | $1332353.66   | 0.10%             | 2064-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2025-VIS1, Class A1                              | CUSIP: 46659BAC6<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2055-08-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class A1A                             | CUSIP: 46664DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89272 | PA      | $88801.26     | 0.01%             | 2066-05-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                  | Keurig Dr Pepper, Inc.                                                              | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1289085.68   | 0.09%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                  | Keurig Dr Pepper, Inc.                                                              | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      573000 | PA      | $562757.68    | 0.04%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                                             | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3481482.37   | 0.25%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                     | Kinder Morgan, Inc.                                                                 | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1382185.48   | 0.10%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| KIND Commercial Mortgage Trust                          | KIND Commercial Mortgage Trust, Series 2024-1, Class A                              | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $749765.63    | 0.05%             | 2041-08-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                  | Kyndryl Holdings, Inc.                                                              | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4934.35      | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust                          | LBTY Commercial Mortgage Trust, Series 2026-225L, Class A                           | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2450000 | PA      | $2419488.19   | 0.18%             | 2043-02-10      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust                          | LBTY Commercial Mortgage Trust, Series 2026-225L, Class B                           | CUSIP: 50178LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1875743.08   | 0.14%             | 2043-02-10      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                      | LPL Holdings, Inc.                                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      915000 | PA      | $890618.93    | 0.06%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Laboratory Corp. of America Holdings                    | Laboratory Corp. of America Holdings                                                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      463000 | PA      | $452149.64    | 0.03%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      690000 | PA      | $700104.90    | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                               | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      250000 | PA      | $257766.99    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEX Mortgage Trust                                      | LEX Mortgage Trust, Series 2024-BBG, Class A                                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1596193.44   | 0.12%             | 2033-10-13      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                       | Lowe's Cos., Inc.                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1792510.44   | 0.13%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2707689.08   | 0.20%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      260000 | PA      | $277105.52    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                 | MPLX LP                                                                             | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      733000 | PA      | $738387.59    | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                             | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1362013.10   | 0.10%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust, Series 2023-2, Class A2                             | CUSIP: 55361AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1632609 | PA      | $1695840.31   | 0.12%             | 2056-12-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust, Series 2023-1, Class A5                             | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3130123.80   | 0.23%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                      | Macquarie Airfinance Holdings Ltd.                                                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $191249.04    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                                     | Magnetite XVII Ltd., Series 2016-17A, Class AR2                                     | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4005224.00   | 0.29%             | 2037-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                              | Mars, Inc.                                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      725000 | PA      | $732343.70    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                              | Mars, Inc.                                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2282517.70   | 0.17%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                              | Mars, Inc.                                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6550000 | PA      | $6608448.79   | 0.48%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Marriott International, Inc.                            | Marriott International, Inc., Series HH                                             | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2750032.89   | 0.20%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                            | Marriott International, Inc.                                                        | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      591000 | PA      | $597603.09    | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                         | Martin Marietta Materials, Inc.                                                     | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295862.85    | 0.02%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Maryland Economic Development Corp.                     | Maryland Economic Development Corp., Series 2024                                    | CUSIP: 574205JA9<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      490000 | PA      | $500592.48    | 0.04%             | 2032-11-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                     | Maryland Economic Development Corp., Series 2024                                    | CUSIP: 574205JB7<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      825000 | PA      | $842438.36    | 0.06%             | 2033-11-30      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                           | Commonwealth of Massachusetts, Series A                                             | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      100000 | PA      | $101280.11    | 0.01%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                        | McDonald's Corp.                                                                    | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      750000 | PA      | $743839.73    | 0.05%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                               | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2230647.20   | 0.16%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                         | Microsoft Corp.                                                                     | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      410000 | PA      | $409311.68    | 0.03%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust, Series 2017-H1, Class AS                            | CUSIP: 61691JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $492658.65    | 0.04%             | 2050-06-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                      | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $996569.68    | 0.07%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MS GOVT US LEX                                          | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                        | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |      400000 | PA      | $400000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                      | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4371604.06   | 0.32%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1218701.13   | 0.09%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                      | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      420000 | PA      | $427962.85    | 0.03%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                      | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      895000 | PA      | $919391.51    | 0.07%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1A         | CUSIP: 617941AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3846733 | PA      | $3869715.80   | 0.28%             | 2070-01-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-DSC1, Class A1          | CUSIP: 617950AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19905 | PA      | $19736.62     | 0.00%             | 2071-01-25      | Variable      | 4.77%                 | 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        |     3400000 | PA      | $3400353.26   | 0.25%             | 2071-03-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                | Motorola Solutions, Inc.                                                            | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1760759.25   | 0.13%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1487096.10   | 0.11%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| NXP BV                                                  | NXP BV                                                                              | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $261862.08    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| NXP BV                                                  | NXP BV                                                                              | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $716848.92    | 0.05%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                  | NXP BV                                                                              | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1752889.63   | 0.13%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.      | National Rural Utilities Cooperative Finance Corp.                                  | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85758.41     | 0.01%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.      | National Rural Utilities Cooperative Finance Corp.                                  | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99629.98     | 0.01%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                       | NatWest Group plc                                                                   | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $279023.50    | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                       | NatWest Group plc                                                                   | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      565000 | PA      | $571335.78    | 0.04%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                  | Northwest Pipeline LLC                                                              | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274494.50    | 0.02%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| OCP CLO Ltd.                                            | OCP CLO Ltd., Series 2017-14A, Class A1R                                            | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |     5100000 | PA      | $5107395.00   | 0.37%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                               | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                               | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6025000 | PA      | $6034115.83   | 0.44%             | 2038-07-19      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2022-NQM1, Class A1                                               | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1684725 | PA      | $1526406.97   | 0.11%             | 2061-11-25      | Variable      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2021-NQM4, Class A1                                               | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5259759 | PA      | $4508113.84   | 0.33%             | 2061-10-25      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 15-R Ltd.                            | OHA Credit Funding 15-R Ltd., Series 2023-15RA, Class A                             | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6250000 | PA      | $6265168.75   | 0.46%             | 2038-07-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-NQM15, Class A1A                                             | CUSIP: 67122CAA3<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     2726276 | PA      | $2728245.90   | 0.20%             | 2065-07-27      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                             | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1804500.00   | 0.13%             | 2040-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NYC Trust                                               | NYC Trust, Series 2025-77C, Class A                                                 | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4350000 | PA      | $4322608.05   | 0.32%             | 2036-01-10      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                      | Chord Energy Corp.                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1534843.70   | 0.11%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| OBX Trust                                               | OBX Trust, Series 2025-NQM21, Class A1A                                             | CUSIP: 67448BAD6<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |     3492094 | PA      | $3485445.69   | 0.25%             | 2065-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-NQM11, Class A1A                                             | CUSIP: 67449BAL7<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |     1987106 | PA      | $1996221.62   | 0.15%             | 2065-05-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                              | Occidental Petroleum Corp.                                                          | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1651699.91   | 0.12%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                    | Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR4                    | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |           0 | PA      | $0.00         | 0.00%             | 2031-02-14      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd.                                         | Octagon 57 Ltd., Series 2021-1A, Class B1R                                          | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3930000 | PA      | $3929909.61   | 0.29%             | 2034-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                         | Oncor Electric Delivery Co. LLC                                                     | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121458.77    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                         | Oncor Electric Delivery Co. LLC                                                     | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158130.69    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                           | ONE Gas, Inc.                                                                       | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      195000 | PA      | $189836.07    | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                | One New York Plaza Trust, Series 2020-1NYP, Class A                                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227081 | PA      | $1192569.35   | 0.09%             | 2036-01-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                                                         | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      800000 | PA      | $795272.14    | 0.06%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                              | Province of Ontario                                                                 | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $24258.21     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                              | Province of Ontario                                                                 | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $35157.59     | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                              | Province of Ontario                                                                 | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       45000 | PA      | $44914.87     | 0.00%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                              | Province of Ontario                                                                 | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $23364.80     | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $572752.35    | 0.04%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2389708.35   | 0.17%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1181050.28   | 0.09%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1299000 | PA      | $1280381.37   | 0.09%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $712632.10    | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1421543.26   | 0.10%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1616631.95   | 0.12%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1969049.17   | 0.14%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1747833.89   | 0.13%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      705000 | PA      | $649729.68    | 0.05%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                               | PPL Capital Funding, Inc.                                                           | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49974.75     | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                            | Pacific Gas and Electric Co.                                                        | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $411452.63    | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                              | PacifiCorp                                                                          | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91918.09     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                      | Republic of Panama                                                                  | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      500000 | PA      | $344500.00    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2022-II Ltd.                              | Park Blue CLO Ltd., Series 2022-2A, Class A1R                                       | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1451141.15   | 0.11%             | 2037-07-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                             | PeaceHealth Obligated Group                                                         | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      855000 | PA      | $850959.97    | 0.06%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| Penske Truck Leasing Co. LP                             | Penske Truck Leasing Co. LP                                                         | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1558000 | PA      | $1581201.94   | 0.12%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                            | Performance Food Group, Inc.                                                        | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1875094.62   | 0.14%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                 | Pernod Ricard International Finance LLC                                             | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1536431.90   | 0.11%             | 2031-04-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                        | Republic of Peru                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $100800.00    | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Republic of Peru                                                                    | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      510000 | PA      | $514003.50    | 0.04%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                          | Piedmont Natural Gas Co., Inc.                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97093.14     | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 19                                       | Pikes Peak CLO 19, Series 2025-19A, Class A1                                        | CUSIP: 72132DAA9<br>LEI: 391200PAO6NUBCQMES50 | Long             | ABS-CBDO         | CORP              | KY        |     6550000 | PA      | $6562097.85   | 0.48%             | 2038-07-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                      | Republic of Poland                                                                  | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      780000 | PA      | $784311.67    | 0.06%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                               | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      350000 | PA      | $356604.45    | 0.03%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co.                            | Public Storage Operating Co.                                                        | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      550000 | PA      | $536363.45    | 0.04%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                            | Public Storage Operating Co.                                                        | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2003147.56   | 0.15%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Qnity Electronics, Inc.                                 | Qnity Electronics, Inc.                                                             | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1493763.96   | 0.11%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| QTS Fayetteville I Dc1-2 LLC                            | QTS Fayetteville I Dc1-2 LLC                                                        | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6055000 | PA      | $5889086.28   | 0.43%             | 2036-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                   | Quanta Services, Inc.                                                               | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93134.69     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Quanta Services, Inc.                                   | Quanta Services, Inc.                                                               | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      505000 | PA      | $443437.87    | 0.03%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                   | Quanta Services, Inc.                                                               | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     2147000 | PA      | $2177230.21   | 0.16%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                               | Province of Quebec                                                                  | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       25000 | PA      | $24732.92     | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                              | ROCK Trust, Series 2024-CNTR, Class A                                               | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2739488.58   | 0.20%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                              | ROCK Trust, Series 2024-CNTR, Class B                                               | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $868738.76    | 0.06%             | 2041-11-13      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                 | RHP Hotel Properties LP                                                             | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $531794.21    | 0.04%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                     | Regal Rexnord Corp.                                                                 | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     2286000 | PA      | $2392068.46   | 0.17%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Reliance, Inc.                                          | Reliance, Inc.                                                                      | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1459893.57   | 0.11%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                 | Republic Services, Inc.                                                             | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179025.22    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                     | Rocket Mortgage LLC                                                                 | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1468584.47   | 0.11%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Romania                                                 | Romania Government Bond                                                             | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $376855.76    | 0.03%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma plc                                      | Royalty Pharma plc                                                                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     2468000 | PA      | $2501144.18   | 0.18%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                        | Salesforce, Inc.                                                                    | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     5840000 | PA      | $5822846.11   | 0.42%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                        | Salesforce, Inc.                                                                    | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     5249000 | PA      | $5234500.58   | 0.38%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust, Series 2025-1, Class A3                     | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1323788 | PA      | $1326027.78   | 0.10%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                              | Charles Schwab Corp. (The)                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      205000 | PA      | $202256.08    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sempra                                                  | Sempra                                                                              | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98658.17     | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                  | Sempra                                                                              | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195421.70    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                      | Republic of Serbia                                                                  | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1700000 | PA      | $1656233.89   | 0.12%             | 2036-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ServiceNow, Inc.                                        | ServiceNow, Inc.                                                                    | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |      422000 | PA      | $367727.33    | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| INVESCO GOVT AND AGCY LEX                               | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                             | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |      600000 | PA      | $600000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XXIII Ltd.                             | Sixth Street CLO XXIII Ltd., Series 2023-23A, Class A1R                             | CUSIP: 829929AJ7<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |     6850000 | PA      | $6855562.20   | 0.50%             | 2038-10-17      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                   | J M Smucker Co. (The)                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      602000 | PA      | $641989.58    | 0.05%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Snap, Inc.                                              | Snap, Inc.                                                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1426232.00   | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Solstice Advanced Materials, Inc.                       | Solstice Advanced Materials, Inc.                                                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1496983.47   | 0.11%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                         | Solventum Corp.                                                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      727000 | PA      | $743363.94    | 0.05%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Solventum Corp.                                         | Solventum Corp.                                                                     | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1351207.54   | 0.10%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                         | Solventum Corp.                                                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      925000 | PA      | $945627.33    | 0.07%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                      | Southern Co. (The), Series 21-B                                                     | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      550000 | PA      | $524402.72    | 0.04%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                          | Southern Co. Gas Capital Corp., Series 20-A                                         | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87955.84     | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                    | Sprint Capital Corp.                                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      255000 | PA      | $303432.07    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                             | Block, Inc.                                                                         | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1533675.73   | 0.11%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                        | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3645917 | PA      | $3282354.11   | 0.24%             | 2066-12-25      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer LLC                             | Sunnova Hestia I Issuer LLC, Series 2023-GRID1, Class 1A                            | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235085 | PA      | $228805.41    | 0.02%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                          | Synopsys, Inc.                                                                      | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     2223000 | PA      | $2246489.46   | 0.16%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Symphony CLO 52 Ltd.                                    | Symphony CLO 52 Ltd., Series 2025-52A, Class AR                                     | CUSIP: 87170MAC6<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |     4325000 | PA      | $4324567.50   | 0.32%             | 2036-01-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                      | T-Mobile USA, Inc.                                                                  | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4271000 | PA      | $4040719.68   | 0.29%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                 | Sumisho Air Lease Corp.                                                             | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2522693.18   | 0.18%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                   | Targa Resources Corp.                                                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      220000 | PA      | $208992.09    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                 | Telefonica Emisiones SA                                                             | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     1575000 | PA      | $1426668.30   | 0.10%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                   | Thomson Reuters Corp.                                                               | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99937.67     | 0.01%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      825000 | PA      | $745982.17    | 0.05%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2020-1, Class A2A                                 | CUSIP: 89178WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      770000 | PA      | $709214.66    | 0.05%             | 2060-01-25      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                         | TransDigm, Inc.                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1493004.76   | 0.11%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                         | TransDigm, Inc.                                                                     | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      380000 | PA      | $380417.97    | 0.03%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                                  | Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1                                   | CUSIP: 895972AA5<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | KY        |     3125000 | PA      | $3128215.63   | 0.23%             | 2038-01-22      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Tucson Electric Power Co.                               | Tucson Electric Power Co.                                                           | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87917.34     | 0.01%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                            | UBS Group AG                                                                        | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      370000 | PA      | $431804.43    | 0.03%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                        | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      945000 | PA      | $961120.19    | 0.07%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: —       |
| United Airlines Holdings, Inc.                          | United Airlines Holdings, Inc.                                                      | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1173866.13   | 0.09%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                   | United Mexican States                                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1320000 | PA      | $1391874.00   | 0.10%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                      | United Rentals North America, Inc.                                                  | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2531283.33   | 0.18%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                          | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      325000 | PA      | $333522.79    | 0.02%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5800000 | PA      | $5593375.00   | 0.41%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7250000 | PA      | $6858613.25   | 0.50%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6830000 | PA      | $6811857.81   | 0.50%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3050000 | PA      | $2300724.62   | 0.17%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        4700 | PA      | $3468.45      | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11820000 | PA      | $8622135.88   | 0.63%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3600000 | PA      | $2267437.50   | 0.17%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7000000 | PA      | $3607734.34   | 0.26%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4180000 | PA      | $2486446.88   | 0.18%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2500000 | PA      | $1711328.13   | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4521400 | PA      | $3172927.76   | 0.23%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12050000 | PA      | $9993498.08   | 0.73%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22602800 | PA      | $19182360.77  | 1.40%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2550000 | PA      | $2290517.58   | 0.17%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Inflation Linked Bonds                                                | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9833686 | PA      | $7524869.29   | 0.55%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12360000 | PA      | $11868496.94  | 0.87%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14450000 | PA      | $13692503.83  | 1.00%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14370000 | PA      | $13814285.08  | 1.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12500000 | PA      | $11986816.38  | 0.87%             | 2044-11-15      | 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        |     3560000 | PA      | $3399800.00   | 0.25%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                 | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68720000 | PA      | $70523900.00  | 5.15%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81930000 | PA      | $79504103.50  | 5.80%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                 | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    83060000 | PA      | $84724444.32  | 6.18%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34440000 | PA      | $34411748.52  | 2.51%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                                            | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $840443.07    | 0.06%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                                            | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      775000 | PA      | $768280.94    | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                                            | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $904165.17    | 0.07%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                                            | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1526998.74   | 0.11%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                      | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      805000 | PA      | $830178.79    | 0.06%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                      | Venture Global Plaquemines LNG LLC                                                  | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      835000 | PA      | $873771.56    | 0.06%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture 38 CLO Ltd.                                     | Venture 38 CLO Ltd., Series 2019-38A, Class ARR                                     | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |     2321858 | PA      | $2323474.06   | 0.17%             | 2032-07-30      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2025-INV1, Class A1                              | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |     1420438 | PA      | $1429055.05   | 0.10%             | 2070-02-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                     | Vertiv Holdings Co.                                                                 | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2467713.27   | 0.18%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2021-7, Class A1                                 | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3848878 | PA      | $3526687.84   | 0.26%             | 2066-10-25      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2024-5, Class A1                                 | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |      505996 | PA      | $510609.83    | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2025-1, Class A1                                 | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |       45259 | PA      | $45551.93     | 0.00%             | 2070-01-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                      | VICI Properties LP                                                                  | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $248428.02    | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                     | Viking Cruises Ltd.                                                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1485000 | PA      | $1488773.39   | 0.11%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                              | VMware LLC                                                                          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35198.83     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                  | WEC Energy Group, Inc.                                                              | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181805.84    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2259161681 | PA      | $-82867.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CDI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   115325000 | PA      | $489649.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   210563298 | PA      | $1172946.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   210563298 | PA      | $-1155360.48  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CDI                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    75390342 | PA      | $242289.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 14525780000 | PA      | $136946.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1314899621 | PA      | $135036.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4190000 | PA      | $-85117.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2530000 | PA      | $56375.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    32750000 | PA      | $726357.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    28040000 | PA      | $-663801.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    79700000 | PA      | $484679.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    30800000 | PA      | $598227.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33750000 | PA      | $-342725.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12630000 | PA      | $-358825.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9170000 | PA      | $135581.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3520000 | PA      | $71972.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6060000 | PA      | $76468.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61960000 | PA      | $337627.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5150000 | PA      | $170151.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3280000 | PA      | $-49634.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    38080000 | PA      | $383802.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    39790000 | PA      | $-305278.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   278000000 | PA      | $-107483.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34690000 | PA      | $-204586.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1720000 | PA      | $8858.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1910000 | PA      | $-21731.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1776000000 | PA      | $-98148.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18840000 | PA      | $-11840.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5480000 | PA      | $-5186.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12570000 | PA      | $8728.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    58280000 | PA      | $30086.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    23420000 | PA      | $-82075.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7020000 | PA      | $81987.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8740000 | PA      | $25920.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 19628000000 | PA      | $1246439.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7020000 | PA      | $50821.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8110000 | PA      | $44517.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | IRS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15710000 | PA      | $-72928.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19810000 | PA      | $-43560.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18210000 | PA      | $33808.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    25220000 | PA      | $-170591.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14040000 | PA      | $138002.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | OIS                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17420000 | PA      | $39635.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                                                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      366000 | PA      | $365257.82    | 0.03%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                                                   | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3695000 | PA      | $3599908.33   | 0.26%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class A5                    | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $500494.74    | 0.04%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                               | Williams Cos., Inc. (The)                                                           | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2028638.20   | 0.15%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                              | Willis North America, Inc.                                                          | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249666.83    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                              | Willis North America, Inc.                                                          | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189633.69    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                     | Wind River CLO Ltd., Series 2023-1A, Class A1R                                      | CUSIP: 97316RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7900000 | PA      | $7922436.00   | 0.58%             | 2038-07-25      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                           | Wisconsin Power and Light Co.                                                       | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30520.44     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                           | Wisconsin Power and Light Co.                                                       | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      155000 | PA      | $147931.44    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                       | World Omni Auto Receivables Trust, Series 2023-A, Class A4                          | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2425000 | PA      | $2434209.91   | 0.18%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                       | Xcel Energy, Inc.                                                                   | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      850000 | PA      | $832144.77    | 0.06%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                       | Xcel Energy, Inc.                                                                   | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      775000 | PA      | $770910.57    | 0.06%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Xilinx, Inc.                                            | Xilinx, Inc.                                                                        | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |      250000 | PA      | $230963.78    | 0.02%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Zoetis, Inc.                                            | Zoetis, Inc.                                                                        | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      465000 | PA      | $459977.93    | 0.03%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                               | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |     2370000 | PA      | $2289978.61   | 0.17%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                   | United Mexican States                                                               | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2330000 | PA      | $1349070.00   | 0.10%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                 | Romania Government Bond                                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3500000 | PA      | $3535584.92   | 0.26%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                       | Galaxy Pipeline Assets Bidco Ltd.                                                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     2770000 | PA      | $2402277.43   | 0.18%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                 | Hungary Government Bond                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      940000 | PA      | $967246.76    | 0.07%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO DAC                                           | Penta CLO DAC, Series 2021-2A, Class BR                                             | CUSIP: N/A<br>LEI: 635400GBGDCFEEAL3O62       | Long             | ABS-CBDO         | CORP              | IE        |     1740000 | PA      | $2027898.83   | 0.15%             | 2038-04-15      | Floating      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                 | Hungary Government Bond                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1380000 | PA      | $1435010.14   | 0.10%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Republic of Indonesia                                   | Republic of Indonesia                                                               | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     1250000 | PA      | $1437118.15   | 0.10%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Czech Repub. Kronas                                     | Czech Repub. Kronas                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |           1 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Euro-Schatz                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         222 | NC      | $-140469.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                    | EURO                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |           0 | OU      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         660 | NC      | $-205477.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Long Gilt                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          24 | NC      | $-67294.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                           | British Pound                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |          51 | OU      | $69.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                        | Hong Kong Dollar                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |           1 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                       | New Mexican Pesos                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |           1 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico City Airport Trust                               | Mexico City Airport Trust                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     2510000 | PA      | $2477386.59   | 0.18%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Henley CLO XVII DAC                                     | Henley CLO XVII DAC, Series 17A, Class A                                            | CUSIP: N/A<br>LEI: 635400ATIFCV7PKUJR11       | Long             | ABS-CBDO         | CORP              | IE        |     7600000 | PA      | $8919740.00   | 0.65%             | 2038-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Polish Zloty - New                                      | Polish Zloty - New                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |           1 | OU      | $0.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | ICE 3-Month SONIA                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          63 | NC      | $-10543.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | 3 Month SONIA                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         116 | NC      | $-354276.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                        | Singapore Dollar                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |           0 | OU      | $0.38         | 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        |        1308 | NC      | $-1805184.80  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Note                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -463 | NC      | $725569.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury Long Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         197 | NC      | $-292194.05   | -0.02%            |  |  |  | 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        |        -238 | NC      | $448085.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury Ultra Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         366 | NC      | $-1447445.15  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares European CLO XXI DAC                               | Ares European CLO XXI DAC, Series 21A, Class B                                      | CUSIP: N/A<br>LEI: 254900REPQKNP1XRDH75       | Long             | ABS-CBDO         | CORP              | IE        |      680000 | PA      | $793829.02    | 0.06%             | 2038-04-15      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Euro CLO 14 Funding DAC                     | Sound Point Euro CLO 14 Funding DAC, Series 14A, Class B                            | CUSIP: N/A<br>LEI: 635400MRPPDDKPZD8B91       | Long             | ABS-CBDO         | CORP              | IE        |     1400000 | PA      | $1630002.91   | 0.12%             | 2039-04-20      | Floating      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund III DAC                          | CVC Cordatus Loan Fund III DAC, Series 3A, Class B1R3                               | CUSIP: N/A<br>LEI: 213800XV458LVR3TU384       | Long             | ABS-CBDO         | CORP              | IE        |     1700000 | PA      | $1983353.48   | 0.14%             | 2038-05-26      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | Australia 3 Year Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          10 | NC      | $-5583.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South African Rand                                      | South African Rand                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         379 | OU      | $22.78        | 0.00%             |  |  |  | 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