# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-014270
**Filing Date:** 2026-6
**Character Count:** 320577
**Document Hash:** 1d2af76353084a71d375d2aeeba336de
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014270.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0002071691-26-014270

**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:** 261112247

**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 Strategic Income Fund (Series ID: S000051210)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000161356 | Class A                     | NWXEX           |
| C000161358 | Class R6                    | NWXGX           |
| C000161359 | Institutional Service Class | NWXHX           |

## 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 Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000051210

- **c. LEI of Series:** 54930040HJF5CDLCWL94

**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:** $2461523449.30

**Total Liabilities:** $381275912.65

**Net Assets:** $2080247536.65

**Cash Not Reported:** $33721249.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2233.78624800 | **1-Year:** 24719.53990100 | **5-Year:** 174045.15779200 | **10-Year:** 404175.93756700 | **30-Year:** 140386.70210300

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

- **3-Month:** 575.07224300 | **1-Year:** 26268.32257400 | **5-Year:** 105466.07344000 | **10-Year:** 58775.30665800 | **30-Year:** 1787.69178500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161356 | 0.27%                | -0.33%               | 0.76%                |
| Class ID C000161358 | 0.30%                | -0.30%               | 0.79%                |
| Class ID C000161359 | 0.29%                | -0.31%               | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1223089.82              | $5573679.81                                |
| Month 2  | $2106067.59              | $-38940491.96                              |
| Month 3  | $2845506.08              | $7906943.23                                |

**Designated Index Information**

- **Index Name:** Portfolio Excluding Derivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                     | A&D Mortgage Trust, Series 2023-NQM4, Class B1                                    | CUSIP: 00002MAE9<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1578604.07   | 0.08%             | 2068-09-25      | Variable      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                                     | A&D Mortgage Trust, Series 2024-NQM5, Class B1A                                   | CUSIP: 00039KAG5<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |   1756000 | PA      | $1783067.51   | 0.09%             | 2069-11-25      | Variable      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| ABRA Global Finance                                    | ABRA Global Finance                                                               | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |   9350422 | PA      | $8862703.99   | 0.43%             | 2029-10-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT Ltd.                                             | AREIT Ltd., Series 2024-CRE9, Class A                                             | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    176933 | PA      | $176933.02    | 0.01%             | 2041-05-17      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ASG Finance DAC                                        | ASG Finance DAC                                                                   | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |  11108000 | PA      | $8555390.49   | 0.41%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| A&D Mortgage Trust                                     | A&D Mortgage Trust, Series 2023-NQM3, Class B1                                    | CUSIP: 00249FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880000 | PA      | $2887791.26   | 0.14%             | 2068-07-25      | Variable      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190129.03    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Abbott Laboratories                                    | Abbott Laboratories                                                               | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5072000 | PA      | $4954443.21   | 0.24%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ACHM Trust                                             | ACHM Trust, Series 2025-HE3, Class A                                              | CUSIP: 00449VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3995961 | PA      | $3964619.26   | 0.19%             | 2055-11-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                          | Acorn Re Ltd., Series A                                                           | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $506450.00    | 0.02%             | 2027-11-05      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ACRES LLC                                              | ACRES LLC, Series 2025-FL3, Class A                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2840000 | PA      | $2847812.27   | 0.14%             | 2040-08-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| African Export-Import Bank (The)                       | African Development Bank                                                          | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |  10128000 | PA      | $9898045.58   | 0.48%             | 2035-05-07      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                                                       | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1235000 | PA      | $1288310.53   | 0.06%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Aker BP ASA                                            | Aker BP ASA                                                                       | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   5720000 | PA      | $5593077.20   | 0.27%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                                                       | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   4890000 | PA      | $4775912.24   | 0.23%             | 2035-10-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                          | Alamo Re Ltd., Series A                                                           | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   5240000 | PA      | $5266200.00   | 0.25%             | 2026-06-07      | Floating      | 12.59%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                          | Alamo Re Ltd., Series A                                                           | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3250000.00   | 0.16%             | 2027-06-07      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                          | Alamo Re Ltd., Series B                                                           | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   2050000 | PA      | $2050000.00   | 0.10%             | 2027-06-07      | Floating      | 11.94%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                          | Alamo Re Ltd., Series C                                                           | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   1325000 | PA      | $1331625.00   | 0.06%             | 2026-06-07      | Floating      | 15.39%                | Yes           |                  2 | On Loan: No      |
| Allianz SE                                             | Allianz SE                                                                        | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3589276.68   | 0.17%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: —       |
| Allianz SE                                             | Allianz SE                                                                        | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   6000000 | PA      | $6071184.00   | 0.29%             | 2033-10-30      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: —       |
| Allianz SE                                             | Allianz SE                                                                        | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3202169.60   | 0.15%             | 2034-10-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                          | UMBS, 30 Year, Single Family                                                      | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 118000000 | PA      | $98757669.20  | 4.75%             | 2056-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                          | UMBS, 30 Year, Single Family                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  59100000 | PA      | $53789058.29  | 2.59%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                          | UMBS, 30 Year, Single Family                                                      | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43000000 | PA      | $43213897.05  | 2.08%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $665603.10    | 0.03%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $464634.03    | 0.02%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1476208.97   | 0.07%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2361405.79   | 0.11%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: —       |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class F                        | CUSIP: 02007G4G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    582862 | PA      | $589297.25    | 0.03%             | 2032-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class E                        | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3773075 | PA      | $3781308.08   | 0.18%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class E                        | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216590 | PA      | $220725.94    | 0.01%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-2, Class D              | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2297045.51   | 0.11%             | 2031-08-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-4, Class D              | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1637906.05   | 0.08%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc., Series C                                       | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   9040000 | PA      | $8989270.23   | 0.43%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: —       |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc., Series D                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5760000 | PA      | $5741673.41   | 0.28%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                      | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3083132.88   | 0.15%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5547673.13   | 0.27%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp.                           | American Honda Finance Corp., Series A                                            | CUSIP: 02665WGY1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3726966.84   | 0.18%             | 2033-04-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust, Series 2025-HB2, Class A1                               | CUSIP: 034648AA3<br>LEI: 2549004R1S5HPVOVG278 | Long             | ABS-O            | CORP              | US        |   1785215 | PA      | $1791342.86   | 0.09%             | 2055-12-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APA Corp.                                              | APA Corp.                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  14471000 | PA      | $14789453.75  | 0.71%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                       | Aquila Re I Ltd., Series A-1.                                                     | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255375.00    | 0.01%             | 2027-06-07      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                       | Aquila Re I Ltd., Series A-1                                                      | CUSIP: 03843AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250500.00    | 0.01%             | 2026-06-08      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                       | Aquila Re I Ltd., Series C-1                                                      | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251500.00    | 0.01%             | 2026-06-08      | Floating      | 12.35%                | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.         | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310090 | PA      | $310356.42    | 0.01%             | 2036-11-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.         | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class B          | CUSIP: 03880RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    920000 | PA      | $920100.37    | 0.04%             | 2036-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.         | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    593220 | PA      | $593220.05    | 0.03%             | 2037-01-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ARC Falcon I, Inc.                                     | ARC Falcon I, Inc.                                                                | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14585000 | PA      | $14299425.70  | 0.69%             | 2033-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd.       | Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class B       | CUSIP: 03881UAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4890000 | PA      | $4921938.06   | 0.24%             | 2041-01-20      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust           | Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B             | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2447411.64   | 0.12%             | 2030-06-17      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Armor RE II Ltd.                                       | Armor RE II Ltd., Series A                                                        | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $526150.00    | 0.03%             | 2028-01-07      | Floating      | 12.05%                | Yes           |                  2 | On Loan: No      |
| Ascent Career Funding Trust                            | Ascent Career Funding Trust, Series 2024-1A, Class A                              | CUSIP: 04363LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195215 | PA      | $1202093.14   | 0.06%             | 2032-10-25      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Atlas Capital DAC                                      | Atlas Capital DAC, Series A                                                       | CUSIP: 049207AA1<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $252000.00    | 0.01%             | 2026-06-05      | Floating      | 11.22%                | Yes           |                  2 | On Loan: No      |
| Atlas Capital DAC                                      | Atlas Capital DAC, Series 2024                                                    | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $538300.00    | 0.03%             | 2027-06-08      | Floating      | 15.90%                | Yes           |                  2 | On Loan: No      |
| Atlas Capital DAC                                      | Atlas Capital DAC, Series 2025                                                    | CUSIP: 049207AC7<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $511000.00    | 0.02%             | 2028-06-07      | Floating      | 10.90%                | Yes           |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                    | Avianca Midco 2 plc                                                               | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |   6450000 | PA      | $6079125.00   | 0.29%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Avianca Midco 2 plc                                    | Avianca Midco 2 plc                                                               | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |   5775000 | PA      | $5370750.00   | 0.26%             | 2031-01-28      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C                 | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $624234.17    | 0.03%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2025000 | PA      | $2085125.09   | 0.10%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $3518559.80   | 0.17%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1650000 | PA      | $1671270.78   | 0.08%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2160000 | PA      | $2121768.15   | 0.10%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BDS LLC                                                | BDS LLC, Series 2024-FL13, Class A                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370000 | PA      | $1372568.20   | 0.07%             | 2039-09-19      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                 | BP Capital Markets plc                                                            | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   7605000 | PA      | $7776074.48   | 0.37%             | 2035-03-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                           | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1375000 | PA      | $1406275.75   | 0.07%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                           | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5895000 | PA      | $6167644.93   | 0.30%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    682000 | PA      | $707278.33    | 0.03%             | 2034-09-10      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5715000 | PA      | $5920311.38   | 0.28%             | 2035-06-27      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4600000 | PA      | $4568834.08   | 0.22%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: —       |
| BSPRT Issuer LLC                                       | BSPRT Issuer LLC, Series 2024-FL11, Class A                                       | CUSIP: 05613RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1937142.93   | 0.09%             | 2039-07-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2026-LP3, Class A                            | CUSIP: 05620HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9910000 | PA      | $9931678.13   | 0.48%             | 2043-04-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                        | Baldwin Re Ltd., Series A                                                         | CUSIP: 05826BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1271500.00   | 0.06%             | 2029-07-09      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6200000 | PA      | $6384791.62   | 0.31%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $4169722.33   | 0.20%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series LL                                                  | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    163616 | NS      | $3359036.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                         | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5880000 | PA      | $5814866.01   | 0.28%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: —       |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5710000 | PA      | $5642932.51   | 0.27%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: —       |
| Bayou Re Ltd.                                          | Bayou Re Ltd., Series B                                                           | CUSIP: 07304LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $756750.00    | 0.04%             | 2026-05-26      | Floating      | 22.58%                | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                | Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D                | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712293 | PA      | $721026.27    | 0.03%             | 2047-06-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bellemeade Re Ltd.                                     | Bellemeade Re Ltd., Series 2025-1, Class M1B                                      | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2240000 | PA      | $2251051.04   | 0.11%             | 2035-10-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Bellemeade RE Ltd.                                     | Bellemeade RE Ltd., Series 2021-3A, Class B1                                      | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1380000 | PA      | $1417501.22   | 0.07%             | 2031-09-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bellemeade Re Ltd.                                     | Bellemeade Re Ltd., Series 2024-1, Class M1B                                      | CUSIP: 078915AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    884360 | PA      | $888682.14    | 0.04%             | 2034-08-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2022-C, Class E                                  | CUSIP: 08860DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3280000 | PA      | $3459593.45   | 0.17%             | 2035-10-17      | Fixed         | 9.73%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2023-B, Class C                                  | CUSIP: 08862GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4075402 | PA      | $4187847.26   | 0.20%             | 2036-12-17      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2024-1CON, Class C                               | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    921296 | PA      | $935946.46    | 0.04%             | 2035-04-17      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd.               | Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B                 | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891293 | PA      | $852212.73    | 0.04%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                     | Blue Ridge Re Ltd., Series A                                                      | CUSIP: 096003AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252725.00    | 0.01%             | 2027-01-08      | Floating      | 8.76%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                     | Blue Ridge Re Ltd., Series B                                                      | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252475.00    | 0.01%             | 2027-01-08      | Floating      | 11.51%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                     | Blue Ridge Re Ltd., Series A                                                      | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1514850.00   | 0.07%             | 2029-01-08      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                     | Blue Ridge Re Ltd., Series B                                                      | CUSIP: 096003AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1476300.00   | 0.07%             | 2029-01-08      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                     | Blue Ridge Re Ltd., Series C                                                      | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1467450.00   | 0.07%             | 2029-01-08      | Floating      | 11.52%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet RE Ltd.                                     | Bluebonnet RE Ltd., Series A                                                      | CUSIP: 09610NAA0<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $500000.00    | 0.02%             | 2028-06-07      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Bluebonnet RE Ltd.                                     | Bluebonnet RE Ltd., Series B                                                      | CUSIP: 09610NAB8<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259675.00    | 0.01%             | 2028-06-07      | Floating      | 12.01%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet RE Ltd.                                     | Bluebonnet RE Ltd., Series C                                                      | CUSIP: 09610NAC6<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $261100.00    | 0.01%             | 2028-06-07      | Floating      | 15.26%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet RE Ltd.                                     | Bluebonnet RE Ltd., Series A                                                      | CUSIP: 09610NAD4<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257450.00    | 0.01%             | 2027-06-07      | Floating      | 15.54%                | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3170000 | PA      | $3281462.08   | 0.16%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9500000 | PA      | $9587567.96   | 0.46%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: —       |
| Bonanza RE Ltd.                                        | Bonanza RE Ltd., Series B                                                         | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252125.00    | 0.01%             | 2027-12-19      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Bonanza RE Ltd.                                        | Bonanza RE Ltd., Series C                                                         | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $502500.00    | 0.02%             | 2027-12-19      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Borr IHC Ltd.                                          | Borr IHC Ltd.                                                                     | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328659 | PA      | $343349.17    | 0.02%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Borr IHC Ltd.                                          | Borr IHC Ltd.                                                                     | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6014301 | PA      | $6304126.78   | 0.30%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust, Series 2025-HE1, Class A1                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |   6827807 | PA      | $6842067.18   | 0.33%             | 2072-09-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust, Series 2023-NQM7, Class B1                       | CUSIP: 10569HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2535000 | PA      | $2553815.02   | 0.12%             | 2063-09-25      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust, Series 2024-NQM2, Class B1                       | CUSIP: 10569KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1991382.34   | 0.10%             | 2064-02-25      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  18890000 | PA      | $18786105.00  | 0.90%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bridge Street Re Ltd.                                  | Bridge Street Re Ltd., Series A                                                   | CUSIP: 10807LAA5<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1003600.00   | 0.05%             | 2028-01-07      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd.                                  | Bridge Street Re Ltd., Series A                                                   | CUSIP: 10807LAB3<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5018500.00   | 0.24%             | 2029-01-08      | Floating      | 11.29%                | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                 | Brightstar Lottery plc                                                            | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3955000 | PA      | $3877835.58   | 0.19%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| CFMT LLC                                               | CFMT LLC, Series 2024-HB14, Class M3                                              | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1603473.51   | 0.08%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2015-CR26, Class D                              | CUSIP: 12593QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1090962.00   | 0.05%             | 2048-10-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                              | CNO Financial Group, Inc.                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   9381000 | PA      | $9741963.06   | 0.47%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3079173.67   | 0.15%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                  | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6266247.07   | 0.30%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1015000 | PA      | $1109210.85   | 0.05%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    540000 | PA      | $563169.14    | 0.03%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2105000 | PA      | $2123340.28   | 0.10%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1895000 | PA      | $1882712.84   | 0.09%             | 2032-04-22      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                   | Cape Lookout Re Ltd., Series A                                                    | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $518500.00    | 0.02%             | 2028-03-13      | Floating      | 10.41%                | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp., Preference, Series L                                 | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     37145 | NS      | $619578.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7660.38     | -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      | $470795.08    | 0.02%             |  |  |  | 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      | $27089.21     | 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      | $11817.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N3, Class E                           | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3614000 | PA      | $3670478.87   | 0.18%             | 2032-04-12      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                 | Cascade MH Asset Trust, Series 2022-MH1, Class B1                                 | CUSIP: 14732KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2954546 | PA      | $2700824.02   | 0.13%             | 2054-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7892672.40   | 0.38%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $8417751.36   | 0.40%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Chartwell RE Ltd.                                      | Chartwell RE Ltd., Series A                                                       | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $513950.00    | 0.02%             | 2028-06-07      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Chartwell RE Ltd.                                      | Chartwell RE Ltd., Series B                                                       | CUSIP: 16140YAB8<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $256375.00    | 0.01%             | 2028-06-07      | Floating      | 10.54%                | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                 | Citadel Securities Global Holdings LLC                                            | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   8505000 | PA      | $8647803.46   | 0.42%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Citadel Securities Global Holdings LLC                 | Citadel Securities Global Holdings LLC                                            | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $2260317.42   | 0.11%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7442941.57   | 0.36%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12703823.47  | 0.61%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    690000 | PA      | $718833.01    | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4792225.44   | 0.23%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644413.26    | 0.03%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Citrus Re Ltd.                                         | Citrus Re Ltd., Series A                                                          | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250750.00    | 0.01%             | 2026-06-07      | Floating      | 10.14%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                         | Citrus Re Ltd., Series B                                                          | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $502500.00    | 0.02%             | 2026-06-07      | Floating      | 12.26%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                         | Citrus Re Ltd., Series A                                                          | CUSIP: 177510AN4<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257300.00    | 0.01%             | 2027-06-07      | Floating      | 12.74%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                         | Citrus Re Ltd., Series A                                                          | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $506550.00    | 0.02%             | 2028-06-07      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                         | Citrus Re Ltd., Series A                                                          | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $497650.00    | 0.02%             | 2029-06-07      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3655000 | PA      | $3646593.50   | 0.18%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                               | COLT Mortgage Loan Trust, Series 2024-5, Class B1                                 | CUSIP: 19685AAE9<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   4512000 | PA      | $4559678.76   | 0.22%             | 2069-08-25      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                               | COLT Mortgage Loan Trust, Series 2024-3, Class B1                                 | CUSIP: 19688VAE0<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4164893.98   | 0.20%             | 2069-06-25      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                               | COLT Mortgage Loan Trust, Series 2024-4, Class B1                                 | CUSIP: 19688WAE8<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $2113449.94   | 0.10%             | 2069-07-25      | Variable      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                               | COLT Mortgage Loan Trust, Series 2024-6, Class B1                                 | CUSIP: 19688XAE6<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   2337000 | PA      | $2359380.51   | 0.11%             | 2069-11-25      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                               | COLT Mortgage Loan Trust, Series 2025-5, Class B1                                 | CUSIP: 19689AAE5<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2232616.32   | 0.11%             | 2070-05-25      | Variable      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                     | Columbia Pipelines Holding Co. LLC                                                | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8193119.96   | 0.39%             | 2032-11-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                                                    | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   4670000 | PA      | $4703880.01   | 0.23%             | 2030-03-14      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth RE Ltd.                                   | Commonwealth RE Ltd., Series A                                                    | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1753500.00   | 0.08%             | 2026-07-08      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth RE Ltd.                                   | Commonwealth RE Ltd., Series A                                                    | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $508900.00    | 0.02%             | 2028-07-10      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1                   | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355932 | PA      | $358341.34    | 0.02%             | 2043-04-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2024-R04, Class 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1763963 | PA      | $1765620.76   | 0.08%             | 2044-05-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2                   | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470000 | PA      | $2530048.91   | 0.12%             | 2041-12-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                   | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313826 | PA      | $317732.76    | 0.02%             | 2042-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B2                   | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3990000 | PA      | $4162687.20   | 0.20%             | 2042-01-25      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1                   | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193266 | PA      | $193686.50    | 0.01%             | 2043-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1B1                   | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1741468.18   | 0.08%             | 2044-02-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2                   | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6401143 | PA      | $6532663.44   | 0.31%             | 2041-10-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                   | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2445000 | PA      | $2475088.90   | 0.12%             | 2040-01-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2B1                   | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1260793.80   | 0.06%             | 2044-07-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2025-R06, Class 1A1                   | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036425 | PA      | $3038222.00   | 0.15%             | 2045-09-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2025-R06, Class 1M1                   | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805457 | PA      | $2805329.44   | 0.13%             | 2045-09-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2                   | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408363 | PA      | $1410115.53   | 0.07%             | 2044-09-25      | Floating      | 5.25%                 | 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        |   1090000 | PA      | $1099875.40   | 0.05%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |   3275000 | PA      | $3503333.00   | 0.17%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                             | COPT Defense Properties LP                                                        | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1571733.82   | 0.08%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Cousins Properties LP                                  | Cousins Properties LP                                                             | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3861286.07   | 0.19%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                     | Credit Agricole SA                                                                | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  14330000 | PA      | $14037163.87  | 0.67%             | 2037-01-12      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    365000 | PA      | $388154.17    | 0.02%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    440000 | PA      | $449847.20    | 0.02%             | 2030-02-10      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    430000 | PA      | $440072.32    | 0.02%             | 2034-08-10      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: —       |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9600000 | PA      | $9451299.94   | 0.45%             | 2032-08-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| D2 Multifamily Credit Issuer Ltd.                      | D2 Multifamily Credit Issuer Ltd., Series 2026-FL1, Class A                       | CUSIP: 23347LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7830000 | PA      | $7837337.49   | 0.38%             | 2043-11-19      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dwight Issuer LLC                                      | Dwight Issuer LLC, Series 2025-FL1, Class B                                       | CUSIP: 233636AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5080000 | PA      | $5101402.04   | 0.25%             | 2042-06-18      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd.                       | Dai-ichi Life Insurance Co. Ltd.                                                  | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   9760000 | PA      | $9975042.08   | 0.48%             | 2035-01-16      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: —       |
| Danaos Corp.                                           | Danaos Corp.                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   7122000 | PA      | $7315027.57   | 0.35%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2454145.29   | 0.12%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| DataBank Issuer                                        | DataBank Issuer, Series 2024-1A, Class A2                                         | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $486530.60    | 0.02%             | 2054-01-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4470000 | PA      | $4399071.52   | 0.21%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4350000 | PA      | $4345146.75   | 0.21%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                         | Treasury Repurchase Agreement                                                     | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   9597394 | PA      | $9597394.50   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                    | Treasury Repurchase Agreement                                                     | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                       | Treasury Repurchase Agreement                                                     | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                       | Government Agency Repurchase Agreement                                            | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle RE Ltd.                                          | Eagle RE Ltd., Series 2021-2, Class M2                                            | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1370000 | PA      | $1392892.29   | 0.07%             | 2034-04-25      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Eagle RE Ltd.                                          | Eagle RE Ltd., Series 2023-1, Class M1B                                           | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2060000 | PA      | $2106519.13   | 0.10%             | 2033-09-26      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Easton Re Ltd.                                         | Easton Re Ltd., Series A                                                          | CUSIP: 27777AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $505000.00    | 0.02%             | 2027-01-08      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: 285039AQ6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |  16905000 | PA      | $16371850.62  | 0.79%             | 2056-04-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1514752.19   | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   5705000 | PA      | $5765575.92   | 0.28%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2481252.28   | 0.12%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: —       |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    928000 | PA      | $1057094.78   | 0.05%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: —       |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $523908.98    | 0.03%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: —       |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $518099.54    | 0.02%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                     | Energy Transfer LP, Series G                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    859000 | PA      | $882223.07    | 0.04%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1344223.09   | 0.06%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1025534.14   | 0.05%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2878023.14   | 0.14%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                         | Enerflex, Inc.                                                                    | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2523997.35   | 0.12%             | 2031-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Equify ABS LLC                                         | Equify ABS LLC, Series 2024-1A, Class A                                           | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536277 | PA      | $537691.02    | 0.03%             | 2033-04-18      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                              | Essential Utilities, Inc.                                                         | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3462275.11   | 0.17%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy, Series A                                                       | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2230919.71   | 0.11%             | 2056-08-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy, Series B                                                       | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1194464.88   | 0.06%             | 2056-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2024-4A, Class E                      | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5270000 | PA      | $5470595.17   | 0.26%             | 2032-02-17      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-5A, Class E                      | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4760000 | PA      | $4782014.52   | 0.23%             | 2033-06-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-3A, Class E                      | CUSIP: 30166XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2348351.75   | 0.11%             | 2032-12-15      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2022-1A, Class E                      | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9130000 | PA      | $9047277.64   | 0.43%             | 2029-10-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-1A, Class E                      | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7440000 | PA      | $7632466.85   | 0.37%             | 2032-09-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-2A, Class E                      | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1887825.80   | 0.09%             | 2032-10-15      | Fixed         | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group, Inc.                                    | Expedia Group, Inc.                                                               | CUSIP: 30212PBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14900000 | PA      | $14586295.70  | 0.70%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc.                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5054569.38   | 0.24%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc.                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3062244.06   | 0.15%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FS Rialto                                              | FS Rialto, Series 2021-FL3, Class A                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1024256 | PA      | $1024271.29   | 0.05%             | 2036-11-16      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                   | FS Rialto Issuer LLC, Series 2024-FL9, Class A                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3320000 | PA      | $3324151.66   | 0.16%             | 2039-10-19      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                       | FHF Issuer Trust, Series 2024-3A, Class C                                         | CUSIP: 30339EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1198615.75   | 0.06%             | 2031-03-17      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                       | FHF Issuer Trust, Series 2024-3A, Class D                                         | CUSIP: 30339EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $671699.05    | 0.03%             | 2031-12-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FARM Mortgage Trust                                    | FARM Mortgage Trust, Series 2021-1, Class B                                       | CUSIP: 30768WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262654 | PA      | $201389.72    | 0.01%             | 2051-07-25      | Variable      | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Farmers Exchange Capital III                           | Farmers Exchange Capital III                                                      | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2962900.57   | 0.14%             | 2054-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Farmers Insurance Exchange                             | Farmers Insurance Exchange                                                        | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1291818.06   | 0.06%             | 2064-10-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2012-130, Class UI                                                   | CUSIP: 3136AAGJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23341 | PA      | $238.08       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2012-150, Class BI                                                   | CUSIP: 3136ABAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38457 | PA      | $611.00       | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2013-5, Class YI                                                     | CUSIP: 3136ABF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30627 | PA      | $385.58       | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2018-42, Class SB                                                    | CUSIP: 3136B2AS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4793751 | PA      | $554909.26    | 0.03%             | 2048-06-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2019-59, Class AI                                                    | CUSIP: 3136B6KY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128293 | PA      | $164043.98    | 0.01%             | 2039-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2021-1, Class CI                                                     | CUSIP: 3136BDU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7729664 | PA      | $1358101.94   | 0.07%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2021-78, Class CI                                                    | CUSIP: 3136BJVT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1821282 | PA      | $410235.46    | 0.02%             | 2051-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Series 4097, Class CI                                                      | CUSIP: 3137ATHP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23496 | PA      | $289.31       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Series 4123                                                                | CUSIP: 3137AUXL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63753 | PA      | $878.13       | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Series 4601, Class NI                                                      | CUSIP: 3137BQUM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2178900 | PA      | $259821.37    | 0.01%             | 2045-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Series 5003, Class KI                                                      | CUSIP: 3137FVJQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1123948 | PA      | $146354.53    | 0.01%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR Debt Notes, Series 2017-HRP1, Class B1D                               | CUSIP: 3137G0SK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1603030.42   | 0.08%             | 2042-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2531399.11   | 0.12%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust, Series 2023-HE3, Class A                                             | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601932 | PA      | $613079.99    | 0.03%             | 2053-11-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust, Series 2024-HE3, Class A                                             | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1565314 | PA      | $1579659.36   | 0.08%             | 2054-07-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust, Series 2025-HE6, Class A                                             | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4540031 | PA      | $4509404.55   | 0.22%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Finca RE Ltd.                                          | Finca RE Ltd., Series A                                                           | CUSIP: 31771QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $507300.00    | 0.02%             | 2028-06-07      | Floating      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| First Coast Re IV Ltd.                                 | First Coast Re IV Ltd., Series A                                                  | CUSIP: 31969UAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $505300.00    | 0.02%             | 2028-03-10      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| First Coast Re IV Ltd.                                 | First Coast Re IV Ltd., Series B                                                  | CUSIP: 31969UAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $253900.00    | 0.01%             | 2028-03-10      | Floating      | 11.04%                | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                | Flagstar Mortgage Trust, Series 2021-4, Class AX1                                 | CUSIP: 33852FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37073470 | PA      | $462406.26    | 0.02%             | 2051-06-01      | Variable      | 0.20%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                              | Flex Ltd.                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2815000 | PA      | $2798233.16   | 0.13%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| FloodSmart Re Ltd.                                     | FloodSmart Re Ltd., Series A                                                      | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1045300.00   | 0.05%             | 2027-03-12      | Floating      | 17.88%                | Yes           |                  2 | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214108.66    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1367327.28   | 0.07%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3930818.06   | 0.19%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2516633.45   | 0.12%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1470897.66   | 0.07%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4490697.22   | 0.22%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Foundation Re IV Ltd.                                  | Foundation Re IV Ltd., Series A                                                   | CUSIP: 349939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3509100.00   | 0.17%             | 2030-01-07      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                     | Four Lakes Re Ltd., Series A                                                      | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $757725.00    | 0.04%             | 2027-01-07      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                     | Four Lakes Re Ltd., Series B                                                      | CUSIP: 35087TAF5<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251000.00    | 0.01%             | 2027-01-07      | Floating      | 12.47%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                     | Four Lakes Re Ltd., Series A                                                      | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2036400.00   | 0.10%             | 2028-01-07      | Floating      | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                     | Four Lakes Re Ltd., Series B                                                      | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $504550.00    | 0.02%             | 2028-01-07      | Floating      | 11.80%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                     | Four Lakes Re Ltd., Series A                                                      | CUSIP: 35087TAJ7<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1000400.00   | 0.05%             | 2029-01-08      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                     | Four Lakes Re Ltd., Series B                                                      | CUSIP: 35087TAK4<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2968800.00   | 0.14%             | 2029-01-08      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                  | Foundry JV Holdco LLC                                                             | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1288761.42   | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                  | Foundry JV Holdco LLC                                                             | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480642.55    | 0.02%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                  | Foundry JV Holdco LLC                                                             | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4834000 | PA      | $5074615.59   | 0.24%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                  | Foundry JV Holdco LLC                                                             | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2621375.26   | 0.13%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Multifamily Structured Credit Risk, Series 2021-MN1, Class M2               | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $725282.11    | 0.03%             | 2051-01-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Multifamily Structured Credit Risk, Series 2021-MN3, Class M2               | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    815000 | PA      | $842376.99    | 0.04%             | 2051-11-25      | Floating      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-1, Class M2                | CUSIP: 35563PAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160368 | PA      | $1130987.59   | 0.05%             | 2056-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M                 | CUSIP: 35563PPH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136567 | PA      | $133217.11    | 0.01%             | 2059-08-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-2, Class M                 | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445162 | PA      | $432832.81    | 0.02%             | 2059-11-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                      | FHLMC STACR Trust, Series 2018-HQA2, Class B2                                     | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2490858.65   | 0.12%             | 2048-10-25      | Floating      | 14.76%                | Yes           |                  2 | On Loan: No      |
| STACR Trust                                            | STACR Trust, Series 2018-HRP2, Class B2                                           | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   3630000 | PA      | $4354896.84   | 0.21%             | 2047-02-25      | Floating      | 14.26%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                               | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1767775.75   | 0.08%             | 2041-10-25      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |    987306 | PA      | $998629.13    | 0.05%             | 2043-03-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class M2                               | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $181747.08    | 0.01%             | 2042-01-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A                              | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |   1095912 | PA      | $1109556.03   | 0.05%             | 2043-04-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2                               | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1240000.00   | 0.06%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR Trust, Series 2019-FTR1, Class B2                                     | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |   3516000 | PA      | $4140433.16   | 0.20%             | 2048-01-25      | Floating      | 12.11%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                      | FHLMC STACR Trust, Series 2019-DNA3, Class B2                                     | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $794290.68    | 0.04%             | 2049-07-25      | Floating      | 11.91%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2025-DNA4, Class A1                               | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |   3944750 | PA      | $3946098.32   | 0.19%             | 2045-10-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR REMIC Trust, Series 2025-DNA4, Class M1                               | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |   8470504 | PA      | $8473408.82   | 0.41%             | 2045-10-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR Trust, Series 2019-FTR3, Class B2                                     | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |   4089000 | PA      | $4462775.49   | 0.21%             | 2047-09-25      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC STACR Trust, Series 2019-FTR4, Class B2                                     | CUSIP: 35565GAE7<br>LEI: 549300K0XW5MBR2WNZ55 | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1404474.62   | 0.07%             | 2047-11-25      | Floating      | 8.76%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes         | FHLMC STACR REMIC Trust, Series 2020-HQA5, Class B2                               | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $765999.86    | 0.04%             | 2050-11-25      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                | FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2                               | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $905827.51    | 0.04%             | 2050-12-25      | Floating      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1445261.85   | 0.07%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5365257.52   | 0.26%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: —       |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2508277.27   | 0.12%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| GCAT Trust                                             | GCAT Trust, Series 2021-CM1, Class M1                                             | CUSIP: 36168AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $490716.67    | 0.02%             | 2065-04-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                             | GCAT Trust, Series 2024-NQM1, Class B1                                            | CUSIP: 36169HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $599696.63    | 0.03%             | 2059-01-25      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2016-GS4, Class D                            | CUSIP: 36251XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1183479.16   | 0.06%             | 2049-11-10      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2021-4A, Class E                        | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2360000 | PA      | $2357143.69   | 0.11%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-1A, Class E                        | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2137086.00   | 0.10%             | 2032-03-15      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class E                        | CUSIP: 36273HAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2561659.91   | 0.12%             | 2032-12-15      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                        | Galileo Re Ltd., Series A                                                         | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1545600.00   | 0.07%             | 2028-01-07      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                        | Galileo Re Ltd., Series A                                                         | CUSIP: 36354TAQ5<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1485600.00   | 0.07%             | 2030-01-08      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                        | Galileo Re Ltd., Series B                                                         | CUSIP: 36354TAR3<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1474200.00   | 0.07%             | 2030-01-08      | Floating      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                        | Gateway Re Ltd., Series A                                                         | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $507850.00    | 0.02%             | 2026-07-08      | Floating      | 14.43%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                        | Gateway Re Ltd., Series AA                                                        | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $254250.00    | 0.01%             | 2027-07-08      | Floating      | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                        | Gateway Re Ltd., Series AAA                                                       | CUSIP: 36779CAM8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $500500.00    | 0.02%             | 2028-07-07      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1453566.29   | 0.07%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1519130.09   | 0.07%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336931.97   | 0.06%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6683518.78   | 0.32%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1864655.74   | 0.09%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genesee Street Re Ltd.                                 | Genesee Street Re Ltd., Series 2025                                               | CUSIP: 37173WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $502150.00    | 0.02%             | 2028-04-07      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd.                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2465000 | PA      | $2500276.62   | 0.12%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-2A, Class E                        | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1514183.07   | 0.07%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-1A, Class D                        | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2060000 | PA      | $2114248.86   | 0.10%             | 2031-01-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class C                        | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2560000 | PA      | $2582480.64   | 0.12%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class D                        | CUSIP: 37989AAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3080642.13   | 0.15%             | 2031-02-18      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D                        | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $933017.91    | 0.04%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class E                        | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1558854.24   | 0.07%             | 2032-06-15      | Fixed         | 7.73%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2011-135, Class QI                                                   | CUSIP: 38377YA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24831 | PA      | $1604.71      | 0.00%             | 2041-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2012-140, Class IC                                                   | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74098 | PA      | $11637.18     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2013-84, Class SC                                                    | CUSIP: 38378TS68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18369 | PA      | $589.83       | 0.00%             | 2040-03-16      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-17, Class JS                                                    | CUSIP: 38379T5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63670 | PA      | $6751.20      | 0.00%             | 2046-02-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-5, Class CS                                                     | CUSIP: 38379TQP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80667 | PA      | $8651.69      | 0.00%             | 2046-01-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-20, Class SB                                                    | CUSIP: 38379VDM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76785 | PA      | $8847.38      | 0.00%             | 2046-02-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-88, Class SM                                                    | CUSIP: 38379XTJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81382 | PA      | $9118.65      | 0.00%             | 2046-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-81                                                              | CUSIP: 38379YNN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44869 | PA      | $9251.03      | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-108, Class QI                                                   | CUSIP: 38379YXW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86140 | PA      | $15777.85     | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-118, Class DS                                                   | CUSIP: 38380AUM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93606 | PA      | $10727.01     | 0.00%             | 2046-09-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-145, Class UI                                                   | CUSIP: 38380BHW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47641 | PA      | $8160.87      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-120, Class IC                                                   | CUSIP: 38381N7D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7417745 | PA      | $1652690.58   | 0.08%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-159, Class CI                                                   | CUSIP: 38382BHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300649 | PA      | $48342.45     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-159, Class HI                                                   | CUSIP: 38382BKH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    883666 | PA      | $148007.77    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2020-34                                                              | CUSIP: 38382DL31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9088120 | PA      | $1682888.06   | 0.08%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-42, Class KI                                                    | CUSIP: 38382PZN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1393202 | PA      | $180360.49    | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-96, Class BI                                                    | CUSIP: 38382UTX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2898569 | PA      | $524284.50    | 0.03%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-97, Class IA                                                    | CUSIP: 38382VGL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4588248 | PA      | $776503.61    | 0.04%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-146, Class QI                                                   | CUSIP: 38382WZF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2061517 | PA      | $331119.58    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-140                                                             | CUSIP: 38382XYK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8054094 | PA      | $790825.01    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-173, Class AI                                                   | CUSIP: 38383BZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27956028 | PA      | $2873217.16   | 0.14%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-182, Class TI                                                   | CUSIP: 38383CAC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    957634 | PA      | $178019.71    | 0.01%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-213, Class NI                                                   | CUSIP: 38383FLE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1927412 | PA      | $234951.88    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-213, Class CI                                                   | CUSIP: 38383FMR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1486988 | PA      | $190851.04    | 0.01%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2021-213, Class EI                                                   | CUSIP: 38383FMY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1296844 | PA      | $125336.61    | 0.01%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2023-70                                                              | CUSIP: 38384AEX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6213338 | PA      | $1256287.20   | 0.06%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2023-168, Class ID                                                   | CUSIP: 38384D8H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5230507 | PA      | $591754.50    | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-24, Class AI                                                    | CUSIP: 38384JW83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7194525 | PA      | $700230.20    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-206                                                             | CUSIP: 38385AKF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8323641 | PA      | $831356.92    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes LLC                                | Greystone CRE Notes LLC, Series 2025-FL4, Class C                                 | CUSIP: 39810MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2877000 | PA      | $2927255.72   | 0.14%             | 2043-01-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                             | Grupo Aeromexico SAB de CV                                                        | CUSIP: 40054JAC3<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |   1275000 | PA      | $1237609.99   | 0.06%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                             | Grupo Aeromexico SAB de CV                                                        | CUSIP: 40054JAD1<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |  16796000 | PA      | $16313115.00  | 0.78%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                       | Grupo Nutresa SA                                                                  | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |  11635000 | PA      | $12948358.80  | 0.62%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Commercial Mortgage Trust                       | Hilton Commercial Mortgage Trust, Series 2024-ORL, Class D                        | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $540000.00    | 0.03%             | 2037-05-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                 | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4985000 | PA      | $5092825.55   | 0.24%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                 | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3040000 | PA      | $3052853.85   | 0.15%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                 | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2965000 | PA      | $3025471.18   | 0.15%             | 2035-09-24      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                 | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6270000 | PA      | $6183908.64   | 0.30%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                          | HTL Commercial Mortgage Trust, Series 2024-T53, Class D                           | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880000 | PA      | $2919265.06   | 0.14%             | 2039-05-10      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| Handshake Re Ltd.                                      | Handshake Re Ltd., Series A                                                       | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1731975.00   | 0.08%             | 2030-01-08      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                         | Hanwha Life Insurance Co. Ltd.                                                    | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |   2483000 | PA      | $2557490.00   | 0.12%             | 2055-06-24      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                                 | Harvest SBA Loan Trust, Series 2024-1, Class A                                    | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1314372 | PA      | $1326848.81   | 0.06%             | 2051-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                         | Herbie Re Ltd., Series A                                                          | CUSIP: 42703VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $497650.00    | 0.02%             | 2028-01-07      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                         | Herbie Re Ltd., Series B                                                          | CUSIP: 42703VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $248950.00    | 0.01%             | 2028-01-08      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                         | Herbie Re Ltd., Series A                                                          | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $502400.00    | 0.02%             | 2029-01-08      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                         | Herbie Re Ltd., Series A                                                          | CUSIP: 42703VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1000000.00   | 0.05%             | 2030-01-07      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| High Point Re Ltd.                                     | High Point Re Ltd., Series A                                                      | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252825.00    | 0.01%             | 2027-01-06      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Highmark, Inc.                                         | Highmark, Inc.                                                                    | CUSIP: 431116AF9<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3086235.59   | 0.15%             | 2036-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                    | Highwoods Realty LP                                                               | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1223271.93   | 0.06%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3160621.22   | 0.15%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4895000 | PA      | $4992364.58   | 0.24%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Home Re Ltd.                                           | Home Re Ltd., Series 2026-1, Class M1C                                            | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2163087.48   | 0.10%             | 2036-01-25      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Home Re Ltd.                                           | Home Re Ltd., Series 2026-1, Class M2                                             | CUSIP: 436956AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1322014.40   | 0.06%             | 2036-01-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Home Re Ltd.                                           | Home Re Ltd., Series 2026-1, Class B1                                             | CUSIP: 436956AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $722193.61    | 0.03%             | 2036-01-25      | Floating      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Home RE Ltd.                                           | Home RE Ltd., Series 2023-1, Class M1B                                            | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    317407 | PA      | $324328.27    | 0.02%             | 2033-10-25      | Floating      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America Trust, Series 2019-1, Class F                            | CUSIP: 43731QAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778187 | PA      | $750322.47    | 0.04%             | 2039-09-17      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                                | Hundred Acre Wood Trust, Series 2021-INV1, Class AX1                              | CUSIP: 44590HBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12959376 | PA      | $173367.94    | 0.01%             | 2051-07-25      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes               | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D                  | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170931 | PA      | $173694.50    | 0.01%             | 2032-05-20      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| HUT 8 DC LLC                                           | HUT 8 DC LLC                                                                      | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3917154.32   | 0.19%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524989.25    | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1043760.57   | 0.05%             | 2030-09-21      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    695000 | PA      | $725888.06    | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2544861.15   | 0.12%             | 2029-03-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4859563.05   | 0.23%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3321959.72   | 0.16%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                           | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2809415.76   | 0.14%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                           | Imperial Fund Mortgage Trust, Series 2022-NQM5, Class B1                          | CUSIP: 45276QAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3106000 | PA      | $3094476.74   | 0.15%             | 2067-08-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                           | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class B1                          | CUSIP: 45290BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2270000 | PA      | $2260004.28   | 0.11%             | 2068-02-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV, Series NC10                                                         | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1960000 | PA      | $1759092.16   | 0.08%             | 2031-05-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                      | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5840000 | PA      | $6039657.92   | 0.29%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                       | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3639656.75   | 0.17%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Integrity Re Ltd.                                      | Integrity Re Ltd., Series B                                                       | CUSIP: 45833UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $758250.00    | 0.04%             | 2026-06-06      | Floating      | 16.83%                | Yes           |                  2 | On Loan: No      |
| Integrity RE III Ltd.                                  | Integrity RE III Ltd., Series A-2                                                 | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $508050.00    | 0.02%             | 2028-06-06      | Floating      | 11.51%                | Yes           |                  2 | On Loan: No      |
| Integrity RE III Ltd.                                  | Integrity RE III Ltd., Series B-2                                                 | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $513100.00    | 0.02%             | 2028-06-06      | Floating      | 13.27%                | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3607883.00   | 0.17%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                                | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1038447.73   | 0.05%             | 2034-05-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| J.P. Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust, Series 2021-8, Class AX1                              | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22618484 | PA      | $134837.83    | 0.01%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class D | CUSIP: 46593JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $258521.82    | 0.01%             | 2039-10-05      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust, Series 2021-10, Class AX1                             | CUSIP: 46654ABS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25368508 | PA      | $153182.66    | 0.01%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1A                           | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750468 | PA      | $4714499.64   | 0.23%             | 2056-06-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class B1                            | CUSIP: 46660BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6592000 | PA      | $6540266.64   | 0.31%             | 2056-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust ACES                        | J.P. Morgan Mortgage Trust ACES, Series 2026-ACES1, Class B1                      | CUSIP: 46664MBS9<br>LEI: 529900YPO46YLJDFF157 | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8668827.13   | 0.42%             | 2066-04-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group                                      | Jane Street Group                                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5477000 | PA      | $5626582.35   | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   7023000 | PA      | $7187746.17   | 0.35%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3505327.61   | 0.17%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series MM                                                   | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    197443 | NS      | $3561871.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| KREF Ltd.                                              | KREF Ltd., Series 2022-FL3, Class A                                               | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |   2141575 | PA      | $2143010.79   | 0.10%             | 2039-02-17      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Kendall Re Ltd.                                        | Kendall Re Ltd., Series A                                                         | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $509850.00    | 0.02%             | 2027-04-30      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Kendall Re Ltd.                                        | Kendall Re Ltd., Series B                                                         | CUSIP: 48878QAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255700.00    | 0.01%             | 2027-04-30      | Floating      | 11.25%                | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                | KeyCorp, Series G                                                                 | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     66138 | NS      | $1414030.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                | KeyCorp                                                                           | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4409682.41   | 0.21%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| Kilimanjaro II Re Ltd.                                 | Kilimanjaro II Re Ltd., Series A                                                  | CUSIP: 49407QAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1041700.00   | 0.05%             | 2028-06-30      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Ltd.                                 | Kilimanjaro II Re Ltd., Series B                                                  | CUSIP: 49407QAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $523250.00    | 0.03%             | 2028-06-30      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Ltd.                                 | Kilimanjaro II Re Ltd., Series C-1                                                | CUSIP: 49407QAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1019900.00   | 0.05%             | 2029-07-09      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Ltd.                                 | Kilimanjaro II Re Ltd., Series D-1                                                | CUSIP: 49407QAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1021200.00   | 0.05%             | 2029-07-09      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Ltd.                                 | Kilimanjaro II Re Ltd., Series C-2                                                | CUSIP: 49407QAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1278000.00   | 0.06%             | 2030-07-08      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Ltd.                                 | Kilimanjaro II Re Ltd., Series D-2                                                | CUSIP: 49407QAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1271500.00   | 0.06%             | 2030-07-08      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust                   | Kinetic Advantage Master Owner Trust, Series 2025-1A, Class A                     | CUSIP: 49462DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4280000 | PA      | $4298794.34   | 0.21%             | 2029-10-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Kuwait International Government Bond                   | State of Kuwait                                                                   | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   9030000 | PA      | $8805236.80   | 0.42%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| LMNT CRE LLC                                           | LMNT CRE LLC, Series 2025-FL3, Class AS                                           | CUSIP: 50208TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3763032.38   | 0.18%             | 2043-07-21      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Lending Funding Trust                                  | Lending Funding Trust, Series 2020-2A, Class D                                    | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3435000 | PA      | $3435713.45   | 0.17%             | 2031-04-21      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co.                           | Liberty Mutual Insurance Co.                                                      | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    420000 | PA      | $455229.00    | 0.02%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| LoanCore Issuer LLC                                    | LoanCore Issuer LLC, Series 2025-CRE9, Class A                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4810000 | PA      | $4815993.74   | 0.23%             | 2042-08-18      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Locke Tavern Re Ltd.                                   | Locke Tavern Re Ltd., Series A                                                    | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $498500.00    | 0.02%             | 2029-04-09      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Titania RE Ltd.                                        | Titania RE Ltd., Series A                                                         | CUSIP: 54180BAA2<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $499974.50    | 0.02%             | 2029-04-30      | Floating      | 11.17%                | Yes           |                  2 | On Loan: No      |
| Lapis London Bridge 2 PCC Ltd.                         | Lapis London Bridge 2 PCC Ltd., Series A                                          | CUSIP: 54180CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252450.00    | 0.01%             | 2029-01-09      | Floating      | 11.17%                | Yes           |                  2 | On Loan: No      |
| Fuchsia - London Bridge 2 PCC Ltd.                     | Fuchsia - London Bridge 2 PCC Ltd., Series A                                      | CUSIP: 54180EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $991900.00    | 0.05%             | 2029-04-06      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Fuchsia - London Bridge 2 PCC Ltd.                     | Fuchsia - London Bridge 2 PCC Ltd., Series A                                      | CUSIP: 541917AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $511650.00    | 0.02%             | 2028-04-06      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Long Point Re IV Ltd.                                  | Long Point Re IV Ltd., Series 2022                                                | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250075.00    | 0.01%             | 2026-06-01      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Longleaf Pine Re Ltd.                                  | Longleaf Pine Re Ltd., Series 1                                                   | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260900.00    | 0.01%             | 2027-05-25      | Floating      | 21.45%                | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                               | MF1 Ltd., Series 2021-FL7, Class A                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2426788 | PA      | $2426777.76   | 0.12%             | 2036-10-16      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                               | MF1 Ltd., Series 2022-FL8, Class A                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    979329 | PA      | $980082.06    | 0.05%             | 2037-02-19      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| MF1                                                    | MF1, Series 2024-FL16, Class A                                                    | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5150000 | PA      | $5154969.24   | 0.25%             | 2039-11-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| LLC                                                    | MF1 LLC, Series 2025-FL19, Class C                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1344862.73   | 0.06%             | 2042-05-18      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                      | MC Brazil Downstream Trading SARL                                                 | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    978662 | PA      | $915159.08    | 0.04%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                           | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8380000 | PA      | $8367904.98   | 0.40%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                | MF1 LLC, Series 2024-FL14, Class A                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2156628 | PA      | $2160488.11   | 0.10%             | 2039-03-19      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                    | Macquarie Bank Ltd.                                                               | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   6105000 | PA      | $6100045.06   | 0.29%             | 2036-08-13      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Marlon Ltd.                                            | Marlon Ltd., Series A                                                             | CUSIP: 571253AA1<br>LEI: 98450044CD0YE4DAFC06 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259525.00    | 0.01%             | 2027-06-07      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                     | Matterhorn Re Ltd., Series A                                                      | CUSIP: 577092AZ2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250025.00    | 0.01%             | 2028-09-22      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                     | Matterhorn Re Ltd., Series A                                                      | CUSIP: 577092BB4<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $298170.00    | 0.01%             | 2029-02-16      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                     | Matterhorn Re Ltd., Series B                                                      | CUSIP: 577092BC2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $986500.00    | 0.05%             | 2029-02-16      | Floating      | 15.30%                | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                      | Mayflower Re Ltd., Series A                                                       | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2000000.00   | 0.10%             | 2026-07-08      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                      | Mayflower Re Ltd., Series B                                                       | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2050000 | PA      | $2055125.00   | 0.10%             | 2026-07-08      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                      | Mayflower Re Ltd., Series A                                                       | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $508250.00    | 0.02%             | 2027-07-08      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                      | Mayflower Re Ltd., Series A                                                       | CUSIP: 57839MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $763500.00    | 0.04%             | 2028-07-07      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| MF1                                                    | MF1, Series 2024-FL15, Class A                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1805572.08   | 0.09%             | 2041-08-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                              | MFA Trust, Series 2024-NQM2, Class B1A                                            | CUSIP: 58004JAE2<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   1664000 | PA      | $1663934.94   | 0.08%             | 2069-08-25      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                              | MFA Trust, Series 2024-NQM2, Class B1B                                            | CUSIP: 58004JAF9<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   2378000 | PA      | $2414487.79   | 0.12%             | 2069-08-25      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| MCR Mortgage Trust                                     | MCR Mortgage Trust, Series 2024-TWA, Class D                                      | CUSIP: 582923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2611212.50   | 0.13%             | 2039-06-12      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| MCR Mortgage Trust                                     | MCR Mortgage Trust, Series 2024-TWA, Class F                                      | CUSIP: 582923AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1978118.44   | 0.10%             | 2039-06-12      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Meadows Ltd.                                           | Meadows Ltd., Series A                                                            | CUSIP: 58320RAA9<br>LEI: 254900W9CHL6SO5U0P81 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $241075.00    | 0.01%             | 2029-12-07      | Floating      | 15.76%                | Yes           |                  2 | On Loan: No      |
| Meadows Ltd.                                           | Meadows Ltd., Series B                                                            | CUSIP: 58320RAB7<br>LEI: 254900W9CHL6SO5U0P81 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $719775.00    | 0.03%             | 2029-12-07      | Floating      | 15.01%                | Yes           |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                        | Meiji Yasuda Life Insurance Co.                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |  17525000 | PA      | $17860428.50  | 0.86%             | 2055-06-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: —       |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2025-1A, Class E                              | CUSIP: 588926AQ8<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000600.50   | 0.05%             | 2039-01-20      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Merna Re Companywide Ltd.                              | Merna Re Companywide Ltd., Series A..                                             | CUSIP: 59013FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $518500.00    | 0.02%             | 2028-07-07      | Floating      | 10.54%                | Yes           |                  2 | On Loan: No      |
| Merna Re Enterprise Ltd.                               | Merna Re Enterprise Ltd., Series A.                                               | CUSIP: 59013HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $511750.00    | 0.02%             | 2028-07-07      | Floating      | 11.29%                | Yes           |                  2 | On Loan: No      |
| Merna Reinsurance II Ltd.                              | Merna Reinsurance II Ltd., Series A                                               | CUSIP: 59013MAH5<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252750.00    | 0.01%             | 2026-07-07      | Floating      | 11.89%                | Yes           |                  2 | On Loan: No      |
| Merna Reinsurance II Ltd.                              | Merna Reinsurance II Ltd., Series B                                               | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   4941000 | PA      | $5013138.60   | 0.24%             | 2026-07-07      | Floating      | 13.98%                | Yes           |                  2 | On Loan: No      |
| Merna Reinsurance II Ltd.                              | Merna Reinsurance II Ltd., Series A                                               | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257250.00    | 0.01%             | 2027-07-07      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| Merna Reinsurance II Ltd.                              | Merna Reinsurance II Ltd., Series B                                               | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $257125.00    | 0.01%             | 2027-07-07      | Floating      | 12.26%                | Yes           |                  2 | On Loan: No      |
| Merna Reinsurance II Ltd.                              | Merna Reinsurance II Ltd., Series C                                               | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $513550.00    | 0.02%             | 2027-07-07      | Floating      | 12.00%                | Yes           |                  2 | On Loan: No      |
| Merna Reinsurance II Ltd.                              | Merna Reinsurance II Ltd., Series A                                               | CUSIP: 59013MAP7<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $524650.00    | 0.03%             | 2028-07-07      | Floating      | 12.29%                | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                          | MetLife, Inc.                                                                     | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4301007.89   | 0.21%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: —       |
| MetroCat Re Ltd.                                       | MetroCat Re Ltd., Series A                                                        | CUSIP: 59165HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $750000.00    | 0.04%             | 2026-05-08      | Floating      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                  | Minerva Luxembourg SA                                                             | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1925000 | PA      | $1727761.04   | 0.08%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822DV3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3730000 | PA      | $3723609.73   | 0.18%             | 2037-04-21      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                      | Mona Lisa Re Ltd., Series A                                                       | CUSIP: 608800AL2<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3018000.00   | 0.15%             | 2031-01-08      | Floating      | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                      | Mona Lisa Re Ltd., Series B                                                       | CUSIP: 608800AM0<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2000200.00   | 0.10%             | 2030-01-08      | Floating      | 15.55%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                        | Montoya Re Ltd., Series A                                                         | CUSIP: 613752AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $499350.00    | 0.02%             | 2028-04-07      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                        | Montoya Re Ltd., Series A                                                         | CUSIP: 613752AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3003000.00   | 0.14%             | 2030-04-09      | Floating      | 8.79%                 | Yes           |                  2 | On Loan: No      |
| MS GOVT US LEX                                         | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                      | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |   1300000 | PA      | $1300000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1692010.26   | 0.08%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $762332.70    | 0.04%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1142888.66   | 0.05%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Morgan Stanley, Series I                                                          | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6520278.84   | 0.31%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19936773.40  | 0.96%             | 2030-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley, Series O                                                          | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    273343 | NS      | $4761635.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D                         | CUSIP: 61766CAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $325495.80    | 0.02%             | 2049-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class B1        | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3130000 | PA      | $3138165.86   | 0.15%             | 2068-09-25      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class B2        | CUSIP: 61775VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3264000 | PA      | $3258798.16   | 0.16%             | 2068-09-25      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                         | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4992902.65   | 0.24%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                 | MPOWER Education Trust, Series 2025-A, Class C                                    | CUSIP: 624930AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2217546.46   | 0.11%             | 2042-07-21      | Fixed         | 10.84%                | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust        | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10        | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    688276 | PA      | $698070.21    | 0.03%             | 2049-10-25      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                      | Mystic Re IV Ltd., Series A                                                       | CUSIP: 62865LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $752925.00    | 0.04%             | 2027-01-08      | Floating      | 15.51%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                      | Mystic Re IV Ltd., Series A                                                       | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251450.00    | 0.01%             | 2028-01-10      | Floating      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                      | Mystic Re IV Ltd., Series A                                                       | CUSIP: 62865LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $496750.00    | 0.02%             | 2029-01-08      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                      | Mystic Re IV Ltd., Series B                                                       | CUSIP: 62865LAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $742575.00    | 0.04%             | 2029-01-08      | Floating      | 10.41%                | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding LLC, Series 2024-A, Class C                                          | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1354951.47   | 0.07%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding LLC, Series 2024-A, Class D                                          | CUSIP: 62919UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1618002.59   | 0.08%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding LLC, Series 2025-A, Class D                                          | CUSIP: 62919VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3180000 | PA      | $3235876.10   | 0.16%             | 2032-07-15      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding LLC, Series 2025-B, Class E                                          | CUSIP: 62919WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2011032.20   | 0.10%             | 2033-01-18      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  11147000 | PA      | $11104881.39  | 0.53%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Pte. Ltd.                                    | Nakama Re Pte. Ltd., Series 1                                                     | CUSIP: 62984JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    750000 | PA      | $754125.00    | 0.04%             | 2029-04-04      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                       | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3405000 | PA      | $3463228.97   | 0.17%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| NatWest Group plc                                      | NatWest Group plc                                                                 | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1355000 | PA      | $1403900.77   | 0.07%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: —       |
| NatWest Group plc                                      | NatWest Group plc                                                                 | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $1021267.53   | 0.05%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                              | Nippon Life Insurance Co.                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   9150000 | PA      | $9637402.20   | 0.46%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1335000 | PA      | $1376800.36   | 0.07%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                   | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1895000 | PA      | $1931092.17   | 0.09%             | 2033-11-10      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                   | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1840000 | PA      | $1735512.66   | 0.08%             | 2029-03-01      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                 | Norinchukin Bank (The)                                                            | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   2535000 | PA      | $2517507.23   | 0.12%             | 2030-09-09      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: —       |
| Northshore Re II Ltd.                                  | Northshore Re II Ltd., Series A                                                   | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1000000.00   | 0.05%             | 2028-04-07      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| Continental Finance Credit Card ABS Master Trust       | Continental Finance Credit Card ABS Master Trust, Series 2024-A, Class A          | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $744781.81    | 0.04%             | 2032-12-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp.                                 | Novartis Capital Corp.                                                            | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4180595.63   | 0.20%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   7265000 | PA      | $7295491.21   | 0.35%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| OAK-Eagle Acquireco, Inc.                              | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1607449.02   | 0.08%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Oaktown Re VII Ltd.                                    | Oaktown Re VII Ltd., Series 2021-2, Class B1                                      | CUSIP: 67389JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1050000 | PA      | $1060309.64   | 0.05%             | 2034-04-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Oceanside RE Ltd.                                      | Oceanside RE Ltd., Series A                                                       | CUSIP: 67550LAA4<br>LEI: 984500636DB8E52F9958 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252850.00    | 0.01%             | 2028-05-15      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2023-1A, Class D                                 | CUSIP: 67571BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1547495.25   | 0.07%             | 2030-03-20      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2022-2A, Class D                                 | CUSIP: 67578XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1297639.67   | 0.06%             | 2030-02-20      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Ocelot Re Ltd.                                         | Ocelot Re Ltd., Series A                                                          | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $763725.00    | 0.04%             | 2029-02-26      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Old National Bancorp                                   | Old National Bancorp                                                              | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |    990000 | PA      | $988140.70    | 0.05%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                               | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |  10210000 | PA      | $10017057.95  | 0.48%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2249217.00   | 0.11%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6835000 | PA      | $6694382.38   | 0.32%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| 1261229 BC Ltd.                                        | 1261229 BC Ltd.                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  12826000 | PA      | $13246410.63  | 0.64%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| 123 Lights Re Ltd.                                     | 123 Lights Re Ltd., Series A                                                      | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259325.00    | 0.01%             | 2028-09-14      | Floating      | 14.51%                | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp., Series D                                                            | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     60300 | NS      | $2934801.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $4500578.15   | 0.22%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                           | Oracle Corp.                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11435000 | PA      | $10538523.22  | 0.51%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2416422.07   | 0.12%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| PRPM                                                   | PRPM, Series 2024-NQM3, Class B1                                                  | CUSIP: 69381FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2633898.20   | 0.13%             | 2069-08-25      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| PRKCM Trust                                            | PRKCM Trust, Series 2023-AFC3, Class B1                                           | CUSIP: 693984AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $869697.33    | 0.04%             | 2058-09-25      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Palm RE Ltd.                                           | Palm RE Ltd., Series A                                                            | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260050.00    | 0.01%             | 2027-06-07      | Floating      | 13.22%                | Yes           |                  2 | On Loan: No      |
| Palm RE Ltd.                                           | Palm RE Ltd., Series A                                                            | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $513300.00    | 0.02%             | 2028-06-07      | Floating      | 11.27%                | Yes           |                  2 | On Loan: No      |
| Palm RE Ltd.                                           | Palm RE Ltd., Series A                                                            | CUSIP: 69664FAC2<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $999500.00    | 0.05%             | 2029-06-07      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| PFP Ltd.                                               | PFP Ltd., Series 2026-13, Class AS                                                | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4608629.60   | 0.22%             | 2043-08-18      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2023-2A, Class D                          | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1033722.98   | 0.05%             | 2029-08-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| PRM Trust                                              | PRM Trust, Series 2025-PRM6, Class E                                              | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430000 | PA      | $3423962.17   | 0.16%             | 2033-07-05      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PRM Trust                                              | PRM Trust, Series 2025-PRM6, Class F                                              | CUSIP: 74277DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1809512.43   | 0.09%             | 2033-07-05      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR7, Class F                             | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $793359.42    | 0.04%             | 2040-08-17      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR9, Class F                             | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $376254.72    | 0.02%             | 2040-11-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR8, Class G                             | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1009515.32   | 0.05%             | 2038-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                             | PRPM Trust, Series 2023-NQM2, Class B1                                            | CUSIP: 74390KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1240323.89   | 0.06%             | 2068-08-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                             | PRPM Trust, Series 2025-NQM1, Class B1                                            | CUSIP: 74391EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3094000 | PA      | $3129791.70   | 0.15%             | 2069-11-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                         | Purple Re Ltd., Series A                                                          | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $514500.00    | 0.02%             | 2027-06-07      | Floating      | 12.67%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                         | Purple Re Ltd., Series A                                                          | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259725.00    | 0.01%             | 2028-06-07      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| RCKTL                                                  | RCKTL, Series 2025-2A, Class D                                                    | CUSIP: 74939HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4849000 | PA      | $4784249.85   | 0.23%             | 2034-11-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Radnor Re Ltd.                                         | Radnor Re Ltd., Series 2024-1, Class M1B                                          | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943161 | PA      | $946232.64    | 0.05%             | 2034-09-25      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Radnor RE Ltd.                                         | Radnor RE Ltd., Series 2023-1, Class M1A                                          | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |    126095 | PA      | $126394.84    | 0.01%             | 2033-07-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Radnor RE Ltd.                                         | Radnor RE Ltd., Series 2023-1, Class M1B                                          | CUSIP: 75050KAB2<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |    330000 | PA      | $337690.95    | 0.02%             | 2033-07-25      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ramble RE Ltd.                                         | Ramble RE Ltd., Series A                                                          | CUSIP: 751443AA0<br>LEI: 254900X8K5BTBY971F92 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $502400.00    | 0.02%             | 2027-03-05      | Floating      | 10.02%                | Yes           |                  2 | On Loan: No      |
| Radnor RE Ltd.                                         | Radnor RE Ltd., Series 2021-1, Class M2                                           | CUSIP: 75279YAD3<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |    404541 | PA      | $405385.48    | 0.02%             | 2033-12-27      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust               | Research-Driven Pagaya Motor Asset Trust, Series 2025-3A, Class A2                | CUSIP: 76090QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6040000 | PA      | $6073369.19   | 0.29%             | 2034-02-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Ltd.                      | Residential Reinsurance 2023 Ltd., Series 3                                       | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $257150.00    | 0.01%             | 2027-12-06      | Floating      | 12.24%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Ltd.                      | Residential Reinsurance 2023 Ltd., Series 5                                       | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    750000 | PA      | $777075.00    | 0.04%             | 2027-12-06      | Floating      | 9.51%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2004 Ltd.                      | Residential Reinsurance 2004 Ltd., Series 3                                       | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    750000 | PA      | $757800.00    | 0.04%             | 2028-12-06      | Floating      | 10.48%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2004 Ltd.                      | Residential Reinsurance 2004 Ltd., Series 4                                       | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    750000 | PA      | $765150.00    | 0.04%             | 2028-12-06      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                            | Resorts World Las Vegas LLC                                                       | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1184446.48   | 0.06%             | 2031-04-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                            | Resorts World Las Vegas LLC                                                       | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11496524.52  | 0.55%             | 2030-07-27      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                     | RGA Global Funding                                                                | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4027953.95   | 0.19%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                       | SLG Office Trust, Series 2021-OVA, Class E                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975000 | PA      | $1701632.15   | 0.08%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                       | SLG Office Trust, Series 2026-OMA, Class F                                        | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3770000 | PA      | $3796104.23   | 0.18%             | 2041-04-15      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                                   | SMRT, Series 2022-MINI, Class E                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3110000 | PA      | $3102225.00   | 0.15%             | 2039-01-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Sakura RE Ltd.                                         | Sakura RE Ltd., Series A                                                          | CUSIP: 79381MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249850.00    | 0.01%             | 2029-04-05      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A                | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1654966 | PA      | $1699846.64   | 0.08%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust, Series 2025-LOC4, Class A1A              | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3618913 | PA      | $3637556.56   | 0.17%             | 2055-06-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1               | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023479 | PA      | $1023310.72   | 0.05%             | 2030-04-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust, Series 2026-HB1, Class M3                | CUSIP: 795939AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2809247.56   | 0.14%             | 2056-04-25      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                           | San Diego Gas & Electric Co., Series DDDD                                         | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2184381.86   | 0.11%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                    | Sanders Re III Ltd., Series A                                                     | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1506000.00   | 0.07%             | 2026-06-05      | Floating      | 11.27%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                    | Sanders Re III Ltd., Series A                                                     | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1295250.00   | 0.06%             | 2028-04-07      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                    | Sanders Re III Ltd.                                                               | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $254225.00    | 0.01%             | 2027-04-07      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Sanders RE II Ltd.                                     | Sanders RE II Ltd., Series A                                                      | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2281500.00   | 0.11%             | 2029-04-07      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Sanders RE II Ltd.                                     | Sanders RE II Ltd., Series B                                                      | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2277000.00   | 0.11%             | 2029-04-07      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Sanders RE II Ltd.                                     | Sanders RE II Ltd., Series A-1                                                    | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $408880.00    | 0.02%             | 2028-04-07      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Sanders RE II Ltd.                                     | Sanders RE II Ltd., Series A-2                                                    | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $418440.00    | 0.02%             | 2030-04-08      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Sanders RE II Ltd.                                     | Sanders RE II Ltd., Series B-1                                                    | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $663455.00    | 0.03%             | 2028-04-07      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Sanders RE II Ltd.                                     | Sanders RE II Ltd., Series B-2                                                    | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1465940.00   | 0.07%             | 2030-04-08      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                    | Sanders Re III Ltd., Series B-1                                                   | CUSIP: 80001UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249850.00    | 0.01%             | 2030-04-08      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                    | Sanders Re III Ltd., Series b-2                                                   | CUSIP: 80001UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $248950.00    | 0.01%             | 2031-04-07      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re IV Ltd.                                     | Sanders Re IV Ltd., Series A-1                                                    | CUSIP: 80001WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249000.00    | 0.01%             | 2030-04-08      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re IV Ltd.                                     | Sanders Re IV Ltd., Series A-2                                                    | CUSIP: 80001WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249025.00    | 0.01%             | 2031-04-07      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                           | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $5436859.28   | 0.26%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-1, Class C                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $836675.61    | 0.04%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class F                   | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727711 | PA      | $746597.63    | 0.04%             | 2032-06-15      | Fixed         | 10.17%                | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                    | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2270000 | PA      | $2287461.75   | 0.11%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                    | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2760000 | PA      | $2770099.94   | 0.13%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                | Kingdom of Saudi Arabia                                                           | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   4785000 | PA      | $4962198.74   | 0.24%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Kingdom of Saudi Arabia                                | Kingdom of Saudi Arabia                                                           | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   8800000 | PA      | $8649103.41   | 0.42%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                  | Saudi Arabian Oil Co.                                                             | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   9220000 | PA      | $9393895.47   | 0.45%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                  | DIRECTV Financing LLC, First Lien Term Loan B                                     | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422675 | PA      | $423402.00    | 0.02%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Sempra                                                 | Sempra                                                                            | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5536301.52   | 0.27%             | 2055-04-01      | Variable      | 6.55%                 | 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        |   2000000 | PA      | $2000000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyline Re II Ltd.                                     | Skyline Re II Ltd., Series A                                                      | CUSIP: 83087AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2492500.00   | 0.12%             | 2030-01-07      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1447581.88   | 0.07%             | 2033-06-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4600000 | PA      | $4633648.17   | 0.22%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2935000 | PA      | $3054772.42   | 0.15%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-4, Class C                          | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1182904.15   | 0.06%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-4, Class D                          | CUSIP: 83405UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990000 | PA      | $1975344.65   | 0.09%             | 2035-08-25      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Solomon Re Ltd.                                        | Solomon Re Ltd., Series A                                                         | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $501000.00    | 0.02%             | 2026-06-08      | Floating      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO V-R Ltd.                               | Sound Point CLO V-R Ltd., Series 2014-1RA, Class B                                | CUSIP: 83607EAC6<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1352528.55   | 0.07%             | 2031-07-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.        | South Bow Canadian Infrastructure Holdings Ltd.                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    805000 | PA      | $851073.77    | 0.04%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Spire, Inc.                                            | Spire, Inc.                                                                       | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1709230.11   | 0.08%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| Standard Chartered plc                                 | Standard Chartered plc                                                            | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2089124.12   | 0.10%             | 2035-01-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                            | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2550000 | PA      | $2696520.22   | 0.13%             | 2036-01-21      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   9965000 | PA      | $9917361.32   | 0.48%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1408620.61   | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| State Street Corp.                                     | State Street Corp., Series G                                                      | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     42170 | NS      | $938704.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3336164.72   | 0.16%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8090000 | PA      | $7965664.06   | 0.38%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   6355000 | PA      | $6197912.28   | 0.30%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                            | Sumitomo Life Insurance Co.                                                       | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |  16500000 | PA      | $16534237.50  | 0.79%             | 2055-09-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Summit Midstream Holdings LLC                          | Summit Midstream Holdings LLC                                                     | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4595275.76   | 0.22%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                   | Alpha Generation LLC, First Lien Term Loan B                                      | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1556300 | PA      | $1555615.63   | 0.07%             | 2031-09-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sutter Re Ltd.                                         | Sutter Re Ltd., Series B                                                          | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250700.00    | 0.01%             | 2026-06-19      | Floating      | 10.27%                | Yes           |                  2 | On Loan: No      |
| THPT Mortgage Trust                                    | THPT Mortgage Trust, Series 2023-THL, Class C                                     | CUSIP: 87252LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $706338.50    | 0.03%             | 2034-12-10      | Variable      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                       | TRTX Issuer Ltd., Series 2022-FL5, Class A                                        | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1043477 | PA      | $1043567.43   | 0.05%             | 2039-02-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Supply LLC                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3503654.90   | 0.17%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Supply LLC                                                           | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3543367.47   | 0.17%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 3264 re Ltd.                                           | 3264 re Ltd., Series A                                                            | CUSIP: 88577CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258600.00    | 0.01%             | 2027-07-08      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| 3264 re Ltd.                                           | 3264 re Ltd., Series A                                                            | CUSIP: 88577CAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $510950.00    | 0.02%             | 2028-06-08      | Floating      | 11.01%                | Yes           |                  2 | On Loan: No      |
| 3264 re Ltd.                                           | 3264 re Ltd., Series A                                                            | CUSIP: 88577CAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2488750.00   | 0.12%             | 2029-01-08      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| 3264 re Ltd.                                           | 3264 re Ltd., Series B                                                            | CUSIP: 88577CAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1733725.00   | 0.08%             | 2029-01-08      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                        | Topanga Re Ltd., Series A                                                         | CUSIP: 89055TAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2485750.00   | 0.12%             | 2030-01-07      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                        | Topanga Re Ltd., Series B                                                         | CUSIP: 89055TAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1986400.00   | 0.10%             | 2030-01-07      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd.                                   | Torrey Pines Re Ltd., Series A                                                    | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250475.00    | 0.01%             | 2026-06-05      | Floating      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd.                                   | Torrey Pines Re Ltd., Series A                                                    | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258900.00    | 0.01%             | 2027-06-07      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd.                                   | Torrey Pines Re Ltd., Series B                                                    | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258250.00    | 0.01%             | 2027-06-07      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd.                                   | Torrey Pines Re Ltd., Series A                                                    | CUSIP: 89141WAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $509900.00    | 0.02%             | 2028-06-07      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd.                                   | Torrey Pines Re Ltd., Series B                                                    | CUSIP: 89141WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $254225.00    | 0.01%             | 2028-06-07      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                 | Total Play Telecomunicaciones SA de CV                                            | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |  20881750 | PA      | $19522111.69  | 0.94%             | 2032-12-31      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust, Series 2022-SJ1, Class B1                              | CUSIP: 89180GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1797130.24   | 0.09%             | 2062-03-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                             | TransCanada PipeLines Ltd.                                                        | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1582048.18   | 0.08%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Triangle Re Ltd.                                       | Triangle Re Ltd., Series 2023-1, Class M1B                                        | CUSIP: 89589AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1707746.43   | 0.08%             | 2033-11-25      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                               | Tricon Residential Trust, Series 2025-SFR1, Class D                               | CUSIP: 895974AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2100305.76   | 0.10%             | 2042-03-17      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                                  | Tricon American Homes, Series 2020-SFR1, Class F                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $568365.47    | 0.03%             | 2038-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                     | Tricolor Auto Securitization Trust, Series 2024-1A, Class A                       | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54572 | PA      | $53548.67     | 0.00%             | 2027-10-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                               | Tricon Residential Trust, Series 2022-SFR2, Class E                               | CUSIP: 89616TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $343741.96    | 0.02%             | 2040-07-17      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Tricida, Inc.                                          | Tricida, Inc.                                                                     | CUSIP: 896CPTAN0<br>LEI: 549300QVPFFJC8SZXG25 | Long             | DBT              | CORP              | US        |    715000 | PA      | $0.00         | 0.00%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Tricida, Inc.                                          | Tricida, Inc.                                                                     | CUSIP: 896LIQAM6<br>LEI: 549300QVPFFJC8SZXG25 | Long             | DBT              | CORP              | US        |    715000 | PA      | $0.00         | 0.00%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Truist Bank                                            | Truist Bank                                                                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  17470000 | PA      | $17455501.12  | 0.84%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                            | Truist Bank                                                                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10666624.50  | 0.51%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                 | Truist Financial Corp.                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2211606.61   | 0.11%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  16455000 | PA      | $16309590.29  | 0.78%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Turris RE Ltd.                                         | Turris RE Ltd., Series A                                                          | CUSIP: 900442AA2<br>LEI: 254900AYLTVDMB8FO181 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $751425.00    | 0.04%             | 2029-01-08      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| 2001 Cat RE Ltd.                                       | 2001 Cat RE Ltd., Series A                                                        | CUSIP: 90215BAB3<br>LEI: 5493007NG10QO60NSO35 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1010400.00   | 0.05%             | 2027-01-08      | Floating      | 15.78%                | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1110000 | PA      | $1157329.15   | 0.06%             | 2034-01-12      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1310000 | PA      | $1348368.97   | 0.06%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1600134.00   | 0.08%             | 2031-04-12      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1155000 | PA      | $1175393.84   | 0.06%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust, Series 2017-C4, Class C                            | CUSIP: 90276RBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $760986.17    | 0.04%             | 2050-10-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                             | US Bancorp, Series L                                                              | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     40144 | NS      | $603765.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ursa Re Ltd.                                           | Ursa Re Ltd., Series E                                                            | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $256000.00    | 0.01%             | 2026-12-07      | Floating      | 12.79%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                           | Ursa Re Ltd., Series F                                                            | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $510250.00    | 0.02%             | 2028-02-22      | Floating      | 11.01%                | Yes           |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                            | US Acute Care Solutions LLC                                                       | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8205000 | PA      | $7754030.06   | 0.37%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                     | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2260000 | PA      | $2275126.00   | 0.11%             | 2032-06-19      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: —       |
| 1261229 BC Ltd.                                        | 1261229 BC Ltd., First Lien Term Loan                                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   6386738 | PA      | $6209505.53   | 0.30%             | 2030-10-08      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1143312.10   | 0.05%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |  12105000 | PA      | $11924170.55  | 0.57%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2250000 | PA      | $2372512.50   | 0.11%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $3090900.00   | 0.15%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4100000 | PA      | $4044035.00   | 0.19%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                    | U.S. Treasury Bills                                                               | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  60000000 | PA      | $59976400.20  | 2.88%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Bills                                    | U.S. Treasury Bills                                                               | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19964092.40  | 0.96%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Uniti Group LP                                         | Uniti Group LP                                                                    | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2009480.52   | 0.10%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Upstart Securitization Trust                           | Upstart Securitization Trust, Series 2025-2, Class C                              | CUSIP: 91679EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4044000 | PA      | $4074776.86   | 0.20%             | 2035-06-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                        | Ursa Re II Ltd., Series E                                                         | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1239625.00   | 0.06%             | 2029-12-07      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                        | Ursa Re II Ltd., Series FG                                                        | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $502850.00    | 0.02%             | 2028-06-07      | Floating      | 11.26%                | Yes           |                  2 | On Loan: No      |
| VRTX Trust                                             | VRTX Trust, Series 2025-HQ, Class B                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2598481.03   | 0.12%             | 2042-08-05      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| VRTX Trust                                             | VRTX Trust, Series 2025-HQ, Class C                                               | CUSIP: 91835XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1242242.00   | 0.06%             | 2042-08-05      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VRTX Trust                                             | VRTX Trust, Series 2025-HQ, Class D                                               | CUSIP: 91835XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1326752.41   | 0.06%             | 2042-08-05      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2024-6, Class A                    | CUSIP: 92261BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931068 | PA      | $933882.88    | 0.04%             | 2054-12-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2025-1, Class A                    | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381705 | PA      | $1391570.88   | 0.07%             | 2055-02-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2807302.68   | 0.13%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $5251417.60   | 0.25%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3604316.61   | 0.17%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                       | Veraison Re Ltd., Series A                                                        | CUSIP: 92335TAC3<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $507500.00    | 0.02%             | 2027-03-08      | Floating      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                       | Veraison Re Ltd., Series A                                                        | CUSIP: 92335TAD1<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251450.00    | 0.01%             | 2028-03-08      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                       | Veraison Re Ltd., Series B                                                        | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252325.00    | 0.01%             | 2028-03-08      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                       | Veraison Re Ltd., Series A                                                        | CUSIP: 92335TAF6<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250750.00    | 0.01%             | 2029-03-08      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                       | Veraison Re Ltd., Series B                                                        | CUSIP: 92335TAG4<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249775.00    | 0.01%             | 2029-03-08      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                 | Verisk Analytics, Inc.                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2120423.74   | 0.10%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2023-5, Class B2                               | CUSIP: 924934AF9<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1237938.75   | 0.06%             | 2068-06-25      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2025-1, Class D                              | CUSIP: 92511BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2312998.15   | 0.11%             | 2032-05-17      | Fixed         | 8.79%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2023-4, Class B1                               | CUSIP: 92539TAE3<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $2521319.82   | 0.12%             | 2068-05-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2024-2, Class B1                               | CUSIP: 92539UAE0<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |   3340000 | PA      | $3385745.98   | 0.16%             | 2069-02-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2023-6, Class B1                               | CUSIP: 92539XAE4<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1534857.29   | 0.07%             | 2068-09-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2023-7, Class B1                               | CUSIP: 92539YAE2<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1096885.20   | 0.05%             | 2068-10-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2023-INV3, Class B1                            | CUSIP: 92540CAE7<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1955000 | PA      | $1966013.30   | 0.09%             | 2068-11-25      | Variable      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2023-INV3, Class B2                            | CUSIP: 92540CAF4<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   2210000 | PA      | $2222208.04   | 0.11%             | 2068-11-25      | Variable      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2024-1, Class B1                               | CUSIP: 92540EAE3<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $663087.61    | 0.03%             | 2069-01-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2024-3, Class B1                               | CUSIP: 92540MAE5<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2163528.16   | 0.10%             | 2069-04-25      | Variable      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| River Rock Entertainment Authority                     | River Rock Entertainment Authority, First Lien Term Loan                          | CUSIP: 76837PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13815000 | PA      | $13573237.50  | 0.65%             | 2031-06-25      | Variable      | 12.66%                | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                       | Vista Point Securitization Trust, Series 2020-2, Class M1                         | CUSIP: 92838TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1279242.32   | 0.06%             | 2065-04-25      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                       | Vista Point Securitization Trust, Series 2024-CES1, Class A1                      | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783687 | PA      | $791076.96    | 0.04%             | 2054-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1087874.93   | 0.05%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1528408.58   | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                       | Vista Point Securitization Trust, Series 2025-CES3, Class A1                      | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4584668 | PA      | $4580660.92   | 0.22%             | 2055-11-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                       | Vista Point Securitization Trust, Series 2026-CES2, Class M1                      | CUSIP: 92842NAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3790000 | PA      | $3772050.56   | 0.18%             | 2056-05-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Ltd.                                   | Vitality Re XIV Ltd., Series A                                                    | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $504850.00    | 0.02%             | 2027-01-05      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd.                                  | Vitality Re XVII Ltd., Series A                                                   | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $1248250.00   | 0.06%             | 2030-01-08      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2284044.00   | 0.11%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4249082.51   | 0.20%             | 2030-09-11      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1177713.20   | 0.06%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    462712 | PA      | $-4157.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 392700000 | PA      | $-8955582.43  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                             | Sotera Health Holdings LLC, First Lien Term Loan                                  | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    742857 | PA      | $745026.48    | 0.04%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                               | Windstream Services LLC, First Lien Term Loan                                     | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4291245 | PA      | $4291245.00   | 0.21%             | 2032-10-06      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2026-1250B, Class C                 | CUSIP: 949939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1833789.62   | 0.09%             | 2041-03-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2026-1250B, Class D                 | CUSIP: 949939AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1808528.98   | 0.09%             | 2041-03-10      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series DD                                                      | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    166442 | NS      | $2892761.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-2A, Class D                    | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2320000 | PA      | $2363264.98   | 0.11%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                     | Wildfire Intermediate Holdings LLC                                                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3984052.56   | 0.19%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Windrose Re Ltd.                                       | Windrose Re Ltd., Series A                                                        | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2479750.00   | 0.12%             | 2029-02-13      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Windrose Re Ltd.                                       | Windrose Re Ltd., Series B                                                        | CUSIP: 972917AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1005500.00   | 0.05%             | 2029-02-13      | Floating      | 11.67%                | Yes           |                  2 | On Loan: No      |
| Winston RE Ltd.                                        | Winston RE Ltd., Series A                                                         | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258850.00    | 0.01%             | 2027-02-26      | Floating      | 13.73%                | Yes           |                  2 | On Loan: No      |
| Winston RE Ltd.                                        | Winston RE Ltd., Series B                                                         | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258625.00    | 0.01%             | 2027-02-26      | Floating      | 15.21%                | Yes           |                  2 | On Loan: No      |
| Winston RE Ltd.                                        | Winston RE Ltd., Series A                                                         | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $508400.00    | 0.02%             | 2028-02-21      | Floating      | 10.02%                | Yes           |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                  | Woodside Finance Ltd.                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   3750000 | PA      | $3900172.95   | 0.19%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Wynn Macau Ltd.                                        | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   4855000 | PA      | $4865531.90   | 0.23%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc., First Lien Term Loan B7                                      | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6093520 | PA      | $6084014.11   | 0.29%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                          | WOM Mobile SA                                                                     | CUSIP: N/A<br>LEI: 549300T600VUO0QJ3063       | Long             | EC               | CORP              | CL        |      1018 | NS      | $15270.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC                               | Diamond Sports Group LLC                                                          | CUSIP: N/A<br>LEI: 5493002K6DHWNZH8YA34       | Long             | EC               | CORP              | US        |        79 | NS      | $16.27        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                     | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |   4007000 | PA      | $4754070.69   | 0.23%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   7761000 | PA      | $8735941.41   | 0.42%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   8460000 | PA      | $9715444.24   | 0.47%             | 2036-04-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2276881.00   | 0.11%             | 2028-09-14      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                             | Grupo Aeromexico SAB de CV                                                        | CUSIP: N/A<br>LEI: 529900BECKHBL62WD126       | Long             | EC               | CORP              | MX        |    211070 | NS      | $322009.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development    | International Bank for Reconstruction & Development, Series A                     | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    250000 | PA      | $255625.00    | 0.01%             | 2028-04-24      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | International Bank for Reconstruction & Development, Series C                     | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    250000 | PA      | $259150.00    | 0.01%             | 2028-04-24      | Floating      | 17.37%                | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                        | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4779365.38   | 0.23%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MKS, Inc.                                              | MKS, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |  10460000 | PA      | $11847611.35  | 0.57%             | 2034-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  10605000 | PA      | $12090763.92  | 0.58%             | 2038-03-04      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   8710000 | PA      | $10120266.58  | 0.49%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Petroleum Corp.                          | International Petroleum Corp.                                                     | CUSIP: N/A<br>LEI: 54930025D80LU0SMR645       | Long             | DBT              | CORP              | CA        |    980000 | PA      | $1004196.10   | 0.05%             | 2030-10-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                    | U.S. Treasury 5 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1183 | NC      | $293182.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                          | British Pound                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         1 | OU      | $1.65         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8230000 | PA      | $8294605.50   | 0.40%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Euro-Bobl                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -6 | NC      | $15924.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Petroleum Corp.                          | International Petroleum Corp.                                                     | CUSIP: N/A<br>LEI: 54930025D80LU0SMR645       | Long             | DBT              | CORP              | CA        |  13520000 | PA      | $13853807.45  | 0.67%             | 2030-10-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                          | PepsiCo, Inc.                                                                     | CUSIP: 713448GR3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  14160000 | PA      | $16092065.37  | 0.77%             | 2047-02-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 857524AK8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |  16070000 | PA      | $16137555.87  | 0.78%             | 2036-04-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |  10190000 | PA      | $11650579.78  | 0.56%             | 2038-05-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -21 | NC      | $80679.12     | 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        |       398 | NC      | $-659983.83   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -706 | NC      | $1671526.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -618 | NC      | $763241.73    | 0.04%             |  |  |  | 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        |     -3451 | NC      | $7105778.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |   1530000 | PA      | $1875590.03   | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | International Bank for Reconstruction & Development, Series D                     | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    250000 | PA      | $267775.00    | 0.01%             | 2028-04-24      | Floating      | 15.87%                | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -658 | NC      | $2983807.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1870000 | PA      | $2198738.42   | 0.11%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   6420000 | PA      | $7523653.49   | 0.36%             | 2037-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Kingdom of Saudi Arabia                                | Kingdom of Saudi Arabia                                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   3455000 | PA      | $3976983.97   | 0.19%             | 2032-03-05      | Fixed         | 3.38%                 | Yes           |                  2 | 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